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 article describes an A-share overnight trade designed around the T+1 settlement rule: buy after 2:30 p.m. and sell at the next session’s opening auction or first moment, regardless of profit or loss. Its six filters seek stocks rising 3% to 5% that day,…
This research summary describes an A-share market-impact model intended to narrow the gap between simulated strategy returns and realized portfolio returns. It argues that applying one fixed slippage rate cannot reflect how impact varies across stocks,…
This essay explains the distinction between zero-sum and negative-sum trading. Before costs, one participant’s gain in a transaction corresponds to another participant’s loss; after commissions, spreads, or other fees, the combined outcome for traders is…
This Chinese equity screen selects main board stocks with a daily amplitude above 1, an opening gain greater than 1% relative to the prior close, and a top-five rank by auction trading value. The proposed combination targets active stocks showing both price…
This document presents a code-heavy Chinese equity strategy built around a third-party stock screener. It describes buying candidates from the screen, limiting the portfolio to a fixed number of holdings, and checking positions once per day. A position…
This document describes a small cross-platform library for comparing floating-point values used in trading code. Its comparison helper applies a chosen precision so that prices or quantities can be checked against thresholds without repeatedly calling a…
This guide explains how a backtest engine turns each OHLCV bar into four synthetic book updates, processes resting orders along that path, and dispatches the completed bar to strategies afterward. It covers timestamp conventions, venue and book requirements,…
This short Chinese-language post asks how to retrieve position data from a CTP trading gateway. The author shows a connection sequence that loads gateway settings, initiates a connection, pauses for login and initial contract, account, and position queries,…
This brief Chinese forum reply addresses a user whose CTP connection is failing without producing log output. It explains that an “inactive front end” status means the CTP server is currently unavailable, and suggests trying again during trading hours. The…
This forum exchange addresses a connection failure encountered while following a VeighNa tutorial on retrieving option quotes through the CTP interface. The questioner has authorization for a futures broker’s test account and asks whether completing…
This example shows how to configure a live trading node to test order handling on the Deribit testnet. At startup, the built-in tester can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. It…
The document describes an Expert Advisor that trades signals from the BSI indicator. A signal is generated when a bar closes and the indicator histogram changes color. The system requires a compiled BSI indicator file, and it notes that a supporting trade…
The document explains a grid trading executor that places buy and sell orders at evenly spaced prices between configured bounds. Each level has an order amount and take-profit target; the executor can handle spot or perpetual futures. It tracks level states…
This note outlines a stock screen using daily price activity and trading volume. Its stated conditions are an intraday amplitude above 1, current volume above 10,000 lots, a higher open, and previous-day turnover above 60 million. The accompanying discussion…
The guide explains how to configure Hummingbot Strategy V2 controllers to run market-making strategies for multiple trading pairs through one generic script. It walks through creating a separate controller configuration for each pair, setting values such as…
This MetaTrader 4 expert advisor is designed as a chart-side control panel for manually managed trading. It displays the symbol, timeframe, account leverage, current spread, selected lot size, estimated tick value, required margin, and the profit or loss and…
This brief forum exchange answers whether data sources for VeighNa, an algorithmic trading platform, are free. One user reports authentication errors while trying credentials from an example configuration for a Tushare integration. A respondent explains that…
This script creates order labels from per-stock historical backtest data, then saves the resulting records in training, validation, test, and combined datasets. It rejects a stock’s data if it is empty, contains missing values, or has very small minimum…
This guide explains how to inspect an AI agent’s decisions during backtests and live or paper trading. It describes per-run Parquet records, per-call JSON traces, summary logs, and machine-readable artifacts. These records expose prompts, tool calls and…
This script description covers opening a position with stop-loss and take-profit distances specified in points from the current price. Its money-management input is intended to set deal volume in relation to the account deposit, expressing the funds used in…
This indicator defines the Asian session high and low and plots them as horizontal reference levels. During the London session, it watches price action near those levels and signals confirmed breaks and retests. The described use is manual scalping around…
This post describes a macOS setup problem connecting VeighNa’s CTP interface to a futures broker. The reported symptoms are an initial 4040 error followed by repeated 4097 errors. The author says the broker’s troubleshooting materials targeted Windows, while…
The document describes an Expert Advisor that places pending orders in both directions shortly before a scheduled economic release. If an order activates, the system trails its stop loss; after the release window, it removes pending orders that did not…
This tutorial introduces exchange API calls for retrieving account details, ticker data, historical candlesticks, and market depth. It explains that a primary exchange object refers to the first exchange in an array, and illustrates polling ticker data in a…