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 tutorial demonstrates replaying Binance level-two order book snapshots and updates in a backtest engine. It describes rebuilding the book from timestamped deltas, then checking the best bid and ask sizes after each update. When the larger side exceeds a…
This guide explains how to connect a MetaMask wallet to Dexalot’s Avalanche subnet, install Hummingbot and Gateway, and configure a simple ALOT-USDC market-making bot. It covers funding the subnet portfolio, setting credentials, linking the wallet, choosing…
This article describes ways to adjust market-making configurations for range-bound, rising, and falling markets. In a range, it proposes estimating the price span to capture and splitting that span between bid and ask offsets around the midpoint. It also…
This technical reference explains how an execution engine handles an OrderFillVoided event when a venue corrects a previously reported fill. It distinguishes a correction, which retains the original trade identity, from an opposite-side trade. For locally…
The document explains how to retrieve futures margin rates through TqSdk2 when a trading program otherwise uses TqSdk. It describes running both libraries in one Python file: connect directly to a CTP broker through TqSdk2, query the margin rate for a…
The document explains how to add notifications to a PPO-based semaphore indicator that marks buy and sell signals. It describes inputs for choosing the signal bar, enabling sound alerts, limiting alert counts, and optionally sending email or mobile push…
This document describes configurable properties for the SmartAssTrade-V2 MetaTrader expert advisor. It specifies operation on the 30-minute chart and lists controls for Friday trading, automatic or manual lot sizing, maximum open orders, take profit, stop…
This documentation page catalogs practical Python examples for algorithmic trading, including buy-and-hold, momentum, bracket orders, historical data retrieval, quotes, technical indicators, position handling, persistent strategy state, and logging. It…
The document introduces Qlib’s online-serving components for applying trained models to current market data. It describes a workflow that can produce predictions in live conditions and support real trading based on those predictions. The named components are…
This indicator displays details associated with an open trading order, including its order type, lot size, profit status, profit-to-loss ratio, and magic number. It also reports take-profit and stop-loss levels in points, the corresponding profit or loss…
This presentation transcript surveys quantitative trading practices described for overseas markets. It explains how nontraditional inputs such as news sentiment, ESG reports, satellite imagery, and weather can be converted into structured signals, while…
This document describes a MetaTrader 5 revision of an ATR-adaptive Laguerre RSI indicator. Its main implementation change is to calculate ATR internally rather than rely on built-in platform functions, which the author says can improve execution speed in…
This strategy description proposes trading intraday reversals around levels derived from daily bars. It buys when price is below a recent daily low and sells short when price moves above a recent daily high, aiming to capture a return toward the prior day’s…
This short Python example shows how to assemble a daily futures trading system with an order simulator. It creates a data source, loads configuration, and constructs a system from account, portfolio, position-sizing, forecast-combination, forecast-scaling,…
This discussion raises a timing problem in backtests that use premarket processing. In the example, a signal is generated on one day and orders are submitted the next day; the author notes that historical data queried before trading may already include that…
The article examines price differences between a domestic Bitcoin exchange and a foreign exchange. Its initial strategy is to buy Bitcoin abroad, transfer it to the domestic venue, and sell at the higher local price. The author accounts for purchase,…
The document describes a MetaTrader indicator that presents account condition and risk measures in one dashboard. It displays balance, equity, margin, drawdown, floating profit or loss, open-position count, total lot exposure, and spread. The stated purpose…
The document introduces a software class for managing built-in trading indicators. It says the class wraps eleven indicators and handles their initialization, updates, and data access, aiming to reduce repetitive setup work. The usage example configures…
This study compares two ways to build multifactor equity portfolios. Integration ranks securities by a combined score and selects those with strong exposure across the target factors. Mixing first builds separate single-factor portfolios, then allocates…
The document outlines NautilusTrader’s architecture for defining custom data in Python or same-binary Rust, then routing and persisting it through common runtime interfaces. Both approaches use a shared outer CustomData wrapper and DataType identity. Runtime…
This proposed Chinese equity screen looks for stocks in a metaverse concept group with prior-day actual turnover between 3% and 28%, alongside positive net buying attributed to major participants during the auction. The post frames the turnover range as a…
This brief note introduces a simple order-management class for trading systems. Its listed operations cover closing all open orders, closing only buy or sell positions, deleting pending orders, and counting total or side-specific open orders. The example…
This description explains a trading-platform utility for reviewing open BUY and SELL positions and applying take-profit changes to selected trades. The panel orders positions by price, displays up to five on each side, and lets the user select positions with…
The document asks how to rebalance an existing stock portfolio to a fixed target weight per holding. Its proposed sequence is to sell positions removed from the selection, adjust retained positions back to the target allocation, and then buy newly selected…