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 post describes a live trading issue in a Binance BTC/USDT futures bot that uses two configurable EMAs to generate entries. The code enters long when the faster EMA crosses above the slower one and short when it crosses below, checking the second- and…
This document describes an Expert Advisor that uses signals from the Trigger Line indicator. A signal is formed at bar close when the indicator’s main and signal lines cross and the indicator cloud changes color. The EA depends on a separately compiled…
A forum question examines whether checking an asset's tradeability during a daily backtest is useful when the resulting order may execute on the following day. The concern is that an asset deemed tradable on the signal date could be suspended by the time the…
This tutorial describes a futures order-following bot that copies changes in a reference account’s long and short positions to additional accounts. It reads the reference account’s positions, tracks long and short quantities separately, and sends…
This interview describes a participant’s use of pure market making in the $ONE Makers liquidity bounty program. The trader reports adjusting order sizes to inventory, generally keeping spreads consistent except around significant news, and using multiple…
This roadmap outlines development work for a quantitative trading toolkit spanning Python reporting, Rust backtesting, live trading, exchange connectors, orchestration, and examples. Its backtesting topics include Level 3 order-book simulation, combining…
This tutorial explains how to configure a trading platform’s Mail function to send email alerts, using an account balance change notification as its example. It walks through the SMTP server, sender address, generated SMTP credential, recipient, subject, and…
This article explains a method for increasing the frequency of observed commodity-futures market updates by subscribing to the same contract through multiple futures-company connections. Its premise is that each feed can deliver updates at different times…
This document explains how a multicurrency Expert Advisor can detect when a new bar begins on instruments other than the chart symbol. Because OnTick is driven by ticks on the chart instrument, the EA needs to track bar start times for each symbol and…
This guide explains how an exchange API key lets trading software interact with a cryptocurrency account without using the account’s email address or login password. In the OctoBot example, the key is used to read wallet balances and to view, place, and…
This reference explains how to represent a contract for difference as a trading instrument. A CFD tracks an underlying asset without transferring ownership; the venue determines its quote currency, precision, increments, order limits, margin settings, and…
This indicator builds bands around volume-weighted average price (VWAP), using VWAP as the center in place of the simple moving average used by Bollinger Bands. It provides a way to view price relative to a volume-weighted reference and its surrounding…
This note describes ways to reduce memory use and speed up parameter tuning for an ETF rotation strategy. It recommends moving suitable calculations into SQL, loading only needed data, reusing cached data, releasing large objects, precomputing values during…
This brief event description presents a practical application of large language models to automated trading. Its central idea is a digital trader that interprets natural-language instructions and connects them to trade execution, with examples intended to…
This event outline introduces advanced FinRL development topics, including the FinRL-Tutorials project, reinforcement-learning portfolio allocation, stock trading in China’s A-share market, and ensemble strategies. It distinguishes portfolio allocation from…
The ATR_MA_Oscillator is described as an oscillator modeled on OsMA, but applied to the Average True Range. Its proposed role is as an additional exit signal: a crossing of the zero line can help close a position while seeking to retain more of its gains.…
This document describes a chart-based trading script that opens a sell position from a chosen cash amount rather than a manually specified lot size. The script calculates the corresponding lot quantity and then submits the trade, making the requested…
TuyulGAP is described as a MetaTrader 5 expert advisor for trading potential price gaps at the start of a new week. Before the Friday market close, it places opposing buy-stop and sell-stop orders around a range defined by the highest high and lowest low…
The document explains how to run tested trading programs without continuous supervision using the TqSdk environment. It covers prerequisites, configuring a live futures account, writing logs to files, closing the API cleanly, and avoiding broad exception…
This forum exchange concerns the data requirements for calculating a 200-period moving average on 15- or 30-minute bars when a strategy begins with one-minute data. The original poster is concerned that loading many one-minute records and aggregating them at…
This brief description explains a spread monitoring indicator that plots minimum, average, and maximum spread values as a histogram across chart bars. The three series use separate colors, making it possible to compare how spread conditions vary over time.…
The described expert advisor looks for a bar whose range is slightly smaller than the minimum bar range observed over a configurable lookback period. When this condition occurs, it places pending stop orders around the previous bar's high and low, offset by…
This A-share screen selects stocks associated with the robotics concept, with float market value below the stated cap and turnover between 3% and 12%. It also requires first-level bid volume to exceed first-level ask volume, using that imbalance as a rough…
This A-share screen looks for stocks with an amplitude above 1, a qualifying opening-auction price move, substantial buy orders from very large trades, and a 9:25 gain below 6%. The stated logic is to combine price fluctuation and order activity with a limit…