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 article introduces electronic markets as computer systems that match buyers and sellers, then describes two basic order types. Limit orders specify a price and may fill only partly while waiting for counterparties; they can also be canceled. Market…
The document describes a modular MetaTrader expert advisor organized around the ICT Daily Bias method. It identifies bullish, bearish, or revising market bias across timeframes as the directional input for trades. A risk-management component supports daily,…
This reference explains how NautilusTrader connects to exchanges, brokerages, and data providers through modular adapters. It lists supported integrations and their categories and stability labels, then outlines the common functions these adapters are…
This article outlines a daily stock backtest framework in which a natural-language screening query selects entries. The example framework also allows a maximum number of holdings, a holding-period exit, and optional take-profit and stop-loss thresholds.…
This short MT4 expert-advisor note explains how Boolean buy and sell conditions can be passed into a Direction function. Its example checks whether Bollinger Band status indicates a valid green or red state, then uses those conditions to set the canBuy and…
This guide explains how LumiBot’s OptionsHelper supports options selection and order construction. It covers finding expirations on or after a target date, selecting strikes by target delta, validating quote quality, and assembling common multi-leg…
This short forum exchange addresses why a VeighNa Trader installation may show account and login information while its market-data area remains blank. The user reports that both trading and market-data servers connected successfully, but other panels did not…
The article presents a basic monitoring tool for detecting new cryptocurrency listing announcements. It explains a simple workflow: repeatedly fetch an exchange announcement page, parse its HTML, inspect a selected link, and alert when that link changes. The…
This first-person account describes problems encountered when commissioning a custom trading strategy through a community marketplace. The author says the requirements were fixed, the quoted price was accepted, and deadline extensions were tolerated, yet the…
This report examines whether updating fundamental signals more frequently can improve stock selection during China’s annual report season. It argues that factor signals decay over time, but more frequent rebalancing offers limited benefit for fundamental…
This reference organizes Binance API errors into broad groups, including server and network problems, malformed or conflicting requests, authentication issues, and order-processing failures. It gives codes and message descriptions that can help an automated…
This technical reference summarizes Kraken futures contract conventions and limitations relevant to automated trading. It distinguishes inverse contracts, which use cryptocurrency collateral, from linear contracts such as an XRP-to-BTC contract, and…
This article summary describes research into time-of-day variation in crypto order-book depth and its implications for execution. Using BTC/FDUSD data, the cited study reports that depth fluctuates substantially over the day, with stronger liquidity near the…
This document describes an expert advisor that trades manually drawn support and resistance lines in either of two modes: entering after a retreat from a line or when price breaks through it. The trader places the lines with a chart trend-line tool. In…
This operational note describes using an internet-connected smart plug as an emergency way to stop an unattended trading system when remote login, network access, or the program itself has failed. One setup powers the strategy computer through the plug,…
These release notes describe Hummingbot 2.5 changes relevant to automated trading. A Strategy V2 feature called PositionsHeld tracks spot balances and perpetual positions retained by stopped executors. Strategies can keep positions when execution stops,…
This forum reply describes a sequence for connecting VeighNa 4.3.0 to the SimNow futures environment when login error 4097 appears. It advises selecting CTP rather than the CTP test option in the station, then entering the SimNow account credentials and…
A VeighNa community thread discusses a CTP connection setup where the interface’s lower-left log showed no activity despite configuration checks and tests on two computers. One user reports resolving the issue by running the Station update check and applying…
This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…
This overview explains how high-frequency trading can profit from price movements and fragmented U.S. securities markets. Because a listed security may trade on multiple exchanges, differences in liquidity, participants, or information timing can create…
The document explains how to set custom trading intervals in a trading engine by using a trading calendar. It points to two examples: rebalancing on Mondays and rebalancing at the start of each month. These schedules let a strategy follow calendar-based…
This post describes a China equity screen that keeps stocks with turnover between 3% and 12%, an opening price within roughly 5% of the 10-day moving average of closing prices, and a high ranking by the day’s auction amount. The example implementation…
The document explains that standard MetaTrader 4 candles are built from Bid prices, while the Ask price may be visible only as a live line and is not retained in ordinary historical chart data. Because sell positions can be stopped out when the Ask rises,…
This guide explains how to connect a custom exchange to a hosted quantitative trading platform through a generic protocol plugin. The plugin runs an HTTP endpoint that receives JSON requests, identifies the requested operation by method name, forwards…