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 discussion documents practical issues encountered while setting up CTPTEST simulation access in VeighNa. Participants explain that the test interface package was still being ported for a newer station release and suggest installing it manually. A…
This guide explains operational differences between backtests and simulated or live brokerage trading that can cause strategies to behave differently. It highlights initial account holdings, delayed or unfilled orders, missing holding-period fields, manual…
This overview explains several crypto market data types and their uses. OHLCV bars summarize opening, high, low, and closing prices alongside traded volume; the post connects OHLC data to candlestick chart analysis. It describes VWAP and TWAP as aggregated…
This general guide links crypto market volatility to small market size, speculation and sentiment, regulatory developments, and changes in the global economy. It recommends researching trades, learning from past mistakes, following a plan, and accepting that…
This trading-rule example explains how to identify stocks that have had exactly one limit-up day during a recent lookback window and then return close to that event day's opening price. The suggested workflow begins with a precomputed limit-up status…
The discussion describes a target-position CTA strategy that enters when a bar's high exceeds a breakout level and exits when its low falls below a stop. When both conditions occur within one bar, the strategy can enter, stop out, and then re-enter because…
This document describes an Expert Advisor template that checks economic news from two calendar sources and pauses a user’s trading function around scheduled releases. It can distinguish weak, medium, and strong events, with a separate setting for Non-Farm…
This document is a broad C++ API example for an algorithmic trading platform. It demonstrates retrieving ticker, order book, account, position, and bar data; checking returned objects for validity; and making concurrent market data requests with optional…
This brief Q&A explains how to trigger a stock purchase on a chosen trading date within a BigQuant strategy’s main function. The suggested method is to read the simulation’s current date and time through the platform’s current-time interface, compare it with…
Gateway is middleware that lets Hummingbot interact with blockchain protocols through a standard interface. Its decentralized exchange connectors maintain connections to automated market makers and other protocols, integrate with their JavaScript software…
This brief forum exchange raises a practical question about using daily historical bars in live trading when a user has no minute-level history. A respondent asks whether the goal is to load historical daily bars during strategy initialization to calculate…
This checklist identifies conditions to inspect when an MQL4 Expert Advisor is not ready to trade or needs a basic operational review. It covers whether a symbol is available in Market Watch, whether trading is permitted for the program and terminal, and…
This guide explains how to run several OctoBot instances on one computer. Each instance needs its own copied working folder for separate configuration and logs, plus a unique web interface port. The setup involves stopping the current bot, duplicating its…
This guide advocates planning trade risk and profit targets as percentages of account equity rather than as fixed cash amounts or pip distances. Its example compares the same 10% risk allocation on accounts of different sizes to illustrate how the dollar…
This community post describes a data-engineering problem in market visualization: historical ticks can arrive after newer real-time ticks, causing a bar that appeared complete to change and making the latest candle visibly jump. The author proposes a minimal…
The article presents a four-stage account of how quantitative traders might exploit retail attention around a fast-rising stock. It describes monitoring public sentiment and trading history to estimate likely stop levels, placing and canceling large pre-open…
The Expert Advisor described opens two opposing positions when a new bar forms. Its intended outcome is for one position to close at a stop loss while the other can remain profitable through a trailing stop. The example is framed around EUR/USD on a…
The document explains a backtesting context method that checks whether a sell order for a specified security remains unfilled. The method takes the security symbol as its argument and returns a Boolean value indicating whether an order is still awaiting…
The document explains how to connect to Binance Spot Demo Mode through the API. Users first create an API key from the demo account interface, then use the standard Spot API documentation while directing requests to the demo endpoints. It lists the…
The document describes two controls for limiting when an Expert Advisor or script may trade. A time check compares the current time with configured start and end hours and minutes, while a weekday check uses settings to allow or block trading on each weekday…
This brief forum exchange answers how to fill in the vt_symbol field when adding a strategy in VeighNa. The reply gives two examples of the required convention: a futures contract identifier paired with its futures exchange suffix, and a stock code paired…
This indicator plots four horizontal price levels based on a user-selected bar. The two basic levels sit above that bar’s high and below its low by a configurable shift. Two additional guide levels are placed farther outward: the upper guide adds the…
This example demonstrates a daily-iteration stock strategy that submits limit buy and sell orders alongside two trailing stop sell orders. The orders target the same symbol, while the trailing exits use either a percentage retracement or a fixed price…
This guide explains how to split one live futures account into multiple locally managed strategy accounts with TqSdk. Each strategy account keeps its trading data separate across sessions, allowing positions, orders, funds, and profit and loss to be viewed…