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 MetaTrader indicator is intended to help time the placement of pending orders using the ColorMETRO_Stochastic oscillator. Two channel boundary lines frame the oscillator; a fast line that moves outside the channel and then returns inside is described as…
This article explains how liquidators can profit by repaying part of an undercollateralized Aave borrower’s debt and receiving collateral with a liquidation bonus. It introduces the health factor as the protocol’s solvency measure, describes how falling…
This forum post presents a Chinese stock strategy that reportedly produced backtest trades but no live signals. Its example queries daily stock factors for non-ST, non-suspended companies outside specified listing sectors, then applies filters for minimum…
These notes describe several practical features of futures and over-the-counter derivatives markets. They explain how central counterparties manage standardized OTC trades through margin and default-fund contributions, while bilateral trades use master…
This document explains how Hyperliquid referral codes affect trading fees and referral rewards. A trader can create a code after reaching $10,000 in trading volume. The referrer receives 10% of referred users’ fees after accounting for their fee discounts,…
The Cincin EA is described as an automated MetaTrader 5 system that chooses buy or sell trades randomly for a selected symbol. Its design wraps those random entries in user-configured controls: stop-loss and take-profit levels can use ATR or fixed pip…
This document explains a software component for executing arbitrage between two markets or exchanges. The proposed workflow validates that the selected markets have compatible trading pairs, tracks the buy and sell orders, and estimates profitability after…
This notebook excerpt describes evaluating multiple cryptocurrency pairs from grid-trading backtests. It filters for assets listed before May 2024, excluding Bitcoin and Ether, and examines a run made in June 2024 using May data. For each pair, it builds an…
This A-share selection rule first screens for turnover between 3% and 12%, market capitalization below 10 billion yuan, and companies described as having no losses. It then ranks qualifying shares by the day’s auction amount and proposes investing in the top…
This document explains a basic trailing stop for a buy position using two settings: the stop’s distance from the current price and a step threshold that limits how often the stop is changed. At first, the stop is unset. When the bid price rises enough that…
This Binance spot API reference explains general REST behavior relevant to market-data retrieval and automated trading. It covers endpoint selection, chronological responses, timestamp units, request parameters, response and error codes, data sources, and…
The document explains bracket orders as a linked entry, stop-loss, and take-profit setup. Once the entry fills, the exit orders become active and operate on a one-cancels-the-other basis. It relates this structure to support and resistance trading, including…
This Backtrader example demonstrates how to load minute-level CSV data for a chosen date range and trading session, optionally filter records to session hours, and fill missing bars within that session. The filler can assign a configurable volume to…
The document describes a trading utility for updating stop-loss and take-profit levels on existing positions. One version adjusts orders for the current symbol using distances expressed in pips, while another accepts price levels directly. A further version…
This article explains triangular arbitrage using three currencies and temporarily inconsistent exchange rates. It first illustrates how to compare a directly quoted cross rate with a synthetic rate derived through two other currency pairs. If the three…
The article presents a discretionary short-term stock selection approach for Chinese A-shares. It recommends tracking themes with broad limit-up participation and persistence, then considering entries after follow-through is confirmed. Within a strong theme,…
This meetup summary collects questions and answers on quantitative research, strategy development, and live trading. It points readers toward factor analysis, information coefficient interpretation, portfolio performance assessment, and resampling data to…
This example configures a live market-making strategy for an NVDA perpetual contract on Lighter, using NVDA equity quotes from Databento as an external signal. The strategy combines a configured half-spread with inventory and signal skew, limits position…
The document describes a MetaTrader utility that periodically writes a CSV record containing date, time, balance, equity, and margin. It is attached to a chart and stores the file in the platform’s files directory, with a note that Windows may place it under…
The document explains how to configure and run a historical backtest in the Hummingbot Dashboard. Users select a controller, exchange connector, trading pair, and strategy parameters such as leverage, quote allocation, position mode, order levels, spread,…
This article explains how commissions, fees, taxes, slippage, latency, spreads, liquidity, and market impact can alter a strategy’s backtest results. It contrasts fixed transaction-cost assumptions with linear, piecewise linear, and quadratic models. Fixed…
This script description explains how to place a buy limit order at a trigger level set a fixed distance from the current price. It also specifies stop-loss and take-profit distances from the trigger, an optional expiration period, and repeat attempts with a…
This document describes an Expert Advisor that trades signals from the ColorZerolagStochs oscillator. A signal is generated at bar close when the indicator's cloud changes color. The EA requires the compiled indicator to be installed in the platform's…
The document describes a tick-chart display tool that can show tick data for price, spread, or volume. It also states that tick data can be saved to a file and later opened in a spreadsheet or another compatible program. This makes the tool relevant for…