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 utility describes managing each open order with virtual profit and loss thresholds. When an order reaches its configured level, the tool closes it, allowing a trader to apply exit rules without placing a conventional stop loss or take profit order. It…
The article lays out a process for finding, screening, and preparing algorithmic trading ideas for backtesting. It begins with personal constraints: temperament, available time, capital, programming ability, and whether the trader needs regular income or can…
The document describes an indicator that marks the hours during which a manual intraday trading system may operate. A trader sets a start time and a stop time, and the indicator draws that interval as a rectangle on the chart. Its stated purpose is to make…
This Chinese equity screen selects stocks with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a ratio involving the prior day’s turnover and the current opening-auction volume relative to prior volume that falls…
The proposed stock screen starts with Chinese A-shares, excludes Beijing-listed stocks, and selects shares whose turnover rate falls between 3% and 12%. It then requires first-level bid volume to exceed first-level ask volume, using displayed order-book…
This operational guide explains how a trading gateway can use dedicated RPC providers instead of public default endpoints when connecting to Solana and EVM networks. It describes the role of the RPC node in transaction speed, availability, data freshness,…
This document describes a chart-based trading assistant that lets a user place market orders with keyboard commands and configure pending buy-stop, sell-stop, buy-limit, and sell-limit orders by selecting entry, stop-loss, and take-profit prices on a chart.…
This brief forum exchange describes a live-trading problem: a VeighNa strategy initializes and starts, market data appears connected, and its entry condition is met, yet it sends no order. The author reports that the same strategy behaves as expected in…
This brief note describes a demonstration of labeling recently closed trades with their profit or loss. The example expert advisor places dummy trades so the labels can be seen in a strategy tester. It offers two rendering approaches: drawing with a Canvas…
The post describes a short-term stock selection screen using three filters: rank stocks by capital strength, require the average price to be above the five-day moving average, and keep stocks whose gain at 9:25 is below six percent. It presents capital…
This code describes a stateful method for comparing consecutive limit-order-book snapshots. It stores bid and ask levels from the current and previous snapshots, then flags each current level as unchanged, changed, or inserted based on price and quantity.…
This expert-advisor description outlines a trading system that acts when a bar closes and the AverageChangeCandle indicator changes direction. It identifies the indicator file needed for the advisor to run and notes that its trading library assumes brokers…
The Expert Advisor is described as a pure hedging system that places and manages two opposing market orders. It is intended for currency pairs traded through brokers with tight spreads and low commissions; the stated cost guideline is a combined spread and…
This overview explains trading bots as programs that use market data and predefined rules to analyze conditions and place orders. Bots can run strategies such as dollar cost averaging or grid trading, and may connect technical indicators with risk management…
The Market Capture strategy starts with a market sell, then adds positions at fixed grid intervals as price moves. An upward move from the initial sell triggers a buy; continued movement adds further buys at intervals from the previous buy. If price reverses…
This beginner-oriented guide surveys tools for working in cryptocurrency markets, which it characterizes as continuous, volatile, and crowded with many tokens. It groups tools by task: market data for checking prices, volume, capitalization, and charts;…
Hummingbot version 2.2.0 adds two trading controllers to its V2 framework. The Arbitrage controller is designed to trade price differences between spot venues, including automated market makers and central limit order books. It supports configurable exchange…
This document outlines a long-horizon commodity futures strategy that uses machine learning to forecast the following week’s direction. It calculates signals at the end of each week and adjusts positions on the first trading day of the next week using TWAP…
This example describes a trade management rule that uses Parabolic SAR as a moving stop. It enters long or short positions with stop orders when the SAR level meets the stated candle high or low conditions. While a position is open, the exit stop is reset to…
This guide explains how to connect a wallet to dYdX v4, obtain the chain address and secret phrase, and connect those credentials to Hummingbot. It covers both the command-line client and the web dashboard, then walks through configuring and launching a…
This engineering guide explains how to locate backtest slowdowns while preserving simulation behavior. It separates startup, historical data loading, strategy computation, and report generation, and recommends first distinguishing cold runs that fetch data…
This discussion contrasts quantitative trading with manual trading, emphasizing that the main difference lies in execution. It characterizes quantitative trading as using mathematical or statistical models and historical data to identify strategies that may…
This document describes a modified chart indicator for practicing and reviewing manual trading strategies on historical data. It produces operation reports in tables and charts and saves chart templates, with and without annotations. The stated purpose is to…
This asynchronous example implements a futures grid around a chosen starting price. It creates multiple long and short trigger levels using repeated percentage steps, assigns a trade size to each level, and starts a watcher task for every grid interval. A…