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 guide explains why a submitted end-to-end Transformer example can run out of memory before training or inference begins: the data-loading step materializes minute bars for many stocks across the full date range in one DataFrame. Although the eventual…
This note describes an alternative implementation of Average True Range. It says the example provided with MetaTrader 5 approximates a simple moving average of true range to reduce execution time, producing results that are very close to an SMA but not…
A beginner asks why a trading server disconnects during login and whether access is limited to trading hours. They also report that no market data appears when connecting through TTS. The reply explains that connections made outside regular trading hours…
This strategy adapts Larry Williams’ three-bar approach to trade pullbacks within a trend. It forms a channel from moving averages of highs and lows, then uses the sign of a linear regression slope as a directional filter. When the slope is positive, it…
The article explains Dual Thrust, an intraday opening-range breakout method applied to futures. It defines a prior-period range as the larger of the highest high minus the lowest close, or the highest close minus the lowest low. Multiplying that range by…
This MT5 tool monitors the chart symbol for changes in selected broker-reported contract properties. It compares each valid observation with a saved baseline associated with the account server, login, and symbol. Watched fields include price precision and…
This Rust component connects to a Bybit public WebSocket stream and converts incoming order book and public trade messages into internal live feed events. It subscribes to several order book depth levels and public trades for requested symbols, parses bid…
This guide explains how to build a data-only Rust actor that subscribes to quote updates and logs the bid-ask spread. It outlines the actor’s state and configuration, connects its core to the runtime with a macro, and implements startup and quote handlers…
The article identifies two challenges for cryptocurrency traders: confusing narratives about crypto markets and the growing role of automated trading. It notes improvements in spot markets, custody, and institutional participation, while arguing that…
This reference catalogs Binance Spot API error codes and messages, grouping them into general server or network problems, malformed requests, order failures, and exchange filter rejections. It covers issues such as invalid timestamps or signatures,…
This tutorial shows how to change the active cryptocurrency pair during a running trading program. It states that exchanges generally support runtime pair changes, with an exception for Huobi ETH because it uses a separate API address, and notes that the…
This support answer explains how to choose futures contracts in a template strategy. The template requires a specified contract list for a targeted backtest; leaving the list empty passes all contracts rather than selecting a single main contract. The answer…
This FAQ explains operational limits and practical considerations for running the Freqtrade cryptocurrency trading bot. It describes supported spot and selected futures trading, short positions in futures when the strategy and configuration support them, and…
The document explains how an automated trading strategy can be divided between a trading mode and evaluators. The trading mode handles order creation, sizing, maintenance, and cancellation. Evaluators provide signals that activate the mode when conditions…
This document describes a MetaTrader 4 expert advisor for trading around scheduled news releases. The user must enter the release time, lot size, stop-loss, and take-profit settings, with the start time intended to be set one minute before the announcement.…
A forum exchange asks whether vn.py version 3.9.1 can still use a TqSdk account to obtain historical data, and what naming convention TqSdk uses for continuous main contracts. The question gives the example of downloading tick history for the main silver…
The document describes a script for comparing computer and terminal performance in MetaTrader 4 and MetaTrader 5. It combines 45 tests covering calculations, arrays, sorting, strings, procedural and object-oriented code, chart-object operations, canvas…
A VeighNa user reports that configured order and fill limits did not stop a CTA strategy from continuing to place orders when the trader was launched through VeighNa Station. The user had installed and loaded the risk manager, and the strategy submitted…
This code describes queue position models for estimating when a simulated limit order may fill. The conservative model starts with the displayed quantity ahead at the order’s price and advances only as trades occur there. A probability based alternative also…
This programming demonstration shows how an MQL5 client can dispatch lengthy calculations to separate worker threads associated with chart objects. A helper header creates those objects and applies a worker expert adviser; after a task finishes, its chart…
This document describes an Expert Advisor that trades signals from a WPR_Slowdown indicator. A trade signal is generated when a colored arrow appears, with the decision made at the bar close. The required compiled indicator must be available to the trading…
This guide explains two Rust workflows for running Nautilus Trader backtests. The lower-level BacktestEngine approach assembles a simulated venue, instruments, in-memory market data, and a strategy before running the engine. It allows direct configuration of…
This A-share screening rule selects stocks with an intraday amplitude above 1 and MACD above zero, then chooses the top five by the day's auction-related turnover measure. The stated reasoning is that a positive MACD may indicate a favorable trend, while…
This Backtrader example demonstrates how to combine a sequence of Euro Stoxx 50 futures contracts into a continuous rollover feed or a simple chained feed. It compares the framework's Cerebro rollover and chain options with directly adding a RollOver data…