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 indicator uses Slow Stochastic values calculated on a selected symbol and timeframe to display a colored direction signal on a chart. It can also produce alerts, audio notifications, and mobile push messages. Users can configure the stochastic periods,…
This post proposes ranking Chinese equities by capital-flow strength while filtering for company scale and repeated limit-up sessions within a recent period. The rationale is that stronger flow may indicate investor attention, larger companies may be more…
This forum post reports a failure during VeighNa’s genetic-algorithm optimization for a strategy backtest. The traceback reaches Python’s multiprocessing pool while it tries to send evaluation work to worker processes. Serialization then fails because the…
This Python utility converts Bybit historical depth and trade files into the event array format used by HftBacktest. It reads order book updates from a zipped JSON stream and trades from a gzip-compressed CSV, creates depth, snapshot, clear, and trade…
The document describes a script for placing a pending sell stop order at a trigger level below the current price. It sets stop-loss and take-profit distances in points from the trigger and allows the trader to set order volume through a money-management…
The document explains a MetaTrader trade function that sizes positions from a risk budget and sets stop distance using the asset’s average true range. It calculates the allowed risk as a percentage of free margin, converts an ATR multiple into stop-loss…
This document explains a notification utility for trading software. It describes four message controls: showing an alert in a separate window, sending a push message to configured mobile terminals, writing a message to the log, and providing the message…
This brief programming note addresses a common Expert Advisor problem: identifying whether the system itself has open orders when the platform’s total-order count also includes orders placed manually. It introduces a boolean function called Check_Open_Orders…
This forum exchange concerns semi-automated trading with VeighNa’s CTA framework. The questioner runs a strategy without a graphical interface and wants to change parameters manually while it is active, using those changes to trigger a manual entry and…
This specification lays out a test framework for validating market data adapters. It organizes checks by data type, from instruments and order books through quotes, trades, bars, and derivatives. It emphasizes timestamp scale correctness and describes a…
This exchange model for a level-three order book simulates limit and market orders without partial fills. Resting limit orders enter a queue model when they do not cross the opposing best quote. A marketable order, or a limit order priced through the best…
This example demonstrates a basic workflow for preparing Bybit order book data and running it through a market-making backtest. It shows two conversion paths: a fused conversion for multi-level depth data and a conversion that selects a single depth level.…
This guide walks through a TqSdk workflow, from setting up an account and connecting to live quotes to reading synchronized bars, checking account and position references, and submitting or cancelling orders. Its central pattern is to create an API, request…
This reference explains two strategy lifecycle hooks for handling setup before trading begins. The before-market-open hook runs each day before the market opens; an example use is canceling outstanding orders. If a strategy launches after the market has…
The document explains how to connect VeighNa trading software to Excel through its ExcelRtd module and PyXLL. After installing and configuring the commercial PyXLL add-in, users can enable the module in VeighNa Station or load it in a startup script. The…
The document describes a trading-platform script that calculates the largest lot size that can be opened using all free margin currently available in an account. It displays the calculated size in the chart’s upper-right corner for a default period of ten…
This case study follows a live statistical-arbitrage strategy trading the residual between the EWY Korea ETF and Samsung Electronics and SK Hynix. A rolling log-price regression estimates hedge ratios; the residual is standardized into a z-score, with…
The document explains how linked spot assets move between Hyperliquid’s HyperCore and HyperEVM. A token must first be linked to an EVM contract; transfers from Core use a sendAsset action directed to the token’s system address, while transfers from the EVM…
The document describes a Reverse MACD indicator that estimates the price required on the next bar for the MACD line and its signal line to intersect. This projected crossover level may help traders approximate prices for pending orders. The idea reverses the…
The document explains how a candle feed combines historical and live exchange data to maintain a rolling OHLCV window. Traders can configure the data source, trading pair, candle interval, and maximum number of stored records, then use the resulting data…
This Chinese stock-selection note describes screening shares in the metaverse sector using an opening-session price condition and a ranking by capital-flow strength. The stated rule selects stocks whose 9:25 gain is below 6%, then prioritizes higher fund…
The document describes an automated trailing-stop manager for MetaTrader 4. It monitors open positions and, after a chosen profit condition is reached, moves the stop loss as price advances favorably. Users configure the activation point, the distance…
A brief VeighNa forum exchange describes an order-timing problem in a strategy that constructs daily bars from intraday data. The user says the daily bar is completed at the 3 p.m. close, after which an order submitted by the strategy is canceled. They ask…
The document outlines a MetaTrader 5 expert-advisor utility for retrieving a closed market trade by its position counting backward from the newest trade. An index of zero refers to the latest qualifying trade, while increasing the index selects progressively…