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 document explains Hummingbot connectors as adapters between its trading engine and exchange or blockchain interfaces. Using WebSocket and REST APIs, connectors standardize access to market and blockchain data and support actions such as placing,…
These reading notes discuss James Simons and Renaissance Technologies as an example of systematic investing built by combining mathematical research, statistical signals, computer models, and automated execution. The notes contrast discretionary investing,…
This document presents a framework for testing trading decisions made at multiple time scales together. It argues that portfolio selection and intraday order execution should interact within one backtest because execution quality can change which…
This document describes a basic simulator for practicing manual trades against historical price bars. A user chooses a starting bar and playback speed, then enters a long or short position, closes it, pauses, or ends the run. The simulator reports net profit…
This indicator defines zones near the current day’s high and low as percentages of the daily price range. Users can adjust the percentages and choose to display the zones as filled areas, paired histograms, lines, arrows, or hidden values. Line and arrow…
This reference describes Hyperliquid’s information endpoint for retrieving market and account data across perpetual and spot markets. It covers mid prices, order book snapshots, candles, open and historical orders, fills, order status, user portfolios, fees,…
This document describes an XRSI histogram indicator that can notify users when several types of signal occur: a histogram crossing zero, a change in its direction, a move through an overbought or oversold threshold, or an exit from one of those zones. The…
This configuration guide explains how to connect LumiBot trading strategies to Interactive Brokers, including credential setup, market data access, and paper trading. It describes storing account details in a local environment file and lists optional…
This Backtrader example demonstrates target orders in three forms: a desired share size, a desired position value, or a desired fraction of portfolio value. Each bar, it derives a changing target from the calendar day and month, then submits the selected…
The document describes an Expert Advisor that trades signals from the BrakeParb indicator. A trade signal occurs at a bar close when the indicator reverses, changes color, and displays a prominent dot. The EA uses the changed indicator state to decide when…
This forum thread discusses installing vn.py on an Apple Silicon Mac, with a particular focus on launching its CTP gateway. Participants point to the gateway project's installation guidance and identify Python environment conflicts as one possible cause. One…
The document describes an expert advisor for applying stop-loss and take-profit levels to manually opened positions. It can manage only positions on the chart's pair or positions across all pairs from a single chart. Settings specify the stop and target…
The guide explains how to connect an exchange to the FMZ Quant Trading Platform when FMZ has not already integrated that exchange’s API. It describes writing a general protocol plugin that communicates with the exchange and the FMZ Quant docker program. The…
This documentation explains how to send requests through Hyperliquid’s WebSocket API when those requests would normally use the HTTP API. It distinguishes informational requests from signed actions and describes a common wrapper with a method, request…
This MetaTrader expert advisor manages open positions using virtual take-profit, stop-loss, and breakeven levels. It detects orders on a chart and displays the corresponding exit prices as labels, with separate colors identifying breakeven, stop-loss, and…
This document describes an expert advisor that trades relative to a moving average and holds at most one market position. With reversed signals disabled, it opens a buy when the ask price is above the moving average on the current bar by a configurable…
This trading script opens a sell position with a stop loss and take profit set at fixed point distances from the current price. Its key risk-management feature is sizing the position from a user-selected loss amount expressed as a percentage of the account…
This document describes an MQL5 Expert Advisor that records closed positions to a CSV alongside market indicators sampled at both entry and exit. The recorded context includes RSI, Stochastic, price distance from two exponential moving averages, Bollinger…
This Expert Advisor describes a level-based strategy that opens a buy when price crosses a support level under specified bar-close and prior-bar conditions; sell entries use the opposite conditions. It places stop loss and take profit orders at support or…
The document shows how to send a phone notification through a DingTalk custom robot when a TqSdk strategy starts or a market condition is met. Its example watches a futures quote, checks whether the last price crosses a threshold, sends a text alert, and…
The document explains a futures workflow that separates continuous, adjusted data used to generate signals from actual contract prices used for trading. Adjusted front-month continuous prices can make historical trends and indicators more consistent across…
The document describes an expert advisor that manages stop loss, take profit, and trailing-stop levels on the trader’s computer rather than placing those levels with the broker. Its trailing stop uses three settings: the distance behind price, the profit…
This document introduces object-oriented programming in MQL5 as a way to organize trading software around custom types that combine data with behavior. It presents objects as small, self-contained units, each assigned a coherent task, which can then be…
This trading script description presents a two-part exit plan. It calculates position size from account balance, stop distance, and a chosen percentage risk, then splits the position between an earlier profit target equal to the stop distance and a farther…