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 document contrasts an educational AI investing project, which organizes investor-style agents to debate ideas, with a framework centered on the trading strategy lifecycle. It describes a workflow in which agent decisions are tested on historical data,…
This stock screen selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires prior-day trading value above 60 million. The article argues that trading value can serve as a rough indicator of market participation and…
This guide describes how NautilusTrader builds and maintains positions from fills. It covers signed exposure, average entry and exit prices, realized and unrealized PnL, commissions, funding adjustments, and closure when net quantity reaches zero. It…
This guide explains how to connect OctoBot’s GPT interface to a language model for trading evaluations. For OpenAI, it describes adding an API key in the interface configuration, enabling the GPTEvaluator, and choosing a model through evaluator settings. It…
The post describes a time-based controller for starting and stopping automated domestic futures trading robots. It checks the current time and weekday, uses a status flag to avoid repeated starts, and calls platform functions to restart or stop two named…
This FORTS Expert Advisor places limit orders around the best bid and ask when its spread condition is met. The spread input is measured in minimum price steps, so the threshold is converted using the instrument’s tick size. Once an order is accepted and a…
This VeighNa forum exchange discusses how to obtain current account funds through the CTP trading interface. A user asks whether account balances can be retrieved synchronously, like an HTTP request, rather than through asynchronous updates. A reply points…
This reference explains advanced order instructions for futures and options trading through TqSDK. It compares ordinary limit orders, FAK orders that cancel any unfilled remainder, and FOK orders that cancel unless the full quantity can execute immediately.…
This community guide explains the structure and workflow of a Hummingbot V1 cross-exchange market-making strategy. It describes how the strategy's periodic tick leads through market-pair checks, order profitability checks, and order creation, and outlines…
The document describes a grid expert advisor that opens its first trade with a market order and places subsequent grid orders as pending limit orders. The direction alternates between buys and sells, with the user choosing the type of the initial trade. This…
The document explains an automatic take-profit and stop-loss feature that attaches exit levels to each newly opened position. Traders set the levels using parameters such as a pip distance, a percentage of balance, or technical price levels. When a position…
The article explains how an Ethereum contract can request off-chain data through Chainlink and use Amberdata as a source for market and blockchain information. It outlines the request lifecycle: fund the deployed contract with LINK, submit a request…
This platform comparison organizes crypto futures venues around practical selection criteria: contract and market availability, fees, leverage, regional access, and security or regulatory status. Its table contrasts several exchanges, while the surrounding…
The article explains why investment managers entering digital assets need consolidated data on markets, liquidity, risk, and blockchain activity. Crypto trading is spread across global venues that operate continuously, with each venue using its own changing…
This MetaTrader indicator overlays candles from a higher timeframe as filled rectangles, using DRAW_FILLING buffers. Their colors follow the cloud direction of the CronexAC indicator: bullish or bearish cloud states determine the candle body color, while the…
This document explains how an MQL5 Expert Advisor can export its trade history after a Strategy Tester run. It describes creating a history-export object, calling its export method from the tester callback, and optionally attaching the expert’s name,…
This forum exchange explains why a VeighNa Trader account balance may stay unchanged when orders are routed through the PaperAccount module. PaperAccount simulates orders and fills locally, so activity handled by it does not reach a live trading server and…
This engineering guide explains how to build Rust-native adapters that connect NautilusTrader to exchanges and data providers. It covers venue-specific data and execution clients, configuration and Python exposure through PyO3, plus contracts for…
The document explains a trailing stop as a stop-loss level that follows the market at a chosen distance, aiming to retain gains as a position moves favorably. It outlines operational rules: activate only once the position is profitable or at break-even,…
This document explains an MT5 indicator for placing an alert at a chosen price directly on a chart. A trader selects an alert type and time zone, then clicks the chart to set the price threshold. The alert can appear in a window, arrive as a mobile push…
This document describes an expert advisor that uses an unusual filter involving the intersection of two moving averages. The user can set a price type for the current bar and choose a signal filter based on the fast average, the slow average, or that bar's…
This submission outlines an intraday stock-selection idea for a day when a market theme is breaking out. It proposes identifying a popular sector early, using large orders that hold at the daily price limit as a sign of a clear direction, then ranking…
This Chinese community post outlines an equity screen combining three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an appearance on the prior day’s public trading activity…
This career guide outlines a self-study path for aspiring quantitative developers. It emphasizes strong programming and numerical implementation skills, with language choices shaped by likely workplaces: C++ and Python for broad applicability, while Java or…