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 outlines a stock selection idea based on ranking stocks by capital strength and individual-stock popularity, while requiring the 9:25 opening gain to be below 6%. It interprets strong capital strength and high popularity as signs of attention,…
This document describes a MetaTrader indicator that displays the current spread and the broker’s stop level. The stop level is the minimum permitted distance, in points, for placing stop-loss and take-profit orders. Together, these readings help traders…
A forum exchange addresses how to monitor current account profit or obtain opening fill prices inside a spread trading strategy. The question notes that the spread-trading forum’s trade callback cannot be called directly from the strategy, and asks for…
The article explains why backtests are approximations of live trading and compares simple bar-by-bar for-loop systems with event-driven systems that process market data, signals, orders, and fills through an event queue. For-loop backtests are easy to build…
The discussion addresses a developer’s wish to pause for five seconds inside an on-bar callback without delaying other callbacks. A community reply warns that sleeping within a callback blocks the core thread, which can prevent the rest of the strategy from…
A short developer forum exchange diagnoses a problem that appears when the CTP and CTP test interfaces are loaded in the same VeighNa application. The initial question concerns which API files are accessed and why a DLL in the test interface directory does…
This demo strategy builds two classic Renko streams from bid ticks. A slower stream sets directional bias, while a faster stream triggers entries; trades are permitted only when both streams point the same way and the fast stream meets the entry-run…
This developer overview explains the components used to connect Hummingbot to spot and perpetual exchanges. It describes the exchange or derivative class, authentication, order book and user stream trackers, their data sources, and the order trackers that…
This brief description outlines an expert advisor that trades at the minimum lot size and alternates between closing its existing position and opening a new one at a configurable interval. A random number determines whether the new position is long or short,…
This document outlines a simplified MetaTrader 4 Expert Advisor intended for EURUSD on a five-minute chart. It combines moving-average direction, RSI, MACD, Bollinger Bands, and stochastic conditions to form buy and sell signals. The stated default…
This beginner-oriented Expert Advisor lets a trader specify an entry price and choose whether to submit a market order, limit order, or stop order. It is presented as a way to practice order types in a strategy tester or use them in live trading. The user…
This expert advisor bases its trades on Parabolic SAR signals. It includes a time filter and supports ECN brokers. One described setting controls what happens when an opposite signal arrives: when enabled, trades opened on the previous signal are closed. The…
A platform support exchange explains one reason a strategy may produce trades in backtesting but no signals in simulated trading. The strategy’s prediction start and end dates were tied to live-trading parameters, while no lookback days were requested.…
This short VeighNa community exchange discusses sources for international futures market data. One participant says their current provider, RQData, does not appear to offer international data and expresses a similar uncertainty about TqSdk. Another suggests…
The document describes a Chinese stock screen that combines a metaverse classification with the beverage and alcohol import-export industry, then selects the five highest-ranked stocks by the day’s auction amount. It presents the conditions as an industry…
This guide explains how a backtest engine can use trade ticks as evidence for executing resting orders, and how that behavior changes with L1, L2, or L3 market data. Trade aggressor direction determines which passive side can be filled. The guide describes…
The document compares three exchange designs used in digital asset markets. A central limit order book gathers maker orders, publishes available prices and quantities, and matches taker orders, often by price and then submission time. An RFQ process lets a…
The document describes a Daily Open Line indicator that displays the price at the start of a configured trading day. It is intended for charts at hourly resolution or below, and the user sets the hour that defines the day’s beginning. The same setting can be…
This document outlines a multi-currency expert advisor that opens a buy or sell position at a user-selected time. Traders can choose the currencies, set a time to close positions, and specify aggregate profit or loss thresholds that trigger closing all…
The document describes a chart-based trading expert advisor that lets a trader draw cycle lines and trade price breaks through them. It also provides manual trade controls and settings for stop loss, take profit, trailing stops, break-even adjustments, trade…
This short description introduces a manual trading utility for MetaTrader 4. Its stated function is to help a trader place orders quickly using predefined stop-loss and take-profit levels, which can make order entry more consistent when the trader has…
This overview compares day trading, position trading, swing trading, and scalping. Day traders close positions within the session. Position traders use longer charts to follow established trends over days or weeks, while swing traders seek opportunities as…
This tutorial explains why backtests need to account for more than commissions. It separates costs into fees and taxes, slippage from the delay between a signal and execution, and market impact and liquidity effects, including bid-ask spreads. It compares…
The document describes processing Bybit’s compressed raw feed files into event data compatible with a high-frequency backtesting system. It handles order book snapshots and updates, as well as public trades, and offers two approaches: combine multiple book…