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 describes a MetaTrader indicator that plots the highest and lowest prices over a configurable recent candle window. Its default period is 20 candles, and the upper and lower bands are distinguished by color. The indicator can alert when the…
This primer explains three common crypto market data formats and the questions each can answer. A ticker summarizes current price, top bid and ask, recent volume, price change, and range, making it useful for broad scans and cross-market comparisons. An…
This sample Backtrader strategy demonstrates how to connect Interactive Brokers data and broker components, inspect incoming data, and optionally submit test orders. It prints bar fields and a simple moving average, reports data, order, and trade…
This integration guide describes a Rust and Python adapter for connecting NautilusTrader to Coinbase Advanced Trade. It covers live market data and order execution for spot products and Coinbase Financial Markets derivatives, including perpetual swaps and…
This brief description presents an automatic mechanism for setting stop-loss and take-profit levels, with confirmation before the settings are applied. It says the calculations use the purchase cost as their reference point. The current setup provides one…
This document explains a script for exporting filtered economic calendar records to CSV and correcting historical event timestamps for changes in a trading server’s time zone. Users can filter by country, currency, or date range, and can optionally load…
This document describes a chart utility for inspecting how many bars the Bars function reports for a selected symbol across timeframes, and whether CopyRates can retrieve data for a chosen bar number. It defaults to checking the oldest bar and lets the user…
This introductory guide surveys algorithmic trading, from the history and terminology of financial markets to the roles of quants, traders, and market makers. It describes common benefits of automation, such as speed and scalability, alongside constraints…
The document describes a Chinese stock screen for companies classified in the metaverse industry. It selects stocks with the highest auction amount for the day, then requires the ratio of large buy volume to large sell volume to exceed 1.3. The stated aim is…
The document presents five basic practices for controlling risk in cryptocurrency trading: keep position size appropriate to one's experience and comfort, limit leverage, cap planned loss on an idea using a 2% capital rule, place a stop loss, and favor…
The article reviews how a crypto perpetual-futures funding strategy changed as more traders adopted it. It describes lower positive premiums, less extreme negative premiums during declines, faster-moving entry opportunities that increase slippage, and…
This stock-screening note selects companies in the beverage and alcohol import-export industry, requiring daily turnover between 3% and 12% and displayed best-bid volume greater than best-ask volume. It characterizes the turnover range as a liquidity filter…
The release notes describe an update to Hummingbot’s hedge strategy. It can hedge multiple assets across multiple exchanges, size hedges by asset amount or quote-currency value, and use either spot or perpetual markets for monitored and hedge legs. The notes…
The document describes how OctoBot script strategies read market data, evaluate signals, decide whether to trade, and create or modify orders. It contrasts two ways to implement a strategy. A precomputed approach can process the full available history once…
This MT4 tool lets traders change an indicator parameter by moving a visual marker across a row of chart labels. Each slider offers a sequence of values, and choosing a box applies its value to the configured parameter and refreshes the indicator. Up to four…
This connector guide explains how to prepare an Osmosis wallet, connect it to Hummingbot Gateway, and launch supported automated market-making strategies. It covers wallet funding, private-key export, mainnet or testnet connection, balance checks, token…
The document explains how Hyperliquid handles transaction nonces for API wallets, also called agent wallets, and why its scheme differs from Ethereum’s sequential nonce model. Hyperliquid retains the 100 highest nonces per signer, accepts only unused values…
This guide explains how to connect OctoBot to Reddit and configure it to monitor selected subreddits for traded cryptocurrencies. When its forum evaluator is enabled, the bot analyzes post sentiment with VADER and produces a coin-level summary for use by a…
This compilation presents three quantitative finance topics. First, it reports that news frequency and tone are associated with stock return jump likelihood and jump size characteristics. News frequency appears especially important for jump probability, and…
This forum discussion explains why a futures position queried the next day may show a price different from its original entry. In markets that use daily mark-to-market settlement, the exchange settles the day’s profit or loss and the broker’s reported…
This walkthrough explains the structure and operation of MetaTrader 5’s sample Expert Advisor, which uses MACD and a moving average. It describes configurable trade size, profit target, trailing stop, MACD thresholds, and trend-period inputs, then outlines…
This document explains an MT4 indicator that signals when a new chart bar appears. Users can enable popup, sound, email, and push notifications, and configure a chart label to show which alert types are active. It describes a conflict in MT4 where popup…
OctoBot is presented as an open-source cryptocurrency automation platform with a graphical interface. It supports configurable approaches such as grids, dollar-cost averaging, and crypto baskets, along with external signal connections, social indicators, and…
The article explains how institutions can use crypto ETF holdings data to monitor capital allocation, investor behavior, liquidity, and portfolio risk. It highlights assets under management, largest holdings, inflows and outflows, historical returns, and…