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 document explains Hyperliquid request limits for REST, WebSocket, explorer, and EVM JSON-RPC interfaces, alongside limits tied to individual trading addresses. It distinguishes per-IP request weights from address-based action limits, describes how batch…
The document outlines an intraday SPY strategy that buys after price dips at least 0.15% below VWAP and then returns above it. A research agent checks minute bars hourly beginning at 10:00 ET, while a trading agent enters when the bounce is identified and no…
This reference explains the Trade object used by Freqtrade to represent a persisted position and the Order objects attached to it. It catalogs fields for pair, direction, entry and exit rates, stake and asset amounts, timestamps, profit, leverage, order…
The tool estimates the risk associated with a proposed position by combining its lot size with a chosen stop-loss level. A user marks a virtual stop on a chart, then receives a percentage risk estimate and a monetary risk figure. The inputs also distinguish…
The article outlines market, liquidity, credit, operational, and systemic risks in cryptocurrency trading, then presents four basic controls: position sizing, risk/reward assessment, stop-loss and take-profit orders, and diversification across tokens. It…
MT4Orders QuickReport is a browser-based reporting tool for trades from MT4, MT5, and virtual testers. It moves report calculations and chart generation into JavaScript and paginates large reports. The described views include profit and loss over time,…
The document outlines a tick-driven Expert Advisor that compares the current price with the price observed on the preceding tick. It identifies two static variables as the core implementation idea: because a static variable retains its value after a function…
This overview surveys ways institutions can seek yield in decentralized finance, including lending, liquidity provision, staking, and yield farming. It outlines the main exposures associated with each: smart-contract and liquidation risks in lending,…
This script is intended to close part of a buy order that is already in profit while leaving other running orders open to pursue their target profits. Its described role is a position-management operation: realize some gains from a profitable buy without…
This trading example describes calculating a buy position size from a chosen percentage of account equity at risk and a stop-loss distance. It then checks whether the calculated size is valid and whether the account has enough funds to open it. If the…
The author questions whether FMZ is worthwhile when moving a strategy from backtesting to live trading. They describe having to rewrite or adapt functions because exchange APIs differ, backtested functions may fail in live use, and tasks such as placing…
The i-Spread indicator displays recent minimum and maximum spread values across several lookback windows: the last hour, four hours, and day. It also plots two additional lines for the minimum and maximum spread observed on the current bar. This can help…
The document describes a helper function that generates a 64-bit magic number from a financial instrument, chart timeframe, and prefix index. Such identifiers can distinguish automated trading instances, including multiple strategies running on one chart.…
This Backtrader example implements a simple moving-average crossover strategy. It buys when the closing price crosses above a simple moving average and sells when it crosses below. A long-only setting suppresses short entries, and a configurable stake…
This indicator plots historical trades directly on a chart. For each order, it displays the opening time and price, the closing time and price, and profit measured in pips. The stated purpose is to help traders review past orders visually, whether those…
This migration guide explains changes users must account for when moving HftBacktest strategies and data from version 1 to version 2. The key control-flow change is that functions such as the event-advance operation and order submissions now return status…
This article introduces an automated arbitrage approach that compares prices on Balancer, an Ethereum automated market maker, with prices on centralized order-book exchanges. It describes a bot that monitors for differences and can buy on one venue while…
The document describes a simple monitoring technique for automated trading systems: capture and save a chart screenshot when a trade is placed. A trader can later inspect the chart to see the indicator conditions and market context present at that moment.…
This stock-screening approach combines three signals: membership in the metaverse theme, positive net buying by major participants during the opening auction, and evidence of institutional accumulation. The article describes these as ways to target a popular…
This tutorial extends a basic grid strategy to several cryptocurrency spot pairs and focuses on the engineering decisions needed to run it. It covers retrieving aggregated quotes and account balances, tracking assets and performance by pair, and assigning…
This indicator uses the ColorMETRO_DeMarker oscillator to suggest when to place pending orders. A channel is bounded by thick pink and red lines, and a fast gray oscillator line provides the trigger: the described setup occurs when that line moves beyond the…
This tutorial outlines a mean-reversion approach to calendar spreads in ETC futures. It defines the spread as the weekly contract price minus the quarterly contract price, samples it on a five-minute cycle, and pairs the contracts in a one-to-one ratio. The…
This description explains a limit-order market-making strategy based on the Avellaneda–Stoikov framework. It sets a reservation price and optimal bid-ask spread using estimated volatility, order-book liquidity, inventory relative to a target allocation, the…
This guide catalogs implementation mistakes that can distort trading decisions or break a Lumibot strategy. It explains why backtests should use simulated time and completed candles, why persistent assets belong in strategy variables, and how to handle…