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 document outlines a daily Expert Advisor framework that uses Parabolic SAR to set direction: price above the indicator signals a long position, while price below it signals a short position. When direction changes, the EA attempts to close the existing…
This indicator description explains how to mark session opening times on an MT4 chart with vertical lines. It supports London or EuroZone, US, and Asian opens, and can display up to six configured time lines. Users can set session times, line width, style,…
The discussion asks whether VeighNa strategies can submit market orders and gives a practical example: close a position after it has been open for 30 minutes if neither its profit target nor stop has been reached. The reply suggests either placing an order…
The document summarizes research on rapid fluctuations in US equity bid and ask quotes, their cost to liquidity takers, and possible causes. It measures short-horizon quote variability with variance ratios, using millisecond quote data for 150 listed…
The document describes a MetaTrader account guard for enforcing prop-firm limits alongside an existing trading strategy. It monitors static and trailing drawdown, daily loss, profit targets, payout consistency, minimum trading days, news restrictions, and…
The article describes how institutional crypto data services can support research, trading, and risk management. It highlights combining real-time and historical information from centralized exchanges, decentralized venues, and blockchains, including spot…
This programming note describes a method for detecting when a new market bar appears. It stores the latest bar timestamp in a static variable, retrieves the current latest-bar time through a series information function, and compares the current time with the…
This forum thread concerns a strategy that produced normal backtest behavior but no signals after submission to simulated trading. The user had removed a binding between the strategy’s start date and its live-trading parameter, then waited several days…
This short MetaTrader example shows how to trigger an action when a candle-related condition changes from false to true. It maintains separate prior-state flags for buy-side and sell-side conditions. On each tick, a helper function checks whether the current…
The document presents a market-depth implementation that stores bid and ask quantities by integer price ticks in ordered B-tree maps. It tracks the best bid and ask, converts prices to ticks using a configured tick size, and filters near-zero quantities…
This post outlines a short-term equity screen combining an RSI threshold below 65, a daily gain above 1%, main-board membership, trading volume above 10,000 lots, and an opening-price condition. It includes example query and Python snippets intended to…
The document gives a broad introduction to quantitative trading as the use of data, statistical or machine-learning models, and programmed rules to inform and execute investment decisions. It surveys common components: historical and live market data,…
This short VeighNa community thread concerns users who cannot connect to the SimNow simulated futures-trading environment. One reply suggests checking the relevant port with a telnet connection, and another explains that the port is open only during trading…
This note explains how to use an indicator to display labeled trade levels on MetaTrader 5 charts. It can replace the platform’s native trade-level display on a standard chart, or add levels to custom charts where native levels are unavailable. The note says…
This document describes a MetaTrader indicator that detects bullish and bearish pinbar candlesticks from price action and marks them on the chart. It can issue platform, email, and push notifications, and is offered for both MT4 and MT5. The indicator does…
This Chinese equity screen selects stocks associated with the metaverse theme, filters for prior-day actual turnover between specified bounds, and ranks candidates by large-order net buying activity. The proposed rationale is that moderate-to-high turnover…
The essay examines limits of using large language models and deep learning as autonomous trading decision makers. It contrasts their strength in finding patterns in historical data with the market researcher’s need to reason about current conditions, causal…
This document describes an Expert Advisor that trades from signals produced by the iWPRSign indicator. A signal is acted on when a colored indicator icon appears at the close of a bar. The system depends on a separately compiled indicator file, so it cannot…
This Wtpy CTA strategy calculates upper and lower intraday trigger levels from recent highs, closes, and lows, scaled by configurable parameters around the current bar's open. When flat, it enters long on an upper-level break and, for non-stock instruments,…
The document describes an expert advisor that trades support and resistance levels drawn by the user as trendline objects. The trader chooses trade direction graphically with arrows and selects between two trigger interpretations. In the move-from-level…
This introductory guide explains four order types used in cryptocurrency trading. A market order seeks immediate execution at available prices, so the final fill may differ from the trader’s expected price. A limit order sets a price condition for buying or…
This documentation page introduces two example execution algorithms: TWAP, which distributes trading over time, and VWAP, which weights execution according to trading volume. It assumes readers already understand target-position tasks, order placement and…
This guide shows how to retrieve historical market data from Databento, save it locally in compressed DBN files, convert it into Nautilus data objects, and store those objects in a Parquet catalog. Its examples cover an E-mini S&P futures order book depth…
This document describes an MT4 trade manager for applying protective rules to already-open forex orders. It can set stop loss and take profit distances in pips, shift a stop to break-even after a chosen profit threshold, and trail the stop as price moves.…