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 market snapshot reviews digital asset conditions across spot and derivatives markets, exchange-traded fund flows, stablecoins, and DeFi lending. It reports a shift in Bitcoin perpetual funding from negative to positive, tighter BTC and ETH spreads,…
This document explains a MetaTrader library for accessing trading transaction data throughout a program, rather than only inside the transaction event handler. It presents this as a way to make asynchronous order workflows easier to build: a program can…
This brief BigQuant forum entry asks whether an already running simulated trading instance automatically follows edits made to its original strategy definition, or remains on the earlier version. The response indicates that the running simulation can be…
A forum exchange asks how research conducted with vn.py’s alpha module can be connected to live trading and whether a matching live example is available. The reply says there is no open-source template in the discussion and outlines a minimal workflow: load…
This tutorial explains how VeighNa’s backtesting engine replays historical daily bars to evaluate an equity strategy. It walks through configuring instruments, interval, dates, and initial capital; attaching a strategy and dated signal table; loading data;…
This guide explains how to create and save a strategy in the Tq trading terminal, edit its parameters, and start or stop it. It describes a strategy management area and says parameters such as contract identifiers can be changed before saving. The guide also…
This overview describes the 2018 Hummingbot whitepaper’s case for improving liquidity in digital asset markets. It introduces decentralized market making as a way for individuals and institutions to participate in a role often handled by centralized firms,…
The document explains a basic MT5 Expert Advisor news filter for XAUUSD. It defines a list of scheduled news timestamps and checks whether the current server time falls within a configurable interval before or after any listed event. While inside that…
The document describes an MT5 script intended to identify times of day when an asset has historically moved more. It proposes calculating average movement over a user-selected number of trading days, then reviewing the result in a column chart to help day…
This forum post asks how to implement minute-level backtesting for a stock strategy that receives signals at the daily level and refines exits using intraday prices. The proposed rules would sell a holding after it rises by a specified amount and then…
This example configures a live execution tester for a DOGE perpetual contract on Lighter. At startup, it can open a position with an immediate-or-cancel market order, then maintain post-only limit buy and sell quotes offset from the top of book. It enables…
This programming note explains how an MQL5 expert advisor can retrieve recent deal information from account history without looping through every record. It selects history from a chosen start time through the current time, gets the final deal ticket, and…
This expert advisor places Buy Stop and Sell Stop orders at a user-set time of day and removes pending orders at another specified time. If either order triggers, it detects the trade event and cancels the opposite pending order, creating an OCO-style entry…
Plan X opens a position when the close of bar 1 differs from the close of a reference bar by more than a configured channel height. A move above the reference close triggers a buy by default, while a move below it triggers a sell. An optional reverse setting…
This guide explains how FMZ evaluates trading strategies on historical market data. It contrasts simulated Tick backtests, which construct intrabar price events from candles, with live-data Tick backtests, which replay collected tick, depth, and trade…
This note proposes screening Chinese A-shares for a turnover rate between 3% and 12%, excluding Beijing-listed shares, then selecting the five stocks with the largest amount traded in the day’s auction. Its rationale is that high auction activity may…
This Chinese A-share screen targets stocks in the metaverse theme with circulating share capital at or below 5.5 billion shares and a price gain below six percent at 9:25. The article presents the criteria as a way to focus on companies with a moderate float…
The document explains a manual trading panel for opening and closing positions across several instruments. Users select symbols, volumes, and trade directions in separate fields; unselected symbol boxes are ignored. When a symbol changes, the panel updates…
The document describes a simple trading indicator for changing the stop-loss price across all positions associated with the currently selected symbol. The user sets a target stop price, and the script applies that price to the positions as a group. This is a…
This short forum exchange addresses how to inspect and debug backtests in the Elite trading environment. A beginner asks about getting output in the console or a log file, starting backtests from the command line, and using an editor with breakpoints. One…
This article outlines a directional strategy for Chinese equity index futures based on a schedule of daily long, short, or no-trade signals prepared in advance for the week. It describes opening an initial position around 10 a.m., adding to it around 2 p.m.…
This tutorial explains how an Expert Advisor can detect the start of a new candle in MetaTrader, where tick events are available but there is no separate default event for a new bar. Its method stores the opening time of the current bar and compares it with…
The document briefly describes a grid trading robot that places pending orders at equal price intervals. When the market moves against an opened lot, it places an order in the opposite direction with a larger lot size. The robot begins with a minimum lot…
This forum post raises a position-reconciliation problem in a portfolio strategy. The example begins with a short position of twelve contracts and a target holding of ten long contracts. The intended sequence is to close the short and then open the long, but…