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
The post addresses missing final one-minute bars when a closing or session-boundary tick is not delivered. Its proposed fix adds logic to a bar generator’s tick-update handler: near selected minute boundaries, it checks for a tick arriving in the final…
The discussion raises two practical issues for CTA strategies: protecting source code when running a strategy on another computer or server, and adapting a strategy as a futures market’s active contract changes. Replies point to a strategy-encryption guide…
This introductory overview explains quantitative trading as the conversion of market observations and decision rules into mathematical models and computer programs. It outlines a typical process: analyze historical price, volume, and timing data; design a…
This overview introduces reinforcement learning as a way to learn sequential decisions by interacting with an environment and maximizing accumulated reward. It outlines the agent, environment, policy, and reward, and explains how delayed feedback differs…
This document describes a chart indicator for marking the opening and closing times of major global markets, intended to help short-term traders view session boundaries alongside price action. It covers built-in and custom sessions, per-market time…
This note explains how an Expert Advisor can detect the opening of a new candle in MetaTrader when a tick arrives. Since the platform does not provide a dedicated new-bar event handler, the method stores the opening time of the current bar and compares it…
The post asks how to keep local records of live trading activity, including daily fills and account or funding information, in files or a database. The reply points readers to VeighNa’s portfolio management application documentation as a possible way to…
The described Expert Advisor monitors the combined profit of all open terminal positions across symbols and magic numbers. It waits until aggregate profit reaches a minimum threshold, then tracks a percentage drawdown from the highest profit reached. If…
This guide explains how NautilusTrader stores and accesses market data through a Parquet catalog backed by a Rust storage layer. It covers local and cloud storage, timestamp precision, compression choices, file organization, typed data queries, and…
This TqSdk reference explains how to authenticate with a platform account and select a live futures account, a shared platform simulation account, or a local simulation account when creating the API object. It describes live-account binding limits and common…
The document outlines a discretionary short-term momentum setup for currency charts and asks for help turning its rules into an indicator alert. Buy conditions combine a fast and slow linear weighted moving average crossover, price opening above a Laguerre…
This description outlines an Expert Advisor that trades signals from a custom price-channel indicator. The indicator supplies two types of buy entry signals, two types of sell entry signals, and separate signals to close long and short positions. The EA has…
This stock-selection recipe begins with shares whose 9:25 a.m. price gain is below 6%, circulating market capitalization is above 10 billion yuan, and volume ratio ranks among the top 100. The explanation frames the volume measure as a way to find actively…
This proposed stock screen selects non-Beijing A-shares with amplitude above one and ranks candidates by the day’s opening-auction amount, keeping the top five. Its rationale is that large amplitude may identify stocks with greater price movement, while high…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
A VeighNa community exchange considers why a CTA strategy’s moving-average values may appear stale after pausing and restarting. The response suggests several possible causes: cached bar data not being restored or refreshed, strategy variables not being…
This reference explains common market-data workflows in the TqSdk Python interface. It covers subscribing to real-time quotes, monitoring updates to quote fields, and requesting K-line bars or tick series as data frames that update in place. It also…
The document explains how to launch a selected strategy or crypto basket with real funds through OctoBot Cloud. The user chooses real trading, connects an exchange account using an API key, and starts the bot. OctoBot may first rebalance USD-linked assets…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
The document describes a chart dashboard for viewing trading hours across major financial centers. It brings together broker server time, a user's local time, and UTC, alongside the current time and open or closed status for Sydney, Tokyo, London, and New…
This document describes an Expert Advisor that combines the Awesome Oscillator (AO) with the Range Action Verification Index (RAVI). It evaluates signals only when a new bar forms and manages a single position, so it is described as compatible with both…
This forum post responds to a question about selling after a 10% gain or cutting a position after a 10% loss. The included example checks open equity positions against current prices, retrieves the highest price since purchase, and exits when price falls 7%…
This article describes a daily process for building a watchlist of strong stocks. After the close, rank shares by traded value and keep the top 30. From that group, look for stocks rising more than 3% on increased volume, giving extra attention to volume…
This trading expert advisor opens and closes positions at user-specified times, with the time inputs interpreted to the minute. Before opening a position, it applies a directional moving-average condition: a buy requires the fast average on the first bar to…