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
The document presents a ProRealTime indicator for estimating how many ticks occur per second from bars built from a specified number of ticks. It converts each bar’s open-time value into elapsed seconds, takes the difference between successive bar times, and…
Exp_Fast2 describes a MetaTrader Expert Advisor that trades signals from the Fast2 indicator. A signal is generated when the indicator’s main and signal lines cross as a bar closes. Running the advisor requires the compiled Fast2 indicator file in the…
The document outlines a reusable plotting interface for strategy code that needs several charts at once. Its proposed functions create candlestick and line series, add horizontal levels and event flags, change chart titles, and return chart configurations. A…
Hans_Indicator_x4 is described as an indicator that builds expanding corridors across time zones. The initial formed corridor spans four hours, and the expansion period spans sixteen hours. Its inputs let the user set the local start hour and a destination…
This indicator is designed to help assess how spread affects the potential profitability of strategies that forecast the market one bar ahead. Its output can be treated as a unit-volume position in a custom tester, allowing a researcher to consider accuracy…
This technical reference describes an OKX integration for market data and order execution across spot, margin, perpetual swaps, dated futures, options, spreads, and event contracts. It outlines the adapter's data and execution components, instrument loading…
This document explains how to display Expert Advisor optimization results while a MetaTrader 5 Strategy Tester run is in progress. It describes using tester event handlers and frame functions to send per-pass information from test agents to the terminal. In…
This document describes a MetaTrader script for placing a buy stop at a set distance above the current price, with stop loss and take profit levels measured from the trigger. Its main configurable feature is a money management input that determines trade…
This Chinese equity screening proposal combines afternoon net inflows from large orders with a ranking by capital-flow intensity, using measures such as turnover and volume ratio. It also limits the universe to companies with market capitalization below 10…
The discussion explains why a small-cap daily strategy may signal a full exit on one day and then recommend buying the same stocks in a new task the next day. The response attributes this to daily portfolio recalculation: if the selection changes from one…
This article explains why traders might collect listed-company announcements directly from an exchange website instead of relying only on financial portals or desktop trading software. Those services may process and organize announcements before displaying…
This documentation explains the built-in tools available to LumiBot agents for market research, account inspection, trading, memory, and notifications. It separates research agents from agents allowed to place or change orders: disabling trading removes…
The document describes an online workflow for backtesting a grid trading strategy through FMZ. Users set the simulation dates, currency, balances, and grid parameters, including price bounds, grid spacing, and order size. The workflow creates the backtest…
The document describes a MetaTrader 5 chart indicator that displays a live countdown to the next candlestick. It is designed as a compact dashboard anchored in the chart's upper-right corner, helping traders see when the current bar is expected to close…
This brief note describes a higher-timeframe variant of the ColorZerolagJCCX indicator for MetaTrader 5. It highlights an input parameter that lets the user choose the indicator’s chart period, with a four-hour period shown as the default. The note also…
This example shows how to configure a multi-venue backtest with distinct account and execution settings. It builds a probabilistic fill model with limit-fill and slippage probabilities, a static latency model with separate delays for order insertion,…
This article outlines a workflow for moving prediction data from a BigQuant simulation into a separate live-trading setup. The strategy writes selected data into simulation logs as Base64 text; an external Python process retrieves the latest log, decodes the…
The document discusses the growth of electronic trading and presents algorithmic execution as a tool for handling large orders in volatile markets. Its core methods include splitting a parent order into smaller trades, aligning execution with market-volume…
This function describes a trade-management rule for open buy and sell orders. Once price moves favorably by a configurable pip threshold, it modifies the order’s stop loss to the opening price, aiming to remove the trade’s initial price risk. Optional…
This support note explains how linking works when a user keeps trading and staking on separate accounts. Linking is unnecessary if both activities use the same account. To establish a link, the trading account must initiate an action, after which the staking…
This brief describes a MetaTrader-style trading template that adds a trailing stop to rule-based long and short entries. The trader supplies entry conditions through separate long and short rules and sets the stop distance in pips as an external input. The…
The example demonstrates a Freqtrade custom stop that follows the Parabolic SAR indicator. It calculates SAR for each candle, then reads the latest analyzed value in the stop-loss callback and converts the distance between the current rate and SAR into the…
The document summarizes how to work with FTX’s spot, futures, and options interfaces. It advises keeping spot and futures as separate exchange objects even though they use a common API key. It describes futures as USD-denominated and settled, with deposited…
This brief description explains a time-based control for trading programs, especially expert advisors. The function permits specified code to run only during a chosen interval, which can restrict when an automated system is allowed to trade. It notes that…