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 short forum post asks whether a linear equity strategy can compare a stock’s ranking when purchased with its current ranking and sell after sufficient deterioration. The example uses a small-capitalization strategy holding ten stocks: a stock bought at…
The guide explains what a crypto market ticker typically contains: last price, best bid and ask, rolling 24-hour change, high and low, volume, and a timestamp. It shows how these snapshots can support broad scans for top movers, unusual volume relative to a…
This document outlines an Expert Advisor designed to automate potential entries identified by candlestick formations. The user selects whether the EA should look for bullish or bearish setups and specifies trade volume. For bullish conditions, it lists…
This short forum exchange explains why a vn.py CTA strategy receives trade notifications through only one `on_trade` method when both the base template and the strategy define that callback. The strategy inherits from the template, and defining `on_trade`…
This guide explains how Hummingbot organizes automated trading into executors, scripts, controllers, and a market data provider. Executors handle a bounded order workflow, including placing, managing, and closing orders. Scripts run continuously and suit…
This document explains how a backtest matching engine assigns fill prices across depth books, top-of-book data, and bar-based triggers. Market orders can walk available levels; limit orders use crossed prices when taking liquidity and their limit when…
These release notes describe Hummingbot 1.19.0, focusing on a developing modular strategy framework and early dashboard tools for managing bots and backtests. The framework separates market data candles, controllers that choose actions, and executors that…
This tutorial develops an earlier cryptocurrency spot hedging bot for trading price spreads between two exchanges. It adds optional spot margin mode switching for Binance, separate trigger thresholds for trades in each direction, chart lines and live spread…
This document describes an MT4 expert advisor designed to manage trades using virtual take-profit, stop-loss, breakeven, and trailing-stop levels. Because these levels are maintained by the advisor rather than sent as broker-side orders, the page says the…
This trading script opens a limit order at the price of a specially labeled chart line when triggered by a hotkey. A line above the current price produces a buy limit, while one below produces a sell limit. The user configures the lot size, maximum stop-loss…
This document describes an automated trading system driven by a Spearman rank correlation histogram indicator, with signals evaluated at bar close. It presents three ways to trade the indicator: enter and exit on zero-line breaks; enter in overbought or…
The article introduces calendar spread arbitrage as opposing positions in contracts on the same underlying asset with different maturities. It describes monitoring the price difference between crypto contracts and acting when the spread widens beyond a…
This Chinese-language post presents a short-term A-share stock screen focused on the metaverse industry. It combines appearance on the prior day’s 龙虎榜, a list highlighting unusual trading activity, with auction-period indicators for large and very large buy…
A brief forum exchange addresses a user whose stock strategy appears not to run. The response suggests two checks: use English names for features, and print the daily buy and sell candidate lists to see whether any stocks meet the strategy’s conditions. The…
A trader asks where an individual can access tick-by-tick trades that include buyer or seller initiation, intending to calculate aggressive buying and selling volume at each price for an order-imbalance strategy. The reply says that ready-made aggressor-side…
The document describes a script intended to compare MetaTrader 4 and MetaTrader 5 performance on a computer or hosted server. It combines procedural and object-oriented tests covering calculations, arrays, sorting, strings, graphical objects, canvas…
The document demonstrates how to adapt a simple Chinese equity strategy from the JoinQuant platform to Tonghuashun SuperMind. The example uses a five-day average: it buys a stock when the latest price exceeds the average by one percent and available cash is…
This document describes a MetaTrader Expert Advisor that places a grid of pending orders around the current market price. When there are no open positions or pending orders, it submits five Buy Limit orders below the price and five Sell Limit orders above…
This document describes an automated trading bot that connects machine-learning models trained in Python and converted to ONNX format. It presents configurable controls for risk-based or fixed lot sizing, order limits, stop loss, and take profit, and notes…
This Chinese-language post discusses connecting BigQuant research with Guojin Securities’ QMT platform for automated live trading. Its concrete example is a stock strategy that first processes daily data to select a watchlist, then monitors those names and…
This listing explains a chart indicator intended to make the ask side of the market visible. It draws candle upper shadows using the ask price, allowing a trader to see the gap between bid and ask on the chart. The stated use case is short time frames, where…
This Expert Advisor description outlines a simple entry approach based on consecutive directional candlesticks rather than technical indicators. A trade signal occurs when a configurable number of candles are all rising or all falling; the input parameter…
This document describes an MT4 expert advisor that places one-cancels-the-other orders alongside one-pip limit and stop orders. It lists global variables for buy and sell limit or stop prices, plus a confirmation setting used to enable the advisor after…
Grid trading places orders at regular price intervals above and below a reference level to seek gains from market fluctuations without requiring a directional forecast. The described design opens successive buy orders as price falls, then places a sell…