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.
4,613 documents
This document describes an on-chart trading panel for placing market and pending orders, managing position size, and automating exits. Traders can size positions using manual lots, a percentage of equity, or a fixed cash risk amount. The panel also supports…
The 4click Trade Opener describes a chart-based workflow for opening trades with position size tied to a chosen risk budget. The user sets a risk percentage or fixed risk amount, the broker's minimum lot size, the number of positions, and a maximum slippage…
This document explains a modular risk-control library for MetaTrader 5 expert advisors. Its position sizer calculates lot size from stop distance and a balance- or equity-based risk allowance, floors volume to the broker’s step, and returns zero when the…
The document describes a two-sided pending-order grid with three stages. It begins with a symmetric ladder, increases the opposite side’s pending size after the nearest level fills, and switches to a doubling sequence after either side has two fills. Filled…
This implementation describes a pairs strategy that estimates conditional probabilities from a fitted copula applied to each asset’s return ranks. It converts prices to returns, maps returns through marginal cumulative distribution functions, and uses the…
This short description covers a MetaTrader utility script for calculating a properly rounded lot size from a user-specified input. It also reports auxiliary symbol constraints, including the maximum permitted lot, the lot increment, and the minimum stop…
This document describes the components and configurable inputs of the MostasHaR15 Pivot expert advisor. Its listed indicators are ADX, two moving averages calculated from closing and opening prices, and OsMA. The code also creates and moves chart text and…
The document explains an Expert Advisor approach to managing positions on the current trading symbol. When enabled, it can add an initial stop loss and take profit to positions that lack either setting. For buy positions, those levels are calculated from the…
The document describes a contract sizing method that scales contract count in steps based on account balance. It sets a maximum contract cap and a minimum capital threshold below which trading stops. A drawdown breaker can halt sizing after losses reach a…
The post shares a one-minute grid trading strategy that uses the prior day’s close as a center price and divides prices into bands. It opens an initial position, then changes holdings when the price moves between grid regions, subject to cash and…
The document explains how strategy developers can attach metadata to rental registration codes and read it inside a strategy to set different usage limits for different customers. A strategy can map metadata values to operating tiers, then check account…
The post reports a position-capacity discrepancy between simulated and live trading. A strategy was already fully invested on one day, yet generated another buy signal at the next market open. The author expected the simulation to reject the order for…
TraderToolEA is presented as a chart-based panel for placing and managing trades. It supports orders created manually or by an Expert Advisor, including one-click order entry. Users can set position size and configure stop-loss and take-profit levels,…
This practitioner account explains how to translate a stock ranking model into daily trade lists and manual orders. The model ranks the stock universe, buys higher-ranked names, and prioritizes lower-ranked holdings for sale. The author describes how the…
The discussion explains that weights in a multi-strategy portfolio can represent each strategy’s share of the combined allocation and can also be used to calculate a weighted portfolio return. Its example divides capital evenly among three strategies,…
This event outline introduces a planned series on quantitative options research and development, with later sessions covering ETF, gold, and iron ore options. The first session focuses on index options, contrasting options strategies with CTA strategies and…
This Lumibot example demonstrates a daily cryptocurrency strategy using Bollinger Bands with historical data supplied through CCXT backtesting. It calculates a rolling mean and standard deviation over a configurable window, then derives upper and lower bands…
The document defines average true range as an average of true ranges, where each true range is the largest of the current high-low span and the distances from the prior close to the current high or low. Including prior-close gaps makes ATR more informative…
This note explains an Expert Advisor that manages take-profit orders on already-open positions. When a new position has no take profit, the advisor sets one using a configured distance. It then moves the target as price advances beyond a specified trailing…
This document describes operating parameters for an expert advisor that takes signals from bars one and two of the Alligator indicator. It evaluates signals only when a new bar appears. The source notes that limiting the maximum number of positions to one…
This note describes a simple account-balance-based tool for converting a chosen risk percentage, within the stated 1% to 10% range, into a monetary amount. It is intended to help manual traders relate risk sizing to stop-loss amounts and translate a desired…
This client code illustrates order handling for coin-margined futures. It configures position mode, margin mode, and leverage, submits buy and sell orders, checks order status, and exposes account, position, contract, depth, and funding-rate queries. Limit…
The document introduces a position calculator for a grid strategy that tracks net quantity, average price, and accumulated profit as fully filled orders arrive. Its example illustrates that after buying at several nearby levels and selling part of the…
The document describes a data model for parsing a futures account response into account-level totals, per-asset records, and per-position records. Account-level fields include trading permissions, wallet and margin balances, initial and maintenance margin,…