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 why a high-frequency trading backtest should account for delays between exchange activity and a trader’s system. It separates latency into feed latency, order-entry latency, and order-response latency, distinguishing when market data…
This Python data-feed example adapts RQData historical futures data for use with the Wt trading framework. It maps standardized instrument codes to RQData symbols, requests bar or tick records, renames fields, and converts rows into Wt bar and tick…
The document explains how to connect TradingView alerts to an FMZ Quant bot using the platform’s extended API. It describes creating an API key with only the command permission needed, then configuring an alert webhook to call the bot’s command interface…
The document outlines an Inner Circle Trader view of intraday session behavior: liquidity builds during the Asian session, may be manipulated around the London open, and is distributed during the New York Killzone. It describes an MT4 indicator intended to…
The document presents a dynamic-balance strategy for a crypto and fiat account. It compares the marked value of the coin holdings with the fiat balance, using bid and ask prices adjusted by a spread parameter. When the coin side is valued above the fiat…
This brief platform report describes a suspected stock-price data problem in a backtest using TWAP-based adjustment prices. A newly added position in Ping An Bank appeared to generate a sudden large profit because its recorded average holding price was…
The article analyzes a reported Bithumb accounting error that credited users with Bitcoin balances that existed only on the exchange’s internal ledger. Recipients sold into live bids, producing a steep local price decline while prices on other venues…
This guide explains a basic workflow for turning TradingView conditions into automated orders. Alerts can be triggered by price levels, indicator thresholds, or Pine Script strategy signals. A receiving trading bot or intermediary can interpret alert…
This MetaTrader indicator monitors a user-selected price level and defines a tolerance band around it using a deviation measured in points. It draws horizontal lines for the trigger level and band boundaries, with configurable colors and styles. When price…
This indicator plots a set of Murrey Math pivot levels on a trading chart, with additional lines and configurable display options. Traders can use the levels as potential support, resistance, or reference points for entries and exits. The tool can alert when…
This example schedules a target futures position across a chosen intraday window according to the historical distribution of volume. It groups past bars by trading day and time, computes each time slot's share of that day's session volume, averages those…
This indicator combines MACD with support and resistance levels displayed on the price chart. It offers three ways to define a signal-related color change: a MACD crossing the zero line, a change in MACD slope, or a cross between MACD and its signal line.…
The document explains average trading volume and introduces a volume indicator that expresses current volume as a percentage of the average over a selected period. This normalization makes it easier to compare activity with a baseline rather than relying on…
This Expert Advisor waits for a control bar whose opening hour matches a configured start hour, then searches a specified number of bars for the highest and lowest prices. Based on the chosen order type, it places pending limit orders or stop orders around…
This forum exchange explains why VeighNa’s contract query may return no data after a manual Mac installation. The key distinction is that contract lookup depends on a connected trading interface, such as CTP or SimNow, rather than on a market-data package…
This article describes the infrastructure and workflow needed for systematic options trading. It emphasizes collecting and organizing data across many strikes and expiries, then computing pricing and volatility measures that can support historical analysis…
This Expert Advisor uses the XMA Range Channel indicator to generate trades when a bar closes and its candle color changes from neutral to green or purple. Those changes represent a breakout through the channel formed by the indicator lines. The page…
This BigQuant forum post asks why account positions do not appear to update immediately after orders in a daily backtest, and how to schedule trades at specific intraday times. The example strategy selects up to ten Chinese stocks using listing age,…
This forum exchange explains why a strategy may show several long or short closing trades instead of one apparent exit. The proposed cause is that the strategy submitted multiple sell orders with distinct order IDs and left them active. When later market…
This document describes an expert advisor that manages open positions for the chart symbol on which it runs. It monitors position profit and loss against configured take-profit and stop-loss levels, then closes positions at market when a threshold is…
This document describes an MQL5 Wizard-generated Expert Advisor that combines a moving-average trend signal with the Relative Strength Index. It evaluates signals when a new bar appears and uses weighted indicator inputs with configurable thresholds to open…
This post describes a Chinese equity selection rule combining a turnover range with an imbalance between externally classified buy and sell volume. It specifies turnover between 3% and 12%, an outside-to-inside volume ratio above 1.3, and an additional…
This automated strategy monitors Bollinger Bands on every price tick and places pending stop orders after price breaks a band at the distance associated with the widest configured level. A break above the upper band triggers four sell stop orders, while a…
This trading-advisor description outlines a strategy that generates buy and sell orders when the Relative Strength Index crosses user-selected thresholds. The RSI input can be calculated from close, open, high, low, median, typical, or weighted-close prices.…