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 explains how forex pairs are structured, distinguishing the base currency from the quote currency, and describes common currency groupings such as major, commodity-linked, perceived safe-haven, high-yield, and risk-sensitive currencies. It…
This document inventories the interface of an MQL5 class intended to manage a hedging strategy. It describes parameters for target profit, starting lot size, desired gain per lot, buy and sell levels, order spacing, and a hard stop loss. Read-only methods…
This post shows a daily stock strategy that combines a market risk filter, a trailing stop, and ranked portfolio rotation. It exits all holdings when a market risk indicator is positive, otherwise checks each position against a stop set below the highest…
This legacy BigQuant guide shows how to add fixed exit rules to a stock strategy. Its example sells a holding after a fixed price gain or after a percentage loss, with separate lists recording stocks exited by each rule. It also explains how to coordinate…
This guide explains why futures contracts for the same underlying can have different prices at successive expiries. It defines contango and backwardation and links the price gap to carrying costs such as financing, dividends, or storage. Because a continuous…
The post describes a Chinese A-share strategy that runs on its first day of simulated trading but fails during the next day’s scheduled run. The author suspects the strategy callback is not reached, while the supplied log shows the run progressed through…
The guide introduces Condor, an open-source harness that links language-model-driven trading agents to deterministic execution through the Hummingbot API. It describes a setup wizard, the choice between Telegram and local dashboard access, required API…
This Expert Advisor description outlines a swing-level trading method that identifies confirmed highs and lows on a four-hour chart, then watches a fifteen-minute chart for price to breach and close beyond those levels. A detected sweep triggers an automatic…
This developer guide explains two practical tasks for working with OctoBot strategies. Backtesting data collected through the regular collector is stored in SQLite files, which can be opened in a database browser to inspect historical candle records supplied…
This Expert Advisor is designed for hedge accounts and holds opposing long and short positions. At each new bar, it closes existing positions and opens a buy and a sell simultaneously. The intended outcome is for one side to reach its take-profit level…
This short assignment response describes quantitative investing as using data to check market observations and identify patterns. It frames the goal as building strategies that can be backtested and evaluated for stability over time, then using software to…
This forum exchange clarifies where users can find stop-order functionality in VeighNa. A user asks whether the platform includes conditional or stop orders with both logic and a graphical interface. A respondent explains that the framework supports local…
The document describes an expert advisor designed to monitor support and resistance breaks on hourly and four-hour charts. A user is directed to place the advisor on an hourly chart; it is said to send notifications for breakouts on both timeframes, as well…
This description outlines the Angry Bird scalping Expert Advisor, inspired by Ilan 1.6 and built around the Commodity Channel Index and Relative Strength Index. It lists several controls: stopping new trading after an equity decline, trailing stops,…
This forum exchange explains how to access an in-progress aggregated bar when calculating indicators before a higher-timeframe candle closes. A BarGenerator must first receive lower-timeframe bars through its update method; once initialized, its current…
The post reports a backtest failure caused by subtracting a time-zone-naive datetime from a time-zone-aware datetime while checking whether orders have timed out. The strategy had loaded historical bars and begun replay, but halted when its timeout check…
The forum exchange addresses a bracket-order problem: when a take-profit stop and a protective stop are both active, a rapidly moving one-minute bar may cross both prices. The suggested approach is to place both as local stop orders and let the strategy…
This forum exchange addresses how a strategy can retrieve the cost basis of a contract it already holds, so later decisions can account for current profit or loss. Participants advise maintaining the value in strategy-managed state: record it when trade…
The article describes replacing the general-purpose MQL tick structure with smaller representations tailored to instrument type. For Forex and CFDs, a compact structure stores bid, ask, millisecond time, and flags; an exchange-oriented version also retains…
This forum post raises a practical backtesting question: whether strategy data indexed by the current date can be used to trade at that same day’s open without introducing lookahead bias. The example ranks stocks using market capitalization, tradable market…
The document compares two crypto prop firms across evaluation formats, account sizes, profit splits, payout terms, trading constraints, execution venues, and regional access. Its main practical lesson is that the headline split is only one part of the…
This document describes a chart dashboard that calculates the recent high and low over a configurable number of bars, displays those levels, and labels price as within the range or beyond it. A confirmation buffer is intended to filter small excursions that…
This brief forum exchange concerns a user who cannot connect through the CTP trading interface. A respondent suggests that the server may be switched off during the weekend and advises trying again on a trading day. The practical takeaway is to check whether…
This document outlines a grid trading mode designed for relatively stable markets. It maintains buy and sell orders at configured intervals, aiming to capture small price movements. The grid can use fixed spacing and increments, be initialized from a chosen…