Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
9,660 documents
This forum response lists common reasons that take-profit and stop-loss orders may be rejected. It points to rapid price changes, prices outside exchange limits, exchange risk controls, insufficient margin, thin contract liquidity, network or system…
The indicator marks the Asian, London, and New York session ranges, then watches the completed session highs and lows for liquidity sweeps. A sweep occurs when price moves beyond a range boundary and closes back inside it. The document interprets a high…
This article describes a way to send alerts when a strategy’s position changes, using FMZ Mylanguage together with its JavaScript enhancement feature. The example strategy uses Williams %R and a moving average to generate long and short signals. The article…
This description introduces an Expert Advisor that automates buy and sell orders using the Moving Average Convergence Divergence indicator. It characterizes MACD as a momentum oscillator formed from the difference between two price moving averages, and notes…
This document outlines a daily, pre-open A-share screen requiring MACD above zero, a share price below 12, and prior-session actual turnover between 3% and 28%. It presents the positive MACD reading as a trend filter and turnover as a measure of trading…
This document describes a MetaTrader trading panel built with the MasterWindows interface library. It displays a probability-style scale derived from price database analysis and allows a user to submit market orders, close positions, toggle stop-loss…
The report studies temporal changes in order-book depth and imbalance for Binance’s BTC/FDUSD market using minute-level data collected from July 1 to August 12, 2025. It describes an intraday depth peak around 11:00 UTC and a trough around 21:00 UTC,…
This example configures a live-node application to run a Bollinger Band mean-reversion strategy against the Architect AX sandbox on a EUR/USD perpetual instrument, using one-minute midpoint bars. It sets a Bollinger period of 20 with a two-standard-deviation…
This comparison surveys AI-oriented trading and research projects by their agent workflows, ability to replay or backtest decisions, broker paths, deterministic strategy support, and hosting or monitoring features. It distinguishes research-focused tools…
This forum exchange explains why a sell order can disappear in an event-driven backtest when the stock is suspended on the scheduled execution day. The order was generated on one day, but the attempted match on the next day failed because trading was halted;…
This expert advisor trades after finding a configurable run of identical candlesticks: it buys following bullish candles and sells following bearish candles. Its inputs include the required run length, trade size, take-profit and stop-loss distances,…
This documentation explains how a trading strategy can represent and submit orders, from basic market orders to limit, stop, stop-limit, and trailing-stop orders. It also describes a smart limit approach that moves through the bid–ask spread on a timed…
This comparison explains how Lumibot and QuantConnect LEAN differ as algorithmic trading frameworks. Lumibot is presented as a Python-first library in which strategies use ordinary Python classes, broker and data adapters, and can combine deterministic rules…
This expert advisor monitors open positions across symbols and adjusts their stop losses as profit thresholds are reached. It supports up to three staged thresholds, each paired with a stop level to move to, and can optionally close one third of a position…
The document presents four functions for translating between chart pixel coordinates and market data: horizontal position to time, vertical position to price, and the inverse conversions. The time calculations use bar spacing, the chart’s first visible bar,…
This document describes a simple Expert Advisor built to demonstrate timer-based trading. When a timer event arrives, the program opens a trade in a randomly chosen direction, provided there are no open positions. If a position is already open, it ignores…
The document introduces spot trading as buying or selling cryptocurrency at the current market price with the asset intended for immediate delivery. It contrasts this with futures and options, which involve contracts tied to later transactions or specified…
This document describes a demo trading panel built with the MasterWindows interface library for MQL5. It presents price-based signals as a probability scale and lets a user submit market orders, adjust position size, close positions, or enable autopilot. The…
This report examines why investment portfolios turn over, how to manage that turnover, and how turnover control affects portfolio outcomes. It frames the drivers across the research and trading process: alpha changes influence target holdings, optimization…
This brief forum exchange describes a configuration issue when connecting vn.py 4.4.0 to SimNow’s 24-hour test environment. A user reports that the standard simulation connection succeeds while the 24-hour test connection fails. Another participant replies…
This document describes helper functions intended to support a breakout strategy during a prop firm challenge. One check compares account equity with a configured profit target. Another estimates the day’s closed-trade profit and loss from account history,…
This document describes an Expert Advisor that exports MetaTrader 5 economic-calendar data to a CSV file for use by external research scripts, dashboards, bots, or spreadsheets. The terminal’s calendar can be accessed through MQL5, while the Python…
This article presents a method for identifying time windows in which an existing trading system performs better. A library analyzes the system’s trading history, removes weaker intervals, and reports results for the remaining periods. In its scalper example,…
This tutorial demonstrates a component-level backtest workflow using NautilusTrader. It loads historical Binance ETH/USDT trade ticks, configures a simulated spot venue with a cash account and maker-taker fees, and aggregates ticks into bars. A strategy…