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 technical reference explains how simulation modules are configured and run within a backtesting exchange. It distinguishes declarative configuration, which accepts built-in modules and language bridges, from linked native configuration, which can hold…
This forum post asks how to monitor whether exchange limit orders have filled in a JavaScript trading loop. The example repeatedly requests the open and closed order list, checks for closed orders, logs fill details, and also processes webhook commands and…
This short platform discussion distinguishes a backtest’s pre-market processing from live or simulated trading. In a backtest, the pre-market step may access the current day’s opening price, allowing a rule to use that price to decide on afternoon trading…
This article examines stop-loss decisions in frequently trading strategies, especially market making. It describes a method that adjusts order submission probabilities when market direction appears unfavorable, cancels resting orders, and tracks the…
This short note concerns implementing a linear weighted moving average (LWMA) more efficiently. It says that a common implementation uses loops and becomes slower as the calculation period grows. The author presents an alternative version intended to avoid…
The document describes a mean-reversion strategy for international equity ETFs. It builds dividend-inclusive cumulative return series normalized to a common starting value, ranks candidate pairs by the sum of squared differences between their normalized…
A price ladder presents market prices alongside the depth of market (DOM), letting traders observe order-book activity and manage orders directly. The article describes it as a way for market makers, arbitrage traders, and scalpers to monitor several markets…
The discussion addresses a user who sees a cloud task appear stopped after reopening a browser and asks for more detailed logs. The platform response says closing the browser does not stop the program running in the cloud, but output logs cannot be…
This document explains a simple automated Forex strategy driven by the crossover relationship between short- and long-period moving averages. When the short average is above the long average, the EA treats the market as bullish, closes any sell positions,…
This introduction explains arbitrage as buying an asset in one market and selling it in another to capture a price difference. A banana-trading example illustrates the basic economics, while a USD-JPY example shows how a trade on one exchange can create a…
This configuration specifies a reinforcement learning setup for order execution using Proximal Policy Optimization. It defines a categorical action interpreter, a recurrent network, and a full-history state representation built from intraday and prior-day…
The article explains an Expert Advisor approach that closes trades when current profit reaches a currency-denominated threshold, instead of setting a take-profit distance in pips. It shows how to count open orders and sum their profits, optionally filtering…
This forum exchange concerns running an options strategy in a SimNow simulated environment. A user reports receiving ticks for the IO options contract but not for the underlying, and says a data subscription call returns false. Participants suggest using IF…
This short description explains a chart-operated order-placement script. The trader drops it at a price level, and the script compares that level with the current market price to choose an order direction. A level below market leads to a sell order and a…
The document describes an order-flow indicator that monitors the rate and density of market data updates rather than relying only on cumulative volume. Its proposed method compares incoming tick activity with a moving baseline and its standard deviation,…
The described automated strategy begins by placing a Buy Stop and a Sell Stop with specified expiration times. It then aims to manage only one open position: if both positions open, the system deletes them. This creates a paired pending-order setup intended…
The document explains a Line Break indicator that draws reversal boxes over the price chart, using the current instrument and timeframe. It adds a minimum box size, excluding reversal boxes, which makes its behavior similar to Renko charts while remaining…
This Freqtrade documentation page describes strategy customization features beyond basic entry and exit signals. It explains how to store small JSON-serializable values persistently on individual trades, access analyzed candle data in callbacks, and use…
This short stock-screening example combines a daily turnover range of 3% to 12%, an appearance on the previous day’s market activity list, and more than one year since listing. The stated rationale is to focus on stocks with a specified level of trading…
This tutorial explains ways to extend FMZ trading strategies beyond the platform’s standard exchange wrappers. It covers retrieving raw REST responses, calling public endpoints and authenticated exchange APIs, and using WebSockets for market data and account…
The document describes using an alert indicator to receive mobile notifications when the Ichimoku Tenkan-sen crosses the Kijun-sen. It presents the crossover as a possible prompt for considering market entry or exit, and gives setup steps for MetaTrader 5…
The note explains how tick quote fields may appear when a futures contract reaches its upper price limit. In the example, the best bid price is set to the limit price and its volume reflects the quantity actually queued to buy. The best ask price and ask…
The document describes a breakout system that looks for a narrow-range candle within a configurable recent window. When a new candle appears, the system compares the high-to-low ranges of the window’s bars. If the newest bar is the smallest, it places…
The document introduces Uniswap V3’s concentrated liquidity, where providers allocate liquidity within chosen price ranges, and explains how to examine decentralized exchange activity through trade records, prices, and OHLCV aggregates. Individual trades…