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 reference distinguishes local simulation accounts from remote Quick simulated accounts for futures and stocks. It describes TqSim as a local futures simulation option for development and backtests, TqKq as a Quick linked futures account, and…
This guide lays out a futures data workflow for a trading system. It starts with instrument settings, spread costs, and roll parameters, then gathers individual contract histories, builds roll calendars, creates multiple-price series, derives back-adjusted…
This brief forum exchange asks whether VeighNa's main engine position converter loads positions that are already held when it initializes. The question gives a concrete example: whether a long position carried from the previous day will be reflected in the…
This Expert Advisor description outlines a bar-driven pending-order strategy. When there are no open positions or pending stop orders, it places a buy stop and a sell stop at a configured distance from price. If neither order is triggered by the next bar,…
The post asks whether an AI system can infer a profitable futures trader’s approach from minute-level transaction records and then automate similar decisions. The trader reportedly combines minute-bar patterns with discretionary market feel, making the…
This short forum post concerns an error that repeatedly appears when connecting VeighNa, also known as VN.PY, to Interactive Brokers through the IB API. The traceback ends with a Python TypeError: the API invokes the wrapper’s error callback with more…
This 2022 overview describes Hong Kong as a base for international and Chinese quantitative asset managers and as a channel for overseas investors seeking exposure to mainland China. It cites hiring and regional-office examples involving Citadel and Two…
This brief indicator note describes a higher-timeframe variant of Float_Pivot_Digit. It highlights an input parameter that lets the user select the chart period used by the indicator, with a four-hour period shown as the default. The practical concept is to…
This intraday strategy for the DAX uses three consecutive candles of the same color as its directional condition. On the one-hour chart, it allows a long entry at noon when the current and prior two candles have all closed above their opens. It allows a…
The document surveys option buyer and seller risks, then explains dynamic delta hedging as a way to manage directional exposure. It describes how delta changes with the underlying price, time to expiration, and volatility, and illustrates rebalancing a short…
This Chinese-language forum post examines how a futures gateway updates a position object’s prior-day volume while processing investor-position responses. The shown handler creates or retrieves a position by instrument and position direction, then applies…
This MetaTrader 5 expert advisor places a buy stop above the previous daily bar’s high and a sell stop below its low, with an optional price offset. It removes its existing pending orders when it begins a new trading day, then submits the new pair if trading…
This 2018 report reviews managed futures, including how CTA strategies trade futures and options and how they differ by analysis method, trading style, holding period, and markets covered. It describes systematic and discretionary approaches alongside trend…
This guide explains the CTA strategy workflow in VeighNa Fusion, from connecting to the trading gateway and creating a strategy instance to configuring parameters, initializing, starting, and stopping it. Each instance has its own target contract, parameter…
This DAX strategy uses a smoothed price signal crossing prior daily, weekly, or monthly highs and lows to trigger long and short trades. It applies moving-average filters to selected crossings, restricts entries to a stated intraday window, and varies…
This forum exchange concerns a VeighNa strategy that logged minute bars during a SimNow session but produced no logs or apparent activity the next morning, even though the interface still showed a CTP connection. A participant recommends adding internal…
This forum exchange concerns changing a Turtle-style CTA strategy from a fixed number of contracts to dynamically calculated trade size based on risk. A user reports editing the strategy code through a backtest interface but seeing results continue to use…
The document presents an intraday CAC 40 strategy on 15-minute bars. At 09:30, it takes a long position if a MACD calculated over a window scaled to represent 14 hours is rising, or a short position if the MACD is falling. It closes positions at 21:45 and…
This report examines whether commodity futures signals and trades should use the most liquid main contract or an actively traded near-month contract. It defines active near-month contracts using liquidity and price sensitivity, then compares contract choices…
This podcast account follows Michael Dunn’s move from fixed-income and equity trading into crypto derivatives and Bitnomial’s effort to build a regulated U.S. exchange and clearing infrastructure. It describes exchange components such as matching engines,…
Dual Thrust is described as a trend-following system that defines a recent trading range using the larger of two spans: the highest high minus the lowest close, or the highest close minus the lowest low, over a lookback period. The system places an upper buy…
The document argues that trading systems should be written so that changes to strategy logic require only localized code edits. It illustrates this with an R-Breaker example: if backtesting suggests that holding positions overnight adds risk without enough…
This indicator calculates intraday pivot levels using fractions of a price range, drawing on an idea attributed to Austin Passamonte. Its default levels are set at 38% and 61% of the range. Users can change the parameters to use the Fibonacci-style levels…
This daily S&P 500 strategy combines moving-average trend filters with staged long entries and a short setup. Long entries are allowed when price is above a rising 125-day average but below a 14-day average; the system can add contracts when price is above a…