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 Expert Advisor trades on every tick within the current bar and allows only one open position at a time, making it suitable for either hedging or netting account modes. A sell signal occurs when the main Stochastic line on the current bar is below its…
This short platform discussion addresses why a strategy may appear to buy and sell on the same day despite China’s T+1 stock-trading convention. The suggested code adjustment is to make the sell conditions refer to currently held instruments rather than the…
The document summarizes research on how high-frequency trading in equities affects liquidity in options on those stocks. The study combines Nasdaq HFT records with options transaction data and other market data for 103 stocks, then uses instrumental-variable…
The document describes a MetaTrader 5 expert-advisor utility for retrieving an active trade by its position in the recency order. It defines active trades as market orders and excludes pending orders. An index of zero selects the latest active trade;…
This guide explains how to configure OctoBot’s GPT interface and evaluator to use a language model for trading-related predictions. It covers adding an API credential for the hosted service, setting a custom LLM base address for another compatible server,…
The document describes a trading tool that opens a buy position using a specified cash amount rather than a user-entered lot quantity. The tool calculates the corresponding lot size and submits the trade. Its fixed deal amount setting controls the intended…
The iStochKomposter higher-timeframe signal indicator displays the direction or signal generated by a stochastic-based indicator for a selected bar. It uses configurable stochastic periods, smoothing, price field, and overbought and oversold levels, with a…
The Hyperfork Matrix extends Andrews Pitchfork analysis from three swing pivots. It plots a median line and parallel tines, with Original, Schiff, and Modified Schiff variants that differ in how the anchor is positioned. Pivots can be detected automatically…
This developer guide explains how an exchange connector tracks orders and reports their state changes to trading strategies. A buy or sell request returns a client-side identifier promptly while submission proceeds asynchronously. Tracking should begin…
This Chinese-language forum thread raises an implementation issue in quantitative trading software: a contract can be dynamically subscribed to through the engine and strategy code, yet its market data may not arrive at the strategy. The original poster says…
This introductory guide explains how an exchange order book records bids and asks and how its matching engine fills orders. It connects liquidity and order-book depth to the price impact of market orders, defines the bid-ask spread and mid price, and…
This reference explains the order-pending-update event used after a system sends a modify-order request. The execution engine applies the request to the order, updates its cache, and publishes the event while waiting for the venue to acknowledge the change.…
This document describes Binance’s SBE WebSocket feeds for spot market data, including trades, best bid and ask updates, incremental depth changes, and partial book snapshots. It explains how to connect to one or multiple streams, authenticate with an API…
This introductory post explains cryptocurrency trading and presents general reasons a trader might use an automated trading bot. It describes bots as tools that can execute preset rules continuously, which may reduce the influence of fear or greed and free a…
This short platform discussion addresses whether a backtest can sell existing holdings at the open and use the proceeds to buy other stocks at that same open. The questioner reports that setting both order prices to the open did not make sale proceeds…
This document describes an expert advisor designed to monitor a trading account against daily loss limits. It uses a two-stage response: at a warning threshold, it partially closes the worst-performing open position to reduce exposure; at the hard daily…
This expert advisor description specifies four simple moving averages: periods 1 and 8 on both H1 and H4 timeframes. It does not explain how the readings generate entry or exit signals, so the strategy rules cannot be reconstructed from the description…
The document describes a MetaTrader 5 monitoring indicator that continuously displays the current spread and tracks minimum, maximum, and average spread values. A history graph can help users spot sudden increases and periods of unstable trading costs.…
This case study describes a hedge fund seeking to add digital asset strategies and the data infrastructure needed to research and trade them. Its requirements included real-time and historical market data, high-volume feeds for algorithm development and…
The post asks how to adapt a portfolio-selling routine so that, when the equity allocation exceeds 60% of total portfolio value, the excess exposure is sold from the lowest-ranked holdings. The supplied routine builds a set of currently held securities,…
This example demonstrates borrow conflicts that can occur when Python actor callbacks reenter signal operations in a backtesting engine. A subscribing actor subscribes during startup and, in the signal scenario, publishes a nested signal from its callback…
This explainer describes exchange API keys as credentials that let trading software interact with a cryptocurrency account without using the account email address or password. The stated bot functions include reading portfolio balances and retrieving,…
This guide surveys ten cryptocurrency trading bot platforms, describing their strategy types, free-plan restrictions, and usability. It introduces bots as software that connects to exchanges and executes predefined rules, then compares offerings that include…
This document introduces a series on building a multi-currency Expert Advisor that coordinates several trading strategies in one system. The design aims to make parallel strategies easier to manage on a shared trading account. The articles describe a…