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
An order-pending-cancel event records that a trading system has dispatched a cancellation request and is waiting for the venue to acknowledge it. The event is applied to the order by the execution engine, updates the cache, and is published on the message…
This Hummingbot guide explains how a market-making strategy can price orders from the current order book, another exchange and trading pair, or a custom API. Available references include the mid price, last traded price, the bot's last trade, best bid, best…
This guide explains a workflow for routing TradingView strategy alerts to OctoBot by email so the bot can place trades in response. It outlines adding the TradingView interface in OctoBot, generating a personal alert email address, registering and confirming…
The document explains LumiBot's full-fill lifecycle callback, which runs after the broker reports that an order has been completely filled. The callback supplies the updated position, the filled order, fill price, quantity, and an options multiplier. It…
The guide describes two ways to protect exchange credentials used by the FMZ trading platform. It says sensitive account data and encrypted strategy parameters are encrypted in the browser and stored encrypted. It also advises keeping sensitive material out…
The document examines how a VeighNa strategy may cancel and replace working orders from its tick callback. It traces the event flow: a tick invokes the strategy, a cancellation request is sent, and the order's status does not become cancelled until the order…
The document explains how to use VeighNa’s DataRecorder module to save live market data to a database. Recorded ticks and one-minute bars can later be viewed in DataManager, used for historical backtests, or supplied to trading strategies during live…
This script places a configurable sequence of pending orders above the current price. Inputs control the initial gap, spacing between orders, order type, number of orders, trade volume, stop loss, and take profit. The example uses buy-stop orders on AUDCAD,…
The document describes a simple time filter for an expert advisor (EA). The function takes a start time and an end time, checks the current time against that interval, and returns a result indicating whether trading is permitted during the specified window.…
This configuration describes an order-execution backtest using five-minute market data and an order file. The main strategy uses a recurrent network with a PPO policy, a categorical action interpreter, and a state interpreter that supplies recent intraday…
A trader reports that the same strategy produces different results across backtest runs and simulated trading, including differences in selected securities, order quantities, and execution prices. The discussion offers possible explanations: randomness or…
This indicator description explains how a Heiken-Ashi smoothed volatility-step histogram can highlight a chosen trading session. Users set session start and end times and a trigger level. Bars outside the session appear pale gray; within it, bars above the…
The document describes a simple expert advisor that monitors the combined profit or loss of open trades after it is attached to a chart. It offers two modes: close all trades once profit exceeds a configured fixed amount, or close them once profit exceeds a…
A trader reports that a CTA strategy can receive a short opening fill and a long opening fill almost simultaneously when placing stop orders on opposite sides of a Bollinger band. The strategy tracks net position, so equal and opposite fills bring that value…
This Expert Advisor strategy uses color changes in XDPOCandle indicator bars to trigger trades. A signal forms at bar close when the indicator changes from orange to light green or in the reverse direction. The document identifies the required compiled…
The document explains slippage as the difference between an expected price and the execution price. It emphasizes the interaction between market movement and order transmission delay, arguing that fast price changes and network latency can make short-horizon…
The document describes a trade-copying setup in which one MetaTrader expert advisor exports order requests and another imports and executes them. The systems can run in the same terminal or separate terminals on the same computer. The importer can target a…
This short forum exchange discusses CTP connections that fail or produce no useful log output. One reply explains that the first environment follows live trading hours and points readers to SimNow's documentation. It also says that, outside of penetration…
This report introduces intraday high-frequency trading in the Chinese securities market, framing it as an attempt to capture short-lived market inefficiencies caused by investor behavior or delayed reactions to information. It defines the strategies under…
This expert advisor manages trailing stops for all positions on the current trading symbol. Its configurable inputs include an initial stop-loss distance, the profit distance at which trailing begins, the increment used to adjust the stop, and the maximum…
This document describes a MetaTrader 4 Expert Advisor that closes open market positions, removes pending orders, or does both at a specified local computer time. Users can target all eligible orders or narrow the action by symbol, magic number, or ticket…
This documentation explains three trading-specific numeric types: Price for market levels, Quantity for non-negative sizes, and Money for signed amounts associated with a currency. The types are immutable and use fixed-point representation to support…
This document describes a position-sizing calculator that converts a cash risk budget, entry price, and stop price into a trade volume using the broker's symbol specifications. It uses tick size and tick value to estimate the loss per lot, then rounds the…
These release notes describe Hummingbot version 1.12.0, including the first phase of a module for controlling multiple bot instances remotely. The design uses MQTT messaging between bots and a broker, enabling remote commands such as starting or stopping…