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 document explains how NautilusTrader’s shared network clients add trading-system behavior to HTTP, WebSocket, and raw TCP transports. It covers quota sharing, proxy selection, connection reuse, retries, response limits, streaming deadlines, and…
This MetaTrader expert advisor uses the Blau Ergodic MDI oscillator to generate trades. The described entry choices include reacting to a histogram direction change, a zero-line crossover, or a change in the signal cloud’s color. A configurable time window…
The document explains a portfolio construction approach that forecasts stock trading volume and uses the forecasts as a proxy for expected price impact. With trade size held fixed, lower volume implies a higher participation rate and greater expected impact,…
This guide explains static and trailing stop losses, including trailing stops that switch to a tighter loss allowance after a profit threshold or begin trailing only after a specified offset. It also covers exchange-placed stops, comparing market orders,…
A stop-limit order waits for a specified trigger price, then submits a limit order at the chosen limit. This combines a conditional trigger with control over the worst acceptable execution price, making it useful for price-protected exits or breakout…
This document describes an alert-enabled version of a Spearman rank correlation histogram indicator. It can notify a trader when the histogram crosses zero, breaks through an overbought or oversold threshold, or exits one of those extreme zones. The alert…
This guide explains how to connect Interactive Brokers’ IB Gateway to the FMZ trading host on macOS. It describes Gateway as a lightweight API bridge between strategy software and IBKR, and contrasts it with Trader Workstation and IBKR Desktop. The host and…
This forum exchange addresses a VeighNa startup message saying that a data service module cannot be loaded, despite the user having installed VeighNa Station and the CTP package. A respondent attributes the message to an incorrect data feed name, then…
This short description presents an Expert Advisor that closes every position open in an account once the broker server time passes a configured deadline. Its inputs include the closing time and a maximum permitted price deviation, indicating that the close…
This guide explains how to deploy Hummingbot with Docker Compose, navigate its command-line interface, configure a script, and connect exchange API credentials. It walks through launching a directional futures script that uses the Relative Strength Index…
These release notes describe Hummingbot 1.20.0, centered on a V2 strategy framework for building modular strategies that can be backtested and deployed. The framework separates market data candles, controllers that coordinate strategy decisions, and…
This document describes a MetaTrader expert advisor for adjusting trade levels by dragging chart objects. Its central idea is direct drag-and-drop interaction implemented in MQL, without relying on system DLLs. The interface is intended to let traders move…
This document describes a chart indicator for estimating position size from a planned order, stop loss, and take profit. The trader adds a starter line to the price chart; the indicator then displays separate order, stop, and target lines that can be moved…
The document outlines a basic architecture for an expert advisor that combines multiple strategies. It proposes using an object for each strategy, with moving average groups as an example: one configured for weekly data and another for the current chart…
This forum post describes a trader who can open a Binance perpetual futures position but cannot sell to close it. The reported error says the order direction is invalid, even though the poster believes the decimal precision and close-long setting are…
This forum exchange explains how to guide an AI assistant when generating VeighNa CTA strategy code. It recommends supplying a focused set of references instead of the entire codebase: the CTA base class, the ArrayManager indicator API, and one or two…
A VeighNa community exchange answers whether the `self.sync_data()` method is available in version 2.5.7 spread-trading strategies. A user reports that the method works in CTA strategies but raises an error when called from a spread strategy while attempting…
This tutorial explains a two-input market-making setup for a Lighter perpetual linked to Nvidia shares. The Lighter order book supplies the price anchor, while Databento US equity top-of-book quotes provide a normalized signal: the equity mid is compared…
This document outlines an expert advisor that trades from the Fractals indicator and evaluates signals only when a new bar appears. A newly detected upward fractal produces a sell signal and closes buy positions; a downward fractal produces a buy signal and…
This Chinese-language document summarizes the development and adoption of algorithmic trading, describing early automated portfolio trading in the United States, later growth alongside computing, and broader access through commercial trading platforms. It…
The document answers a strategy implementation question: how to prevent a stock from being bought again for a specified period after a prior trade. Its proposed approach is to record the relevant date when a position is sold, then compare that stored date…
The document explains two ways traders can conceal order size from a public order book. A reserve order is hidden from view, so displayed depth understates the actual quantity at a price. An iceberg order displays only a small portion of a larger order; as…
The document examines a vulnerability in market-making systems that create apparent trading activity through rapid self-trading. It explains that simultaneous or closely timed buy and sell orders may not execute as intended because of network and matching…
This guide explains how to connect a dYdX account to the FMZ quantitative trading platform, with a focus on perpetual contracts, which FMZ identifies as swaps. It lists the API and Stark key credentials required and describes obtaining them after creating an…