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 example compares a grid market-making strategy in HftBacktest using CME market-by-order Level-3 data and Level-2 depth reconstructed from that same feed. Quotes are arranged around a reservation price that shifts with inventory, with position limits,…
A forum exchange discusses why VeighNa’s StatisticalArbitrageStrategy example uses a ten-unit price offset when starting its spread-trading algorithm. The questioner describes the order logic: a leg order is sent when the spread order price would otherwise…
The document describes a simple Chinese equity screening rule. It selects stocks with a daily high-low range of at least one percent, turnover above two percent but below nine percent, and prior-day trading value above sixty million. The stated rationale is…
The document describes two scripts for changing the vertical scale across all open charts. One switches every chart to automatic scaling; the other applies fixed scaling. For fixed scaling, the user specifies a percentage of the current price, and the chart…
This Expert Advisor uses a color transition in the ColorXCCXCandle indicator to generate a signal when a bar closes. The document describes the trigger but does not explain how candle colors are calculated, whether a color change prompts a buy or sell, or…
The document describes an Expert Advisor that watches a chart for horizontal and trend lines in a selected monitoring color. When price crosses a watched line, the tool can issue a platform alert, a mobile notification, or an email, provided the…
This example outlines a staged workflow for obtaining option data through an Interactive Brokers connection. It configures an instrument provider for an underlying futures contract and a put option, then checks whether the gateway or trading workstation is…
The document outlines a zone recovery method that responds to an adverse price move by opening an opposite trade with a somewhat larger lot size. If price continues in that direction, the combined position may reach a profit level at which both trades can be…
This older Chinese-equity strategy looks for stocks that rally to the daily limit, pull back, and later break to a new high. It defines a pullback as any post-limit-up close below the earlier limit-up price. After the pullback, a new high triggers a purchase…
This document describes an Expert Advisor that chooses currency pairs, trade direction or order type, and lot size randomly. It presents the EA as a simplified version of an earlier randomness-based system and says it does not use indicators, price patterns,…
This post outlines a Chinese equity screen for stocks classified in the metaverse industry. It ranks candidates by the day’s opening-auction amount, keeps the top five, and restricts the auction price change to between -2% and 5%. The post gives…
The author describes a manual-trading aid intended to reduce repeated order-entry steps. For pending trades, the script is said to place limit or stop orders at an appropriate setting. For immediate trades, the user enters a stop-loss value without…
This document describes an Expert Advisor that trades from the Loco indicator. It checks for a change in the indicator’s icon color when a bar closes and uses that change to form a signal. The text does not explain how the indicator calculates its color, how…
This TqSdk guide explains how to run timed actions inside the main loop driven by wait_update, rather than pausing the program with a separate sleep loop. For actions tied to the trading session, it recommends checking the market timestamp in quote.datetime,…
The analysis compares Binance BTC/FDUSD order book behavior around six 2025 Federal Open Market Committee decisions: five rate holds and one cut. It tracks five-minute averages of volatility, bid-ask spread, depth, order book imbalance, and pressure…
This BigQuant example shows how a China stock universe selector can be connected to a trading engine that reads a daily signal table. The engine filters rows to the current date, closes existing positions once the elapsed time since their last sale reaches…
A user describes running one VeighNa process and one strategy connected to two SimNow futures accounts through separate CTP gateways. Both accounts return order acknowledgements, and the second account appears to have executed trades when checked in another…
The document describes a collection of scripts for closing orders by comment, profit or loss threshold, magic number, order type, or symbol. A combined script supports the criteria offered by the individual tools. This is operational guidance for managing…
Grid trading places a series of buy and sell orders at set price intervals. As the market moves through those levels, orders can buy at lower prices and sell at higher ones. The approach seeks to collect gains from price fluctuations without relying on a…
The document describes a trading utility with a single action for closing positions and managing pending orders. Its settings determine whether it acts only on the currency pair associated with the chart or across all pairs, whether it closes only manually…
The document contrasts OpenAlice, presented as an AI agent for researching and managing trades across a full lifecycle, with LumiBot, a Python framework for building trading strategies. LumiBot can support deterministic strategies, individual AI agents, or…
The document explains how executed trades and resting orders provide different views of Bitcoin markets. Trade volume shows what has already happened, while order book depth aggregates buy and sell interest at unexecuted price levels. A depth chart gives a…
The script described opens buy positions with stop-loss and take-profit levels set at fixed point distances from the current price. Its money-management input controls trade volume as a proportion of the account deposit, linking position size to the funds…
Pipsover 2 is described as an updated expert advisor that adds trailing-stop and break-even handling. Its stated sequence is to attempt to move a position to break-even first, then allow trailing-stop management. The break-even setting also serves as the…