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 forum post analyzes how a trading strategy’s tick callback interacts with order cancellation and order status updates in an event-driven trading engine. A cancellation request does not immediately change an order’s status: the engine waits for an order…
A trader reports that their local receipt timestamp from a CTP feed appears earlier than the timestamp on the tick, including an example with a difference of roughly a second. They initially suspect that a server-time tick should arrive after its timestamp…
The article describes adjusting hedge ratios as crypto prices, implied volatility, and liquidity conditions change. For derivatives portfolios, it suggests rebalancing futures and options exposures, including strikes and expirations, to manage directional…
The document describes a minimal expert advisor that opens market orders in a direction chosen by a random-number generator. Its stated principle is equivalent to choosing a side by a coin flip. This makes the strategy a simple example of randomized trade…
This forum exchange explains a compatibility problem that can arise when connecting standard CTP accounts alongside accounts that use a customized asset management API. Although both interfaces resemble CTP, their API libraries may differ. Replacing DLL…
This connector guide explains how to prepare a Derive account for automated trading through Hummingbot. It covers connecting a wallet, depositing assets, registering a session key, creating a subaccount, and entering the wallet address, session key,…
This guide describes a workflow for sending TradingView email alerts to OctoBot, which can use the alerts to automate trades. It outlines configuring OctoBot’s TradingView interface, generating a personal alert email address, registering that address with…
This proposed stock screen selects companies with turnover between 3% and 12%, a positive product of price change and net volume from very large orders, market capitalization below 10 billion yuan, and no reported loss. The article treats turnover as a…
The document explains a ProRealTime charting technique that draws a rectangle around the candle where price crosses a moving average, then extends the rectangle a chosen number of bars beyond the latest price. The rectangle uses the crossing candle’s high…
This brief document describes a trailing-stop module for the MQL5 Wizard that uses a Delta ZigZag indicator to manage open positions. As the indicator calculates new horizontal levels, the module moves the position’s stop-loss to those levels. The method is…
This MT5 expert advisor estimates and displays the combined monetary value associated with stop-loss and take-profit levels across currently open positions. It iterates through positions with a nonzero stop or target, uses each position’s entry-to-level…
This short forum exchange discusses whether frequently querying account and position data through a CTP gateway might trigger limits at the brokerage counter. One participant asks about querying multiple instruments and positions; another replies that the…
The document describes Lumibot as a Python framework for creating rule-based strategies, AI-assisted trading systems, and hybrid approaches. Conventional Python logic can handle indicators, schedules, position sizing, and risk controls, while AI agents can…
ShadeNY is a chart indicator that marks the time window of a trading session with a filled channel. Its configurable inputs set the session’s start and end times, while a horizontal shift moves the channel by a chosen number of bars. The description…
This description outlines an Expert Advisor that uses the CCI indicator to place pending buy-stop and sell-stop orders. It checks indicator values on the current and preceding bars, then places a stop order a configurable distance from the current price when…
The document describes a MetaTrader library for retrieving historical and upcoming economic-calendar events and using them in indicators, expert advisors, and tester runs. It demonstrates filtering events by date, currency, importance, or event name, and…
The document explains how to use selected LumiBot components in standalone scripts or notebooks without constructing a trading strategy. Examples cover querying FRED macroeconomic series with a historical information vintage, retrieving price bars through…
This platform discussion explains why a simulated strategy’s trade detail may not show during the trading session whether a stock was actually purchased. The platform updates market data after the close and then calculates that day’s simulated results before…
This charting approach modifies an OHLC candlestick by extending its high to the current ask whenever the ask exceeds the candle high, and extending its low to the bid whenever the bid is below the candle low. The stated goal is to make bid and ask prices…
This article presents a discretionary trading framework for Chinese equities, organized around risk control, opportunity selection, and execution. Its defensive principles include cutting positions when the trade thesis fails, diversifying exposure, avoiding…
This example demonstrates a portfolio-strategy backtest for a pair trading strategy on two Dalian Commodity Exchange continuous contracts. It configures minute data over a specified historical interval and supplies commission rates, slippage, contract sizes,…
This short forum exchange explains how to save order and trade records produced by the VeighNa CTA backtester. The response says users can open the corresponding record table after a backtest, then use its context menu to save the displayed data as a CSV…
This discussion asks why a displayed time may reflect the hosting machine’s clock and how to obtain local time instead. It also distinguishes a human-readable date string from a numeric timestamp, which can be useful when a program needs to store a time…
Scalping seeks to accumulate small gains from brief price movements through frequent intraday trades. Positions may last seconds or minutes, and the approach relies on quick entries and exits, often using small time-frame charts, momentum indicators, support…