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 documentation explains the strategy initialization lifecycle in Lumibot. The initialize method runs once when a strategy starts and can set operating parameters such as iteration interval and how long before the close trading should stop. It can also…
This document describes a local tool for reviewing trading records produced by the Wanhe file-order system. The user selects the system’s service log folder, runs an analysis, and views account trading logs, an account equity curve, trade history, and daily…
This document describes settings for a scalping Expert Advisor presented as a retracement strategy, intended for a five-minute chart and named for EUR/USD and NASDAQ stocks. It lists controls for moving-average lengths, trade size, maximum trades, stop loss,…
This analysis describes the Profit Harvester as a crypto trading strategy built around short-term price bursts, inventory balancing, and order-book-aware execution. It estimates a smoothed market price from the top three bid and ask levels and sets buy and…
This trading script description explains a workflow for placing pending orders while sizing positions from a chosen equity risk limit. Users specify either a risk percentage or a fixed risk amount, along with broker minimum lot size, the number of positions,…
This guide describes a workflow for managing Hummingbot trading bots through its Dashboard: connect exchange credentials, review portfolio holdings, configure a strategy controller, backtest the configuration, and deploy and monitor bot instances.…
A trader asks why an order receives a successful cancellation response outside trading hours. The replies explain that an order submitted during a non-trading period may be canceled by the interface, with a response generated locally rather than by the…
The document explains how to read order book depth snapshots and update sequences to assess liquidity, possible support and resistance, and the price impact of larger trades. Comparing bid and ask stacks over time can reveal whether displayed liquidity…
This note describes adapting code from the Encog project to export selected trading indicator values to a CSV file in MetaTrader 4. The original code gathered data, wrote it to a file, and then processed it in real time after optimization; the adaptation…
The article explains backtesting as a way to replay trading rules on historical data, check whether signals and logic behave as intended, and expose strategy defects before deployment. It emphasizes that historical simulation can test market assumptions, but…
This teaching example outlines a basic arbitrage strategy for digital-asset spot markets across multiple exchanges. It gathers account balances and quotes, adjusts buy and sell prices for exchange fees, and compares venues to find opportunities to buy on a…
The document shows a sell-order function that calls an exchange API inside a try/except block. The reported order is rejected because its limit price is below the stated minimum. The author expects the rejection to enter the exception handler, which cancels…
The document explains the role of a trading mode in an OctoBot strategy: it creates, maintains, and cancels exchange orders, while evaluators can send signals that prompt the mode to act. This separates signal generation from order handling. Some modes,…
This document describes a small cross-platform library for comparing floating-point values used in trading programs. It wraps comparisons such as greater-than and equality so that prices can be checked at a chosen precision, including when deciding whether a…
This documentation explains the precision limits for prices and order sizes on Hyperliquid. Prices may use up to five significant figures, subject to a maximum number of decimal places determined by the market type and the asset’s size precision. Integer…
This reference describes signed exchange actions for trading and account management on Hyperliquid. It explains how asset identifiers are derived from perpetual and spot metadata, and how subaccounts or vaults are accessed through a master account with a…
This tutorial introduces the FMZ quantitative trading platform’s core workflow for writing automated strategies. It explains how REST requests differ from WebSocket subscriptions, how platform APIs are wrapped into a common interface, and how to choose among…
This community post describes a problem with sell orders that do not fill during a tick-level backtest. The author reports trying several order-price choices, including the latest tick price, a stop order, a zero price, and a price four units below the…
This framework overview explains lifecycle methods: functions the trading engine calls at defined points to initialize and run a strategy. A user-defined strategy must implement the trading-iteration method, which the engine calls repeatedly and which is…
This project presents a prototype for managing supply and demand zones in an automated trading framework. Qualified zones retain information about their lifecycle, structural quality, and interactions with price. A decision engine applies validation filters…
This document explains a MetaTrader expert advisor that closes open trades for the chart’s symbol when price reaches a moving average. In Stealth Mode, buy trades close when the bid is at or below the average, while sell trades close when the ask is at or…
The document explains Hummingbot’s configurable tick size, the interval at which its clock calls strategy components for another iteration. Connectors and strategies inherit from a time-iterator component, and the clock notifies these components on each…
This meetup note surveys several topics in equity quant work. It outlines reversal-factor ideas based on recent returns, technical indicators such as RSI and Bollinger Bands, and fundamental changes such as valuation or a return to profitability. It suggests…
The document outlines ways to compare blockchain activity and use cross-chain data in trading research. It proposes converting transaction volume into a common currency, aligning observations across networks in time, and adjusting measurements so activity…