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 an EVM layer can read current trading and account information from a connected exchange core, including positions, balances, vault equity, staking data, oracle prices, and block height. It describes the consistency guarantee for…
This Expert Advisor example shows how to detect when a pending order has executed in MetaTrader. Its event handler watches for a newly added deal transaction and records the associated order ticket. A later tick handler checks whether the order can be…
This forum exchange concerns a user who could connect to a Rohon simulated trading account through VeighNa Station but received a disconnection error when starting a command-line configuration. A reply initially suggests checking whether the installed Rohon…
This expert advisor begins by opening opposing positions with the same initial lot size, each protected by a stop loss and managed with trailing-stop settings rather than a take-profit target. The author’s logic treats a losing stop-out as evidence of a…
The document explains how to extend a semaphore-style RSI indicator so it can notify traders when its buy or sell buffers contain a signal. It adds settings for the signal bar, sound alerts, alert count, email, and mobile push notifications. Separate…
This document describes a revised RSI-based Expert Advisor. It buys when RSI enters an oversold zone and sells when RSI enters an overbought zone. The advisor processes each market tick and allows the user to enable buying, selling, or both. It maintains at…
This reference describes Binance spot market WebSocket streams for trades, aggregated trades, candles, ticker statistics, best bid and ask quotes, and order book updates. It explains raw and combined stream formats, subscription controls, timestamps, update…
This study mines short-horizon price and volume factors for Chinese equities, then examines how transaction costs and rebalance frequency affect portfolio results. It uses genetic programming to generate candidate daily factors from conventional price and…
This Chinese-language FAQ compiles practical guidance for building and operating strategies on FMZ. It covers exchange API behavior, order and position handling, market and limit orders, contract sizing, rate limits, timestamp synchronization, and common…
This description presents an Expert Advisor that uses a Digital MACD indicator to generate trade signals at bar close. Depending on the selected entry mode, a signal can involve the histogram crossing zero, a change in the histogram’s or signal line’s…
This forum exchange addresses a new user whose VeighNa startup screen differs from tutorial demonstrations and lacks a CTP connection option. A reply explains that market data will not appear until a market-data subscription is configured, and connection…
The document describes an expert advisor intended to make it easier to place grid orders. It says the grid can be configured to follow or oppose the prevailing direction and can operate without martingale sizing, with lighter or full martingale variants also…
This utility checks whether a lead-lag indicator reports a configured delay when quotes are relayed through a shared communication channel. The user runs the tester and indicator on the same instrument, selects a lag, and allows enough observations to…
The article frames a quantitative model as a system that turns an investment idea into a testable and executable process. It divides that system into strategy, risk, transaction cost, portfolio construction, and execution models. Strategy research may be…
This short forum post asks how VeighNa's TargetPosTemplate handles order replacement during live trading. The shown trade routine checks whether an order has finished; if not, it cancels an old order, and otherwise sends a new one. The author asks whether a…
The document describes an expert advisor that draws Fibonacci time zones on a chart and supports trading on price breakouts. It includes controls for manual order handling, stop-loss and take-profit settings, and managing multiple open trades. Users can…
This release overview describes VeighNa 3.9.3 additions for institutional futures and options workflows. A new L-Star interface provides trading connectivity for FOF and MOM products. It is described as similar in use to VeighNa’s CTP interface, while market…
This MQL5 example shows how to extend the CExpert class to allow only long positions, only short positions, or both. The subclass overrides the opening and reversal checks: it routes opening decisions to the corresponding long- or short-check method when one…
This short indicator description explains an alerting tool that detects when a candle breaks through an indicator channel. It can notify the trader through on-screen alerts, email, and push messages. The accompanying figure captions refer to a channel break…
The document proposes using VeighNa ScriptTrader to detect manual futures trades and submit limit orders to close them at a target offset. It explains that CTA strategies may not receive trade callbacks for orders they did not place, so the proposed…
This brief description presents Dtm_HTF, an indicator variant that lets a trader select the timeframe used for its DTM calculation through an input parameter. The example default is a four-hour timeframe, allowing the indicator’s timeframe to be changed…
This chart indicator displays two live values in the lower-right area: the current trading spread and the time remaining until the current bar closes. It is a display aid for traders who want execution-cost context and a quick view of the bar’s remaining…
The document describes a MetaTrader utility for moving several open positions to breakeven once price has moved favorably. It offers two trigger approaches: a points-based move, with a stated default of 100 points for a five-digit broker, or a target-price…
The document describes a MetaTrader method for tracking a broker’s changing bid–ask spread over time. An indicator records the spread in OHLC format in a history file, which can then be viewed as an offline chart. Applying a moving average to that chart can…