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.
9,797 documents
The document presents a long-only breakout and momentum system for Nasdaq instruments on hourly and four-hour charts. It builds a composite signal from normalized price momentum and a short-term upward impulse, giving the impulse component greater weight. An…
This example describes a futures strategy using the Volume Price Trend (VPT) indicator on daily bars. It updates VPT by adding volume multiplied by the latest percentage price change, then compares the current value with a moving average. A trade is…
The post raises a futures backtesting issue: unusually large drawdowns may coincide with price gaps when the lead contract changes. The author wants to identify roll dates and avoid trading on those dates, but the post does not provide a method for detecting…
This weekly report assesses Chinese equity-market sentiment after a sharp March decline and a subsequent rebound. Its composite sentiment score rose from 38 to 51, while the authors judged that near-term further weakness had become less likely, despite…
This forum post reports a rejected Bitcoin sell order on an OKCoin futures account. The submitted quantity was 5.99 BTC, and the exchange response said that the order quantity must be a multiple of the lot size. The accompanying logs show the displayed…
This guide outlines a workflow that combines TQ EDB market and indicator data services with Coze as a conversational research assistant. After adding the EDB skill, a researcher can describe a task and request data retrieval, idea checks, simple backtests,…
This script configures WtCtaOptimizer to run parameter searches for a Dual Thrust strategy on a China Financial Futures Exchange index futures contract. It fixes inputs such as bar count, bar interval, lookback days, and contract, then varies the strategy…
The document explains crypto futures as contracts tied to an underlying asset, contrasting them with spot trading. It describes how traders may take long or short positions based on an expected price rise or fall, and illustrates a short trade in Bitcoin:…
This guide describes a workflow for moving historical daily futures bars from Ricequant into a local VeighNa database backed by MongoDB. It first uses Ricequant’s research environment to retrieve listed futures contracts and daily price fields over a chosen…
This market commentary interprets crypto options conditions ahead of the U.S. election, focusing on Bitcoin and Ethereum realized volatility, implied volatility, skew, term structure, and relative performance. It describes realized volatility as stable while…
This reference explains how to model an exchange-defined crypto futures spread as one tradable instrument. It lists required metadata such as the underlying asset, quote and settlement currencies, venue symbol, strategy type, activation and expiration times,…
The forum exchange addresses whether a backtest for Shanghai Futures Exchange instruments needs to distinguish between closing a position opened the same day and closing one opened earlier. The question comes from a trader analyzing fill prices in a trade…
The document describes a chart indicator for tracking open-to-close gaps across the current day and the prior three sessions. It marks the previous session’s close as a potential gap level, checks whether later session ranges have crossed earlier gap levels,…
This article walks through a deliberately random directional strategy for dYdX. It selects long or short entries with equal probability, uses fixed profit and loss thresholds to exit, and increases the next order size after a loss while resetting size after…
A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…
This forum exchange clarifies how VeighNa’s CTA strategy state file is used during initialization. A strategy first derives variable values from historical data and indicators, then reads saved JSON data to overwrite corresponding strategy variables.…
The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…
The document explains how conditional stop-loss and take-profit orders work for futures positions on Kraken Pro. A stop loss is intended to close a position if the market moves adversely through a chosen level; a take-profit order closes it at a specified…
This example demonstrates an iceberg-style execution workflow for a futures contract. The trader chooses a symbol, a total volume, minimum and maximum order sizes, and a buy or sell direction. A target-position task manages orders toward the desired net…
The document summarizes a study of deep value episodes, defined as periods when the valuation gap between cheap and expensive securities is unusually wide relative to its history. The study examines individual stocks across global markets, equity index…
This market commentary surveys crypto conditions around the period following Ethereum’s Shapella upgrade. It describes a permit-signature scam risk: gasless token approvals can look like ordinary wallet signatures, making it difficult for users to recognize…
This script builds a universe of Binance futures contracts using 24-hour ticker data and exchange metadata. It joins weighted average price and quote volume with contract onboarding date, price tick size, and order quantity constraints. It then excludes…
This guide explains how to enable a trading gateway in VeighNa Station or load one from a startup script, connect through VeighNa Trader, and view account, position, order, trade, and contract information. Gateway settings can be edited in the application or…
This forum exchange discusses discrepancies in daily bars built from intraday data using VeighNa's PortfolioBarGenerator. A user reports that bars formed with a presumed close near the end of the session show the previous day's date and that live synthesized…