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
This essay distinguishes a deliberately designed trading system from the behavior a trader repeatedly enacts in practice. It argues that recurring habits such as holding losing positions, hesitating to enter, or trading too frequently form a stable…
Ethereum transaction inputs and event logs store values in compact encoded forms. Applications commonly rely on a contract’s ABI to map that data to function names, argument types, and readable values. Maintaining ABI files becomes difficult when an…
This tutorial demonstrates a config-driven foreign-exchange backtest using a Parquet data catalog and a simulated venue. It loads quote ticks from either local Histdata files or a sample dataset, sorts them by timestamp, stores the instrument and ticks in…
The document presents VWAP percent as a more reactive alternative to Bollinger Bands percent for spotting possible reversals or the start of a trend. It describes a normalized measure built from the close relative to VWAP-based bands formed using a standard…
The document outlines safeguards for cryptocurrency futures trading during sharp market moves and delayed updates. It recommends monitoring the gap between a futures contract and its underlying spot price, and between last price and mark price, as signs that…
This document explains a library approach for handling tick events from multiple symbols in an MT5 Expert Advisor. Since the platform's NewTick event is tied to the chart symbol running the advisor, the library provides a multisymbol callback that reports…
This overview describes how institutional crypto trading differs from retail activity, emphasizing larger trade sizes, specialized infrastructure, compliance demands, and execution across multiple venues. It surveys approaches including over-the-counter…
The document explains how mismatched daylight-saving transition dates in the United States and Europe can affect the timestamps used for forex trading sessions. It describes a nominal weekly session lasting 120 hours and argues that the local server…
This brief example describes an expert advisor that opens an order, modifies it to set stop-loss and take-profit levels, and closes the position after a fixed holding interval. The stated example uses a 30-second delay between opening and closing. It…
The document presents a JavaScript implementation outline for a long-and-short grid strategy on perpetual futures. It covers exchange position reconciliation, price and order-amount precision, persistence of open-order and profit-history state, and…
This project overview describes a high-frequency backtesting framework built around tick-level market replay. It reconstructs order books from Level-2 or Level-3 data and models feed and order latency, along with the trader’s queue position, to make…
The document explains how restructuring an arbitrage scanner can reduce computation when it checks many paths across exchanges and trading pairs. It recommends separating the quick profitability check from the more detailed calculation of order prices and…
This reference explains how to represent an exchange-defined options strategy as one tradable instrument. A venue may list a vertical spread, calendar spread, or similar multi-leg strategy under its own symbol, with its own pricing increment, expiration, and…
This document describes a MetaTrader 5 Expert Advisor that opens multiple buy or sell orders after a user clicks a corresponding button. Inputs include the number of orders, risk percentage per trade, stop loss, take profit, and slippage. The EA calculates…
This document describes an auxiliary MetaTrader expert advisor for managing existing positions. It moves positions to breakeven, calculates stop losses using the StopATR_auto indicator, and closes positions when two moving averages intersect. The advisor…
This brief description explains a position sizing function that calculates lot size from the distance to a stop loss and a specified risk budget. Its example states that a 2% risk setting combined with a stop 40 points away yields a lot size intended to lose…
This discussion raises practical questions about backtesting strategies across multiple futures products with different expirations. It asks whether a system can switch automatically to the next active contract before expiry, how to test periods longer than…
The document explains how to add alert delivery to an existing MetaTrader indicator that already records buy and sell signals in buffers. Separate routines check the selected bar for a nonempty signal and can issue a terminal sound alert, send an email, or…
This document describes a script for submitting a buy stop-limit order and a sell stop-limit order at equal distances from the current price. Its configurable inputs cover trade size, price deviation, order distance, stop-limit offset, stop loss, take…
This guide describes a MetaTrader 5 script that creates a prompt file for customizing an AI assistant’s response language, persona, and numbered menu. Users can generate the file, apply it in the assistant, and edit the instructions, menu labels, and actions…
This roadmap sets out plans to develop Hummingbot from a market-making client into a framework for building and running cross-venue algorithmic strategies. Priorities include improving support for selected centralized and decentralized exchange connectors,…
The document explains how to size a forex position so that a stop-loss represents a chosen amount of account-currency risk. It distinguishes three currency relationships: a pair whose quote currency matches the account currency, a pair whose base currency…
This guide explains how to route OctoBot exchange requests through a proxy. It identifies two reasons: keeping a consistent outbound IP address for exchange IP allowlisting, and continuing to use the same IP while traveling. The instructions focus on setting…
This architecture overview describes how Gateway connectors can expose decentralized exchange operations through a consistent interface. A connector coordinates configuration, SDK access, and protocol methods; route handlers validate incoming HTTP requests,…