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 description outlines an automated breakout approach using price range, moving averages, and Keltner channels. A long entry requires price to break above the channel, a candle to meet a specified minimum length, and price to be above a moving average.…
The document describes an Expert Advisor that mirrors trades from selected strategies or manual trades within the same hedging account. In its default inverse mode, it swaps buy and sell directions, reverses stop-loss and take-profit roles at the same price…
This post describes a short-term China equity screen for stocks whose prior-day price amplitude exceeds a threshold, that appeared on the previous day’s trading activity list with buy value greater than sell value, and that are outside the STAR Market. The…
This article explains a contrarian rebalancing strategy that keeps a Bitcoin position and cash at roughly equal market values. It begins with the broader stock-and-bond allocation idea, then applies it to a BTC account. When the asset values diverge beyond a…
The article distinguishes broker internalization, described as betting directly against a client’s unforwarded order, from market making, where a firm posts two-sided prices and supplies liquidity. It explains that a broker routing a client order to…
This guide shows how to assemble and run a Rust live-trading node connected to OKX. It covers registering venue data and execution adapters, configuring a trader and account, adding a grid market-making strategy, and supplying credentials through environment…
This essay describes quantitative trading as the automated execution of investment models designed and assessed by people, rather than as an independent mechanism for discovering profitable strategies. It emphasizes that rule-based systems can apply…
This post describes a Chinese equity selection rule that ranks stocks using a proxy for capital participation: yesterday’s turnover multiplied by the ratio of today’s auction volume to yesterday’s volume. It proposes keeping values within a stated band and…
This MetaTrader 4 example describes an expert advisor that monitors the combined floating profit or loss of open market orders sharing a configured magic number. It exposes a profit target, an optional loss limit, and the magic number used to identify the…
The document describes OctoBot’s exchange connectivity and distinguishes officially supported venues from community-tested ones. It says OctoBot connects through the CCXT library, so other CCXT-listed exchanges may work in principle, but only official and…
This glossary explains terminology used by the Binance Spot API, including order types, order statuses, time-in-force settings, trade and allocation fields, balances, market data, and order-list structures. It distinguishes concepts such as limit and market…
This short forum post reports that OKX simulated API v5 perpetual futures orders were rejected when submitted with fractional quantities such as 0.126. The exchange response indicated that order quantity must be an integer multiple of the instrument’s lot…
This teaching example describes a trend strategy for cryptocurrency futures using two exponential moving averages. It looks for a local peak or trough in both EMA series: matching troughs trigger a long entry, while matching peaks trigger a short entry. A…
The article describes joining the makers by placing a limit order at the current bid to buy or at the offer to sell, then waiting for execution. This can suit an investor without immediate time pressure who seeks a better entry or exit price. The investor…
This crypto trading blog page presents a comparison of two trading-bot services and frames the choice around whether a trader wants to build strategies or follow existing ones. It also summarizes a broader point: a bot automates execution, but the quality of…
This forum exchange explains a common execution issue in daily-bar backtests. A trader submits a sell order using the current bar’s closing price, but the order is evaluated for execution on the following day. Since the next opening price may differ from the…
This MetaTrader expert advisor places a sell-stop entry below the current bid, then manages the pending order and any resulting position. It exposes settings for stop loss, take profit, spread and slippage limits, trading hours, and a magic number. Its…
This document describes an expert advisor built around three simple moving averages, evaluated on every market tick. It opens a buy when the first average is above the second and the second is above the third by a specified spread threshold. It opens a sell…
The described expert advisor places buy-stop and sell-stop pending orders at specified times, using a set distance from the current price and attaching a stop-loss. Instead of submitting a take-profit order to the broker, it monitors open positions and…
The README describes a market replay framework for researching high-frequency trading and market-making strategies. It reconstructs order books from detailed market data and simulates order and feed latency, queue position, and fills. Its tick-by-tick engine…
This French-language guide explains how to run several automated crypto strategies or asset baskets through OctoBot Cloud. Its key operating rule is to assign only one strategy or basket to each exchange portfolio, which is intended to prevent strategies…
This document explains a Hummingbot strategy that makes markets on a single perpetual swap order book. It places limit bids and asks at configured distances from a reference price; fills open derivative positions rather than exchanging spot assets. Settings…
This document describes a chart dashboard that brings several technical readings together: current and higher-timeframe trend, RSI, ATR relative to its average, a recent high-low channel, average daily range usage, and spread. A combined bias label is…
This scalping indicator combines moving-average alignment with candle retracement levels to generate long and short signals. It identifies a broader direction from several simple and exponential moving averages, then looks for a bar that retraces by a…