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.
9,797 documents
This document defines a common interface for calculating trade amount and account equity, then supplies formulas for linear and inverse assets. For a linear contract, amount scales with contract size, execution price, and quantity; equity adds the marked…
This Lumibot example demonstrates a simple futures holding strategy. It configures a US futures market, checks for the first trading iteration, then creates and submits a buy-to-open order for one futures contract with a specified symbol and expiration date.…
This outline proposes ten short-term trading triggers, mainly for futures-style markets. It combines order-book behavior, trade flow, price action, volatility, and trader psychology. Suggested signals include abrupt volume and price moves, disappearing…
This weekly crypto market report surveys spot exchanges, futures and swaps, decentralized exchanges, lending activity, and Bitcoin and Ethereum network metrics for the week of May 24, 2023. It describes lower centralized-exchange volumes after a burst of…
This document explains a reverse-doubling strategy designed for an older crypto-margined futures venue. It focuses on the strategy’s control flow: open a position, place take-profit orders, monitor both profit-taking and reverse stop triggers, cancel…
The author presents a DAX strategy on a 30-minute chart that identifies swing highs and lows using moving averages, then enters in the direction of a break beyond those levels. Stochastic and short moving-average filters gate entries, while average true…
This document explains a MetaTrader indicator that derives daily pivot support and resistance levels from the high, low, and close of the previous completed daily candle. It displays a central pivot point along with three resistance and three support levels,…
This code implements a SuperTrend-style signal on 15-minute Bitcoin futures data. It calculates true range from each bar’s high, low, and previous close, smooths the result into an ATR, and places candidate bands around the high-low midpoint using a…
The study examines whether WTI crude futures trading before weekly US Energy Information Administration inventory releases is consistent with informed trading. It compares announcement outcomes with analyst expectations and analyzes intraday prices and…
This document describes an MT5 footprint indicator that breaks higher-timeframe bars into price-level activity using lower-timeframe tick or real-volume data. It calculates buy-versus-sell volume delta and displays features including point-of-control…
This tutorial shows how to turn a KDJ indicator rule into a futures trading program using the FMZ Quant C++ framework. It explains the indicator’s RSV, K, D, and J components, then uses the relationship between K and D to generate directional signals: K…
The document proposes a spot and futures hedge that places resting orders in separate order books when the spread is attractive. It monitors fills and compares the resulting spot and futures exposures, then opens or closes positions to correct imbalances. As…
This documentation explains how to load and operate VeighNa’s CTA strategy module. It covers adding strategy instances, selecting contracts and parameters, loading historical data, restoring saved variables, subscribing to market data, and enabling automated…
This strategy ranks commodity futures by roll return each month, buys the highest-return group, and shorts the lowest-return group. The groups are equally weighted, and positions are held for one month. The implementation calculates roll return from the…
A short Chinese forum exchange addresses why VeighNa Elite returns no records after a data-loading operation. The question asks whether the empty result is caused by reading from the standard database and how to switch to the Elite database. The reply says…
This configuration example sets up a CTA environment for a trading engine, including references to commodity, contract, holiday, session, fee, filter, execution, parser, and trader configuration files. It selects a trading session template and configures…
This Chinese-language guide explains how to build a Commodity Trading Advisor strategy for the vn.py framework. It outlines the strategy class structure, the roles of configurable parameters and persistent state, and the event callbacks used for market data,…
This strategy looks for a narrow-range setup: the current bar sits inside the previous bar and its range is below the recent minimum. It requires Bollinger Band width to be near a recent low, ADX to exceed a threshold, and short-term ATR to be greater than a…
This post presents an intraday strategy for the FTSE 100, with forex pairs also mentioned as instruments the author trades. It looks for a candle whose open-to-close move exceeds twice a 12-period average true range. A large down candle triggers a long…
This indicator description explains how to display current pivot levels using the prior bar from a selected calculation period. It offers Standard, Fibonacci, Camarilla, Woody, and DeMark formulas, with an hourly period as the default. Camarilla mode…
The document describes a Fibonacci chart indicator that anchors retracement levels to confirmed market swings. Its stated design replaces a ZigZag dependency with a reverse-scan swing-detection engine; once a high or low is confirmed, the associated levels…
A trader reports that a VeighNa strategy appears to close positions but does not open them, and that an apparent fill does not result in a live order. The discussion first recommends printing strategy logic and order status to diagnose what is happening. The…
This strategy adapts a three-day high-low pattern to one-minute bars on the DAX 40. It enters long when the latest close is above a 200-bar moving average but below a 5-bar average, and when highs and lows have declined across a sequence of recent bars. The…
TqScenario supports synchronous what-if calculations from a snapshot of futures positions and account equity. The document explains how to initialize that snapshot, simulate opening or closing orders, change a symbol’s margin rate, and inspect resulting…