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.
9,797 documents
The discussion addresses adding five- and fifteen-minute intervals to VN.py version 3.4.0 for backtesting. One reply suggests that when the source data is already stored at those resolutions, importing and selecting it as one-minute data can work because…
This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…
The Gann HiLo Activator is described as a trend indicator that plots a colored line based on a configurable period. It calculates simple moving averages of high and low prices. When the close rises above the average high, the direction switches upward; when…
This brief VeighNa forum exchange asks how to adjust bar construction for the morning futures market break from 10:15 to 10:30. A respondent explains that the BarGenerator currently divides data according to timestamps and asks which kind of bar the user…
This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…
This short forum exchange addresses how to detect an invalid order price before submitting an order through VeighNa. The response says the framework does not generally filter prices in advance, although its graphical interface prevents users from entering…
This forum exchange clarifies a difference between ScriptTrader and VeighNa’s CTA strategy module. A user asks whether ScriptTrader supports stop orders, noting that the module is described as supporting multiple exchanges and instruments, hedging between…
Candle RM modifies the standard Japanese candlestick display by encoding two price comparisons separately. The candle body keeps the usual open-versus-close coloring, while the outline and wicks show whether the current close is higher than, lower than, or…
This dashboard snapshot describes a live Binance BTC/USDT futures robot running on an hourly candle interval. It reports account-level figures including equity, cumulative profit, drawdown, open positions, and win rate, alongside a large order history.…
This intermediate FMZ tutorial explains practical platform techniques for building automated trading strategies. It covers operating across exchanges and symbols, configuring futures and swap contracts, and handling API failures through retries, null checks,…
The document critiques trend lines built from DeMark pivot points or Bill Williams fractals when key points are identified using only a minimum-bar rule. It proposes removing that minimum and defining a point's dimension as the smallest count of bars on…
This example implements an intraday breakout strategy around the prior session’s high and low. It opens a long position when the latest price rises above the prior high and a short when it falls below the prior low, targeting a fixed position size in either…
The document explains how an algorithmic execution module accepts order parameters, launches and monitors algorithms, and supports pausing, resuming, or stopping them. It also describes launching jobs from newly created CSV files and tracking their status in…
The document introduces R-Breaker as a futures strategy that combines breakout entries with reversal signals. It describes calculating daily pivot, resistance, and support levels from the previous session’s high, low, and close, then using those levels to…
This short community exchange addresses why orders may fail in a SimNow simulated trading account even when login and account queries work and the user has checked the configuration. The reply identifies a specific environment limitation: SimNow does not…
The document explains how to use a market-depth trading interface for live, manual intraday trading in a single futures contract. After connecting a trading gateway and opening a contract chart, the ladder displays price levels, bid and ask quantities, best…
This short indicator note describes an oscillator built from the difference between closing price and Parabolic SAR. It defines the SAR calculation using configurable step and maximum parameters, then smooths the close-minus-SAR series with a simple moving…
This overview organizes strategy examples collected from a cryptocurrency trading platform into three groups: basic trading aids, simple strategies for study, and strategies described as having performed well in live trading. The examples span price alerts,…
The document presents an indicator intended to display a daily SuperTrend line on a lower-timeframe chart for intraday use. It derives a daily true-range measure from daily highs, lows, and prior closes, then forms upper and lower bands around the daily…
The document traces several ways to build moving average trading rules, using a 15-minute Chinese rebar futures index as its backtest example. It starts with price crossing a single average and short-period averages crossing longer ones, then adds…
This post presents a long-only DAX strategy on 15-minute bars. It looks for a prior lower low, a current high below the earlier rolling high, a bullish candle, a limited bar range relative to the recent high-low span, and a close above SuperTrend. The…
This brief platform discussion concerns an error encountered while plotting intraday minute bars for a futures strategy. The response identifies a data-availability issue: fields such as adjustment factors and suffixed close-price columns are not present in…
This forum exchange addresses a question about changing historical EMA readings and repeated signals in a VeighNa CTA strategy using ArrayManager. The answer explains EMA as a recursive indicator: each new bar updates the current value using the latest price…
This indicator marks the European pre-opening range on an intraday chart. It draws a rectangle around the range, reports its high, low, and width, and can extend the range boundaries as horizontal segments into the American session. Optional displays show…