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 explains grid trading as a contrarian approach for markets that fluctuate around a reference price. An investor divides capital into units, buys as price falls through grid levels, and sells as it rises, seeking to realize gains from repeated…
The article compares three consumer activity measures for publicly traded companies: estimated in-store visits, traffic to company and related websites, and interest in brands measured through search and social activity. It forms growth proxies by comparing…
This document describes a chart indicator for visualizing a planned trade’s entry, stop, and reward targets at one, two, and three times the distance between entry and stop. Users supply entry and stop prices along with the number of bars over which to draw…
This overview explains how Layer 2 protocols reduce the work handled directly by a blockchain’s base layer. They process transactions off-chain or in batches and anchor settlement information to Layer 1. The proposed benefits are lower congestion, reduced…
This reference explains how TqSdk represents option contracts and exchange-defined combinations across several Chinese futures and securities venues. It gives examples of contract-code formats for calls and puts, ETF and index options, and calendar spread…
A VeighNa community exchange addresses a user’s report that some commodity option contracts cannot be found. The reply suggests checking whether the affected module was started only after the main interface logged that contract queries had succeeded. This…
This tutorial explains how FMZ adapts Pine scripts for strategy writing, charting, backtesting, and live trading. It outlines platform-specific differences, including where execution settings and precision are configured, contract-code requirements, added…
A user asks why a CTP connection to SimNow sometimes connects and sometimes appears unresponsive. The reply points them to SimNow’s published operating hours for each environment as a likely explanation. This suggests that connection availability can vary…
The article contrasts discretionary stock trading with quantitative approaches that analyze large datasets for statistical relationships. It describes using price and volume alongside less conventional inputs, such as online search activity and social media,…
The E-Friday expert advisor uses the prior daily candle’s direction to choose a trade: it buys when that candle closed above its open and sells when it closed below its open. It permits only one open position at a time, making the stated approach compatible…
The post raises a portfolio accounting issue that can affect automated sell rules. After a cash dividend or share distribution, the stock price may adjust downward while a trading program still compares it with the pre-event holding cost. That mismatch can…
This document describes separate long and short intraday breakout rules intended for the CAC 40, with possible adaptation to the FTSE 100 and Euro Stoxx. The long setup places a buy stop above the previous seven hourly highs at 08:00; the short setup places…
This research note describes a daily equity alpha approach that uses supervised neural networks to generate many candidate factors from designed factor units. It then transforms the original inputs into weak, mutually orthogonal factors and weights them…
The document defines slippage as the gap between a trader’s expected price and the price at which an order executes. It identifies volatility, limited liquidity, large orders, and network delays as possible causes, and distinguishes favorable from…
The guide explains how to operate several automated trading strategies or crypto baskets at once through OctoBot Cloud. It presents diversification across strategy types, asset baskets, and exchanges as a way to spread exposure and reduce dependence on one…
This indicator labels intraday candles with their sequence number from a selected market’s cash open. It converts the exchange’s local session time through UTC to broker server time, accounting for different daylight saving schedules in Frankfurt, London,…
The document explains a chart indicator that draws a vertical marker once per day at a user-specified time. It describes placing the marker on the main price chart or dragging it into a separate indicator pane, making it a visual aid for locating recurring…
This short guide explains how to display a technical indicator and its associated signals in a strategy execution report using OctoBot Script. It describes a plotting function that takes a chart label, x-axis values, y-axis values, and optionally the x-axis…
This guide explains how VeighNa Elite Trader’s CTA template can filter synthetic bars received outside configured trading sessions, preventing out-of-session data from affecting strategy indicators. It describes obtaining a sample filter configuration…
The BHS Expert Advisor uses an adaptive moving average (AMA) and nearby round-number prices to choose an initial pending order. When the current bar's close is above the indicator, it places a Buy Stop at the next upper round price; when the close is below,…
This Chinese-language stock screen combines a 3% to 12% turnover range with robot-industry membership, float market value below 10 billion yuan, trading volume above 10,000 lots, and a positive opening gap. The article describes ranking qualifying names by…
This Chinese-language guide outlines how to build and run automated strategies on FMZ. It describes the platform’s strategy editor, exchange account configuration, hosted execution, and support for several programming languages and crypto venues, as well as…
The document defines interfaces for a backtesting system that processes historical market events and order interactions. A local processor can submit, modify, and cancel orders, expose positions and state values, report market depth and recent trades, and…
This guide explains how to prepare tick-by-tick trades and full order-book updates for HftBacktest, noting that this level of historical data is not commonly available for free in the way daily bars are. For Binance Futures, it describes collecting raw feed…