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 article lays out a strategy-development process that begins with a reasoned model based on market observation, data analysis, and mathematical reasoning. It then moves through implementation, historical backtesting, simulation against live market data,…
This guide explains how a trading system models market and limit orders, conditional order types, execution instructions, and linked orders. It distinguishes aggressive orders that take liquidity from passive orders that rest, and describes local, in-flight,…
The Expert Advisor demonstrates how to move positions from an expiring futures contract to its successor. It manages three instruments specified through input parameters. For each instrument, the configured volume determines both the position size and…
This document describes an Expert Advisor that trades signals from a separate EMA-based semaphore indicator. It enters when a bar closes and a new colored arrow appears, so the indicator supplies the directional signal while the EA handles trade execution.…
The Trend Finder Expert Advisor is described as entering trades when price breaks a historical minimum or maximum. It is intended for major forex pairs and NASDAQ-listed stocks across timeframes, and the document says it trades using the open price of the…
This guide describes a flexible grid trading mode for spot markets. Instead of starting from a chosen number of open orders, the trader specifies upper and lower price bounds along with grid spacing and increments. The system then determines the required buy…
The document discusses why a strategy's historical backtest may select different securities or rebalance on different dates than a submitted simulation. It describes cases where simulation begins between scheduled rebalances or after a rebalance close, and…
This document describes updates to an MT4 indicator for Asian-session range breakouts. The tool includes an ATR-based candle-body quality filter, a dashboard, and alerts intended not to repaint. The update focuses on implementation behavior: correctly…
This document describes an expert advisor intended to check a broker’s order execution and spread. It is attached to a chart and sends a Buy Stop order 100 pips away from the current price, then modifies that order. The order activity provides a way to…
A VeighNa community exchange explains how to handle overnight positions when using a DA interface. The response recommends scheduling a system restart after the overseas exchange closes, then starting the strategy again without removing and re-adding it. The…
The post describes adapting a daily macro timing tool so its computed signals are written to a table that strategies can query. The underlying process derives timing information from macroeconomic data using a series of calculations; the table is intended to…
This expert-advisor strategy enters a position when the ColorPEMA_Digit indicator changes color at a bar close. It includes an optional time-based exit: when a trade has been open longer than a preset number of minutes, the position is closed immediately.…
This brief describes a trade-management tool that closes positions associated with the chart's symbol when their combined profit or loss reaches configured thresholds. It treats positions for that symbol separately from positions in other symbols, and…
A trader reports an error while running an rb-hc spread strategy in a simulated environment. The failure occurs when the strategy attempts to convert its current grid position into an integer target position, but the value is NaN. The trader suspects that a…
This example explains how a MetaTrader indicator can use an iCanvas library to draw an interactive overlay on a price chart. A timer checks whether the mouse has moved; when it has, the indicator redraws a soft spot, a price information panel, crosshairs,…
ICE is presented as an aggressive momentum system that seeks strong price impulses and validates them before entry. Detection combines volume with candle-body strength relative to volatility. Confirmation uses a moving-average slope and volatility and spread…
A VeighNa community exchange addresses a CTA strategy whose indicators appeared unchanged after live initialization, while the strategy still placed orders. The user mentions a Dual Thrust strategy and uncertainty about whether a period running in no-UI mode…
The document explains how a trading platform defines local synthetic instruments by applying formulas to prices from one or more component instruments. These derived prices can feed strategies and data actors, support derived quotes, trades, and bars, and…
The discussion explains two data needs when running simulated trading in VeighNa. For live simulated trading, the platform must connect to a market interface, with a test account and CTP given as examples, so it can receive real-time quotes. For historical…
The article explains the interaction between a futures platform’s direction setting and its Buy or Sell order call. Based on the author’s manual tests, the order call determines whether a position is opened long or short: Buy opens a long position and Sell…
The post asks whether a backtesting or simulation setup's commission setting includes the stamp tax charged on stock sales in mainland China. The author says that, for frequent portfolio turnover, this tax could materially reduce estimated returns compared…
The Expert Advisor described here searches a chosen number of recent bars on a configurable timeframe for the highest high and lowest low. It then places a Buy Stop above the high and a Sell Stop below the low, with the distance set by an indentation…
This example configures an execution test strategy for a centralized exchange sandbox. At startup, the strategy can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. On shutdown, it is…
The document describes a simple way to remove objects cluttering a chart while keeping the chart itself. It suggests placing a cleanup script in the platform’s scripts folder and dragging that script onto the chart. The intended result is a fresh chart…