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
A VeighNa community user reports that running a Python file from the command line in Elite Lab fails because the environment cannot find vn.py. The reply explains that the command was launched from the system command prompt rather than Elite Lab’s separate…
A user reports that BigQuant’s trade simulation showed a purchase at the market open and a sale at the close on the same day, despite having no carried position and expecting the position to be zero. The response explains that this can be normal because the…
This article explains a module for assigning an Expert Advisor different trading permissions according to time of day and weekday. Its six modes range from allowing both directions or only one direction, to stopping trading and closing positions, waiting…
This Backtrader example demonstrates a simple trend-following strategy and order-monitoring setup. It calculates a 15-period simple moving average and uses a crossover between the closing price and the average: an upward cross creates a buy signal, while a…
This example describes a way to run a VeighNa recorder for Chinese futures data during market sessions. A parent process checks the clock and starts a child process during configured daytime and overnight windows, then terminates it outside those periods.…
This document outlines interface and configuration changes for upgrading Freqtrade strategies from version 2 to version 3, especially when adding short trades or leverage. It maps older buy and sell signals to entry and exit terminology, including renamed…
The post outlines a way to backtest a continuous sequence of dominant futures contracts in a VeighNa-based system. It argues that an exchange-style continuous index can differ from trading actual contracts because it blends contract prices and may produce…
This document explains a proof-of-concept MQL5 library that lets MetaTrader 5 Expert Advisors generate buy, sell, exit, and trailing-stop or take-profit actions from standard or custom indicators. Users can configure explicit indicators in input groups or…
The article explains how an OctoBot user can subscribe to a community strategy, import its profile, and configure a bot to follow the strategy’s trading signals. Followers receive signals when the source bot creates or cancels orders, and their order amounts…
This document adapts a three-day high-low method to one-minute bars on the US Tech 100. It enters long when price is above a 200-bar moving average but below a 5-bar average, while the highs and lows of three consecutive bars each decline relative to the…
The document explains two fee mechanisms for trading on Hyperliquid: gossip priority for receiving network data and order priority for sending eligible orders. Gossip priority uses recurring Dutch auctions for IP slots; winning slots can improve peer…
The document describes a trade-management library for positions that have already been opened. It can move stops to break-even after a profit threshold, trail stops, partially close positions, and add missing stops or targets. Triggers can use multiples of…
This connector guide explains how Hummingbot connects to Hyperliquid's central limit order book for spot and perpetual markets. Both connectors use WebSocket connections and support limit, maker-limit, and market orders; the perpetual connector supports…
This guide explains how OctoBot users can subscribe to a community strategy, import its profile, and have their bot follow the strategy’s trading activity. The imported setup uses remote trading signals: it sends a signal when the strategy creates or cancels…
The example outlines a periodic rebalancing strategy for a portfolio held across exchange markets. It tracks each asset’s quantity and estimated value, compares that value with a target share of total portfolio value, and places a buy or sell when holdings…
This guide describes an execution module that runs algorithms in a separate process, lets users configure and monitor orders, and supports manual order routing across multiple accounts. Its five examples illustrate different execution behaviors: TWAP divides…
The document shows a workflow for calculating daily industry-level average price-to-earnings ratios for Chinese stocks. It queries industry membership and valuation data, groups constituents by date and industry, filters valuation records to each group,…
This document outlines a MetaTrader 4 Expert Advisor template that retrieves economic calendar events without using a DLL. It describes a basic news-state signal: the EA indicates whether an event falls within a configurable window before or after its…
This document describes an Expert Advisor that trades when the TriXCandle indicator changes candle color. It generates a signal after a bar closes, so the decision is based on a completed candle rather than an intrabar color change. The advisor depends on a…
The document describes a cross-exchange market-making strategy that posts limit orders on a less liquid maker market and hedges filled orders on a more liquid taker market. Maker prices are intended to leave at least a configured minimum profitability…
This document explains that a trading terminal can add quote delay beyond the network ping to the trade server. Its indicator estimates this internal lag in milliseconds by comparing the timestamp gap between successive ticks with elapsed time measured…
The document describes a script for placing buy or sell market orders and buy or sell limit and stop orders. It lets the user specify stop loss and take profit distances in pips, avoiding the need to calculate decimal price adjustments manually. Slippage and…
This example configures a built-in execution-testing strategy for an ETH perpetual contract on Hyperliquid mainnet. At startup, it can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. It…
This operational guide explains how to route selected VeighNa Elite Trader logs to a DingTalk group through a custom chat robot. The setup requires creating the robot, enabling signed requests, and entering its token and signing secret in the platform’s…