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
A user asks whether the Guotai Junan edition of the VeighNa trading platform supports immediate-or-cancel orders. The reply says that this edition does not provide IOC support. This is a concise platform capability detail that may matter when configuring…
The document outlines a rule-based strategy for the Tianhong ChiNext ETF, using recent closing prices to create a reference price and comparing the current price and volume with that reference. It describes buying after a large decline and selling after a…
This retrospective contrasts rule-based stock selection with machine-learning ranking and describes backtesting as a way to evaluate a strategy on historical market data. Its central caution is that a strong fit on a small sample can reflect an irrelevant…
This document describes an expert advisor that trades using signals from the T3MA-ALARM indicator. It explains that the advisor was rewritten from an earlier MQL4 version and identifies the indicator as its signal source. No entry rules, signal calculations,…
A trading-system forum discussion explains why a conventional CTA strategy that works on outright futures may fail when applied directly to exchange-listed spread contracts. The reported symptoms include missing backtest data and occasional trades with…
This release note describes changes in OctoBot 1.0.2. ChatGPT strategy profiles can now be backtested for some settings using prompts precomputed from historical exchange-pair data downloaded by the service. The ChatGPT profile also shifts from daily trading…
This brief troubleshooting exchange addresses a KeyError in a trading strategy. The suggested first step is to inspect the value represented by the variable `s`, since the exception may arise when that value is used to look up a position that is not present…
The document explains how to measure Expert Advisor runtime in MetaTrader 5 while excluding delays that can distort the tester’s reported duration. It distinguishes total run time, which can include history synchronization and tick preprocessing, from net…
This document describes a MetaTrader indicator that displays how much time remains before the current candle closes. Users can adjust its display color, size, and chart corner, and can optionally show server time. The third version adds an audible alert when…
This guide explains how to turn a trading idea into a Freqtrade strategy, from generating a template to defining indicators, entry and exit signals, stop losses, and optional position adjustments. It describes how Freqtrade represents candle data in pandas…
This article explains how market orders and limit orders interact in an electronic market. Limit orders state a desired price and add available liquidity to the limit order book; market orders seek immediate execution against that liquidity and consume it.…
This technical note explains how to add alert delivery to a MetaTrader indicator that already stores buy and sell signals in indicator buffers. It describes configurable inputs for selecting the signal bar, enabling sound, setting an alert count, and turning…
This reference explains how to connect to Binance Spot Testnet market data streams, subscribe or unsubscribe during a session, query subscriptions, and interpret common request errors. It describes raw and combined stream formats, connection and message…
This forum question concerns modifying a portfolio sell routine so that, when the stock allocation exceeds 60% of total portfolio value, the excess exposure is reduced by selling holdings from the bottom of a ranking. The supplied code builds a set of…
The document is a user’s request for help translating indicator values and candle direction into strategy conditions. The proposed rules are to open a long when a bullish candle aligns with a red volume bar, and to open a short when a bearish candle aligns…
This comparison explains differences between TqSdk and vn.py that matter when adapting existing trading strategies. vn.py is presented as an integrated package with market data, trading connections, storage, and interface components. TqSdk instead uses…
This article outlines a two-part FMZ design for forwarding futures position changes from a reference account to one or more synchronizing accounts. A template library runs inside the reference strategy, records initial long and short position amounts, checks…
The article discusses data integration challenges when developing strategies across US equities and forex. It highlights differences in update speed, price conventions, and data formats, arguing that timestamp misalignment and latency can create gaps between…
This discussion explains a mismatch in which a simulated trading run produces no signal even though a backtest does. The reported cause is a SQL query using a one-row lead on closing prices. At date t, that field requires the closing price from t+1, which is…
This description covers four MetaTrader 5 scripts for opening short positions with stop-loss and take-profit levels set in points from the current price. Two variants send the position and attached orders together, intended for brokers with nonzero spreads…
This MetaTrader 4 tool places pending buy and sell limit orders at a retracement distance from the Parabolic SAR value. For a sell limit, the reference is the bid price; for a buy limit, it is the ask price. The retracement distance, position size, stop…
This forum response offers a troubleshooting sequence for multiple VeighNa strategies that appear to stop responding. It recommends checking whether logs continue, adding output in tick or bar callbacks to confirm incoming data, verifying that a strategy is…
This document describes an MT5 chart indicator that displays broker-provided information about the selected symbol and market. It covers live prices, spread, market status, contract size, lot limits, tick value, margin details, swap values, trading mode, and…
This document explains a strategy lifecycle callback invoked when a broker reports a partial order fill. The callback receives the updated position, order, fill price, newly observed fill quantity, and options multiplier. It can support quantity-sensitive…