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 explains that Ethereum’s mempool holds transactions awaiting inclusion in a block, and that fees and maximal extractable value can influence transaction priority. It distinguishes real-time pending-transaction data from historical records and…
This guide explains how BigTrader turns simulated strategy signals into live orders through a desktop trading terminal. Users connect an account and access credential, load a simulation task, review the resulting plans, adjust order sizes and times, then…
The interview describes Titan’s approach to spot swaps on Solana: gather quotes from on-chain venues and other aggregators, then route trades among those sources with the aim of improving price and limiting slippage. It explains that the system evaluates…
This short support discussion explains why HFTrade applies a volume limit during high-frequency backtests and why that setting can prevent an order from filling completely. The discussion says volume caps may be poorly suited to minute and tick data, where…
This page describes an expert advisor that measures the current spread, displays spread statistics on a chart, and prints collected statistics to the trading journal when it stops. The journal output can be used with a strategy tester to inspect historical…
The document describes a chart indicator that marks recent price highs and lows over a chosen lookback period. These extrema can serve as possible support and resistance areas and help outline a trend channel. It explains how alert functionality can be added…
The document distinguishes temporary factor decay from permanent factor failure. It attributes much of the decline in a signal’s excess returns to competition: as more capital uses a factor, its alpha can shrink, while changing market styles may later…
The document describes a small Dynamic Data Exchange server that can pass information from MetaTrader to external applications such as Excel. Although originally designed for MetaTrader 4, it says the tool can also work with MetaTrader 5 after minor…
The document addresses how to count distinct configured exchange accounts when a multi-exchange strategy contains many exchange objects, potentially associated with different currencies. Its example identifies each account using the combination of exchange…
This documentation explains how to build Nautilus trading systems in Rust or Python. The Rust path supports actors, strategies, data and execution engines, risk management, backtesting, portfolios, and live trading; Python components can run on the shared…
This indicator description explains how to overlay candles from a selected historical date on a live chart. It aligns the replay zone with a matching region on the current chart, including aligning the last replay candle and current candle by opening price.…
This community thread asks how to run a stock screen at a specified time on trading days and send its results to WeChat. A reply suggests placing the screening call inside the platform’s opening-auction callback, which the commenter says runs each day at…
The document outlines a MetaTrader 5 utility for collecting candlestick history across multiple timeframes and writing it to a CSV file. It presents the export as a way to prepare price data for external analysis, record keeping, strategy backtesting, or…
This document describes Risk Guard, an account-level tool that monitors positions opened manually or by other trading systems. It does not generate trades. Its controls include risk-based lot-size estimates, a daily loss threshold, a cap on open positions,…
The proposed screen focuses on stocks classified in the metaverse industry. It selects the five highest-ranked stocks by the day’s auction amount, then filters for prior-day trading value above the stated threshold. The post frames auction activity as a…
The document explains how limit order books can reveal displayed supply and demand, liquidity concentrations, spread changes, and shifts in intraday buying or selling pressure. It proposes tracking order book changes alongside price to investigate support…
The document describes a simple Expert Advisor that compares the opening price of the current bar with the opening price of the third bar. It opens a buy when the current bar’s opening price is higher; otherwise it opens a sell. Positions are closed by a…
The document surveys leveraged exchange-traded funds, their construction, daily exposure management, costs, and market footprint. Such funds seek a multiple of an underlying index’s return over a short period, using derivatives such as futures or…
This short MetaTrader expert advisor opens an initial sell position when initialized, with stop loss and take profit set to fixed point distances. On later starts, it checks open orders for the current symbol and, when no matching order is found, submits a…
The document outlines the role of an integrated quantitative trading platform. It describes a workflow that brings market data analysis, strategy development, historical backtesting, risk assessment, and automated execution together. It also notes that…
The article proposes screening stocks for turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and a prior-day auction turnover measure above 0.26. It presents this as a way to find stocks with recent trading activity and…
This indicator aims to separate trading volume into estimated buying and selling components and display them as a two-color histogram. Its description associates green bars with buyer activity and red bars with seller activity. The calculation uses bar…
The document describes a draft expert advisor that opens long and short positions simultaneously. Its defining condition is that the losing position’s stop loss is reached five points before the profitable position’s take profit. It says the strategy…
This tutorial explains how to request foreign exchange futures market data through an HTTP endpoint and a WebSocket connection. It uses the micro British pound continuous contract as an example, showing how request parameters identify the bar interval,…