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 report explains how to design a cryptocurrency arbitrage strategy across centralized exchanges and decentralized exchanges using automated market maker pools. It covers the differences between order-book prices and pool pricing, then identifies costs…
This document describes an Expert Advisor that places Buy Stop and Sell Stop orders at user-defined distances from the current price, with stop-loss and take-profit levels. When one side triggers, the other pending order is removed; after the resulting…
The document explains cumulative volume delta (CVD) as a running total of estimated aggressive buying volume minus aggressive selling volume. It describes classifying volume within each bar by its price distribution, then accumulating the difference to show…
This document describes a chart overlay that displays recent daily market data for a selected instrument. It gathers open, high, low, close, and volume values for a configurable number of prior days, and calculates each close’s percentage change relative to…
The document explains how Level 2 equity market data extends a conventional five-level view to ten bid and ask levels, with aggregate depth, order queue details, and individual order records. It describes possible intraday interpretations of visible…
The document describes a MetaTrader 5 utility that manages existing positions by moving stop losses as trades become profitable. It does not select instruments, open trades, or generate entry signals. Traders set a profit threshold for activation, a trailing…
This document explains how MetaTrader 5 strategy tester cache files for individual test runs can be read, saved, and inspected without rerunning the tester. Example scripts convert real account trading history into a tester-compatible file and retrieve the…
This stock-selection method looks for a positive MACD reading, upward short-term moving-average conditions, strong current volume, and an opening price above the prior close. The accompanying formula adds price positioning relative to a short average and a…
This article explains how fear of missing out and panic selling can lead crypto traders to buy after sharp advances or sell during declines. It recommends defining entry and exit rules in advance, viewing losses as a normal part of investing, and starting…
This example shows a two-stage workflow for keeping predictions current with Qlib’s online model tools. First, it trains a model using a CSI 300 gradient-boosting task configuration and marks the resulting model as the online model. Second, it calls the…
This guide explains how to inspect a Moonshot strategy interactively after moving it from a development notebook into a Python file. In JupyterLab, the user opens the strategy file, attaches a console, loads the file’s contents, creates a strategy instance,…
The document explains why an action such as placing an order can fail with an expiration message: the exchange’s L1 has not accepted it within the stated 15-second window. This delay protection is intended to prevent an action from executing much later when…
This chart indicator labels each candle with two position counts: its distance from the current candle and its index from the beginning of the chart. The relative count appears above the candle, while the absolute count appears below it; absolute numbering…
The document describes a pivot oscillator intended for scalping the S&P 500 on tick charts. For each bar, it defines a pivot value as the average of the open, high, low, and close, then applies an exponential moving average with a period of 14. The indicator…
This Expert Advisor uses the wlxBWWiseMan-2 semaphore indicator. It generates a trade signal at bar close when a graphical object in the corresponding signal color appears. The document also notes that the compiled indicator must be installed in the…
The document describes a charting indicator intended to count down the time remaining in a bar without pauses. Its timing logic uses the computer's current system clock rather than server time, allowing the countdown to continue during periods when data…
The article explains a WebSocket subscription workflow for delivering minute-level Chinese A-share market data to a VN.PY strategy. It contrasts a persistent server-push connection with repeated HTTP polling, then outlines connecting to a data source,…
This configuration specifies a Qlib research workflow for China A-share stocks in the CSI 300 universe. It uses Alpha360 features, robust feature normalization and missing-value filling, and cross-sectional rank normalization for labels. The prediction…
This documentation explains how authorized deployers create and manage template-based outcome markets on Hyperliquid. Validators approve templates that define market wording, side names, and typed keywords; deployers instantiate those templates with…
The document reviews thematic funds, which target long-term narratives such as artificial intelligence or alternative energy. It describes a surge in US thematic-fund assets and inflows through early 2021, then frames investment as a difficult selection…
The document presents an implementation of a Dual Thrust style breakout system. On a new bar, it calculates a range from the larger of the recent high-to-low-close and close-high-to-low ranges, then places upper and lower trigger rails around the bar’s open…
The document outlines how sequence learning can fit into a conventional quantitative investment process: feature extraction, individual asset return prediction, portfolio construction, and trade execution. It describes using price and volume measures,…
The article describes a crypto arbitrage strategy that compares Celo's cGLD-cUSD automated market maker with centralized exchange order books listing cGLD and cUSD pairs. Because the AMM prices trades through a constant-product pool while centralized venues…
This description outlines an Expert Advisor that checks for signals when a new bar appears. Its displayed decision rules open a long position when the fast moving average is above both the normal and slow averages and two Parabolic SAR readings are below the…