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 strategy trades five-minute Dow index bars when a bullish or bearish engulfing candle forms with a body exceeding a multiple of average true range. Two Bollinger-style bands, calculated from moving averages and standard deviations, provide trend…
This forum exchange explains that a VeighNa CTA strategy’s operating interval depends on its implementation. A strategy can react to each incoming tick, process one-minute bars formed from ticks, or aggregate those bars into longer periods using a bar…
This guide explains how to use TargetPosTask to move a contract’s net position toward a requested target. Create one task per contract, set a positive, negative, or zero target for long, short, or flat exposure, and keep calling the update loop so the task…
This Hummingbot guide explains how to cap the amount of a token that bots may use from an exchange or wallet. The feature is useful when multiple bots share an account and token, since it can constrain each bot’s usable balance. The guide describes setting a…
This diagnostic note explains how a trading platform’s server clock, TimeCurrent(), can behave differently from the computer’s local clock, TimeLocal(). The server time may stop advancing when no market tick arrives, or move backward after events such as…
This document describes a data-conversion workflow for preparing Hyperliquid market feeds for HftBacktest. It reads timestamped stream records, handles trade and level-two book messages, and converts them into typed depth and trade events using configurable…
The document introduces file handling in MQL as a way to write price values to local storage. It identifies a file-based trade copier as one possible application, where a program can save information for another process to access. It also describes using…
The document reports a historical test of a long-only EURCHF strategy on 15-minute bars, covering a short period in early 2014. Its listed settings include one-lot trades, a stop loss, a take profit, and a trailing stop. The report shows 67 completed trades,…
This example shows a simple stock-trading routine in the Tonghuashun research environment. At the opening auction, it closes every existing position, then submits orders to allocate one third of the portfolio to each of four specified A-share stocks. The…
This forum response outlines a debugging process for a cancel-all issue in VeighNa. It recommends confirming that the cancellation method is reached, logging active orders, checking their statuses, and issuing individual cancellation requests for orders that…
This Chinese equity screen selects stocks associated with the metaverse theme when the previous day’s actual turnover rate is between 3% and 28% and floating shares do not exceed 5.5 billion. The turnover band is presented as a way to focus on stocks with…
Hummingbot release 1.18.0, dated July 24, 2023, introduced platform and connector changes relevant to automated trading. The release upgraded the software to Python 3.10, added direct Uniswap pool quoting through QuoterV2 as an alternative to router-based…
This overview surveys the use of large language models and other AI methods across quantitative investing. It describes extracting sentiment and information from financial text, combining text with time-series data for market and risk forecasts, supporting…
This practitioner essay presents risk management as a process spanning strategy research, deployment, live operation, and review. It recommends examining a strategy’s behavior in severe historical drawdowns, including whether losses remain controlled,…
The document describes a MetaTrader expert advisor that closes open positions for the current chart symbol once server time has passed a configured deadline. Its input settings include the closing time and a maximum permitted price deviation, expressed in…
This MetaTrader 5 expert advisor evaluates price action on each new bar and trades three patterns: pin bars, engulfing candles, and inside bar breakouts. It can check signals against historical support and resistance, and its configurable moving average…
The Rust module outlines a connector for Binance USD-M futures that combines market data subscriptions, user account updates, and order management. It reads connection and credential settings from configuration, tracks registered symbols, and starts…
The document reproduces a pandas performance warning raised during a backtest while data is being written to HDF storage through PyTables. The warning says that a block of columns contains mixed object types that PyTables cannot map directly to its native C…
This Chinese-language tutorial builds a simple automated moving average crossover strategy and explains its main loop, account queries, trade actions, logging, and polling interval. It uses separate fast and slow period settings for entries and exits, with…
The article compares retail algorithmic traders with institutional quantitative funds across trading capacity, market impact, strategy crowding, leverage, liquidity, information access, risk oversight, investor obligations, and technology. It argues that…
This broad educational overview introduces mathematical tools used in stock analysis and algorithmic trading. It covers descriptive statistics, including measures of central tendency and dispersion, and explains how visualizations can help reveal…
The discussion explains that VeighNa 2.7 does not provide built-in save-and-restore support for variables in spread trading strategies, even though CTA strategies have a dedicated data file. As a workaround, a community reply suggests saving selected values…
This overview introduces seven sorting methods that may be useful when strategy code needs to order data: quicksort, merge sort, heapsort, selection sort, bubble sort, insertion sort, and Shell sort. It describes the central steps of most methods, including…
This technical guide explains how NautilusTrader’s Interactive Brokers adapter connects to Trader Workstation or IB Gateway for market data, order execution, instrument discovery, and historical requests. It covers socket access, paper and live connection…