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 strategy trades the DAX using signals calculated on an hourly timeframe and entries managed on a one-minute chart. A long signal requires a bullish candle pattern, a fast EMA crossing above a slower EMA, and RSI crossing above its midpoint; the short…
The document describes an MQL5 utility for detecting unusually long intervals between incoming market ticks. It measures elapsed time between ticks and compares the gap with a configured threshold. An ATR-based volatility check can suppress alerts when wider…
This forum post discusses a multi-timeframe CuatroStrategy implementation. Its five-minute handler updates a bar manager, waits for both five- and fifteen-minute data managers to initialize, then uses RSI and Bollinger Bands to place stop entry orders in the…
This debugging note follows an attempt to combine a daily top-ten stock selection strategy with exits when a holding gains about 9% or loses 5%. The author reports that `context.options['data']` is a DataSource and has no `positions` attribute, so it cannot…
This expert advisor trades signals from the TimeZonePivotsOpenSystem indicator. It enters when a bar closes after a channel breakout and adds an optional time-based exit: a position closes once its holding period exceeds a configured limit, which defaults to…
This document describes a script that measures how much price moves during each hour relative to the spread, using a broker’s own M1 history. For each symbol and hour, it averages the bar ranges as a movement measure and averages recorded spreads. Their…
This installment explains two parts of a spot-market strategy. Its account routine estimates total account value using available and frozen balances, marks coin holdings at the best bid, and tracks the coin share of portfolio value. If that share moves…
This document describes an MT5 utility for estimating the potential risk and reward of a planned trade. Inputs include entry, stop-loss and take-profit prices, lot size, and direction; the calculator estimates possible loss and profit, account risk…
This guide describes connecting to AX Exchange, a regulated venue for derivatives on traditional asset classes. It outlines perpetual and dated futures, including USD cash settlement, funding payments, contract sizing, margin, and how the adapter maps venue…
This forum exchange discusses how to test a broker-imposed order cancellation limit when orders in a futures test environment appear to fill immediately. A respondent explains that broker-maintained test environments may use matching rules that differ from…
The document describes two automated scalping variants. One opens random positions across multiple symbols available in Market Watch, subject to a maximum trade count and a maximum spread filter. The other selects one random Market Watch symbol and opens a…
This document describes a demonstration trading panel built with the MasterWindows interface library for MQL5. It illustrates how a panel can display a probability-style signal based on applied-price data and submit market orders. Its controls include…
HLCrossSigForMFI is presented as a trend-following indicator intended to identify entries while making trade management more rule-based. It combines a range breakout component with a triple exponential moving average filter and a Money Flow Index filter. Its…
The document is a BigQuant community report about a permission error raised when a SQL-mode feature query scans the daily stock-bar table. The query shown selects volume rank, a close-based return, and market capitalization, then filters status, removes rows…
This guide explains how FMZ strategy interfaces can send commands to a running trading program. It covers numeric, Boolean, text, dropdown, and button controls, and describes how supported languages can receive their messages through a command-reading…
This brief BigQuant forum discussion concerns a Python error indicating that a queried instrument has no listing date. The suggested explanation is that the requested time window is too short to return data. A query spanning only February 21 to February 22,…
The document outlines an Expert Advisor inspired by Waddah Attar. It places Buy Limit and Sell Limit orders, then adds another pending order when market price moves close to an existing one. It notes that the EA uses trade transaction events to retrieve the…
The script describes a conditional entry around a support or resistance level. When price reaches a specified limit level, it places a stop order at a separate trigger price; for a buy, the trigger is set several pips above the level. The intended effect is…
This A-share screening approach combines three signals: rank stocks by money-flow strength, require the closing price to be above its five-day moving average, and look for a shortening MACD histogram below zero on a 15-minute chart. The post interprets the…
The document describes an expert advisor that adds take-profit levels, stop-loss levels, or both to trades that do not already have the configured protection. It scans open trades and applies preset stop values, reducing the need to enter those levels…
This post presents a short-term Chinese stock screen requiring turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and an auction-period return greater than -2% and less than 5%. It frames turnover as a measure of trading…
This note proposes a short-term screen for Chinese stocks that combines turnover, a robot-industry classification, free-float market value, and auction-period order flow. It describes selecting stocks with turnover between 3% and 12% and float value below 10…
This proposed Chinese equity screen combines daily amplitude, an opening-auction price-change or order-imbalance signal, large-order buying, and a historical year filter. The stated thresholds include amplitude above 1, an auction-related change above 3…
This technical note describes an MQL5 class for calculating moving averages with a ring buffer. It supports common smoothing methods and lets an indicator process either a full input array or individual values, while tracking how much data has already been…