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 forum post reports a difference in how a trading platform handles a day counter in development backtests versus simulated trading. The counter behaves as expected in backtests but remains at one in simulation, prompting questions about whether the…
This forum exchange investigates why a VeighNa trading script fails to find contracts even though the graphical Studio client receives market data. Participants explain that a strategy module may start before contract queries finish, and that simply adding a…
This short forum exchange discusses a timing problem in a 15-minute bar strategy: a signal is generated when a bar closes during a trading break, so an order submitted immediately may fail because the market is closed. The question also raises the…
This example outlines a daily workflow that combines browser-based research, trade review, and optional publication of a trade receipt. A research agent visits a configured site, captures evidence and a screenshot, and returns claims, contradictions, and…
This EURUSD strategy places pending orders around the previous day's high and low, seeking to enter in the direction of a range break. The described setup places a buy above the prior high and a sell below the prior low, adjusted for spread. Both orders are…
The article distinguishes planned stop losses from sudden losses that occur when a stop cannot be executed at its intended level. It describes fixed stops based on a price or loss limit, trailing stops that follow conditions such as moving averages or…
This VeighNa guide compares database choices for storing trading data, including embedded SQLite, relational systems such as MySQL and PostgreSQL, and non-SQL options such as MongoDB, InfluxDB, DolphinDB, Arctic, and LevelDB. It describes their broad storage…
This short note describes a basic trading-platform script that records close prices alongside date and time fields, then writes the records to a comma-separated file in the platform’s default files folder. The intended use is to make price observations…
This brief indicator description explains how tick events can be collected from a trading terminal into an array and shown on screen. Each displayed tick can carry a flag identifying the type of event: a change to bid, ask, last traded price, or volume, or…
This document explains how a trading system’s in-memory cache holds recent market data and current execution state for strategies and other components. Data engines update the cache as they process events; for quotes, trades, and bars, successful writes…
This report examines Bitcoin spot liquidity across six market regimes, focusing on the October liquidation cascade. It tracks order book depth at several distances from mid-price, exchange volume shares, and a composite resilience measure based on depth…
This platform guide describes two ways to organize data preparation and simulated trading. In one workflow, a separate task cleans and stores factors, then a trading task consumes its output. In the other, one task first prepares and saves the data and then…
This Expert Advisor monitors open positions as a group and can close them when combined profit reaches a configured take-profit level or combined loss reaches a stop-loss threshold. The thresholds can be measured as percentages or in the account’s deposit…
The article discusses three reported Chinese equity-market changes: wider daily price limits for risk-warning stocks, expanded after-hours fixed-price trading, and revised ChiNext listing standards that place more weight on growth and research investment. It…
This tutorial explains how to collect market data for many trading pairs through aggregated exchange endpoints and organize it for a multi-symbol strategy. Using Binance futures and Huobi spot as examples, it shows how to normalize different response formats…
These release notes describe updates to Hummingbot trading infrastructure, including four new perpetual futures connectors and changes to Gateway’s decentralized exchange integration. The connector additions support order and position workflows across…
The document describes a library that lets an MT5 strategy run in the tester’s mathematical mode. Its workflow first runs an Expert Advisor to save tick data, then uses that data in a later test. The article shows example logs for both stages and says the…
This strategy selects stocks that open above the previous close and have a five-day closing-price average above the ten-day average. Among qualifying stocks, it ranks by price-to-earnings ratio in ascending order and chooses the first ten; purchases are…
This tutorial explains how to bring market data from external providers or existing CSV files into QTPyLib for strategy backtesting. It outlines supported download routes for daily and intraday bars from Yahoo Finance, Google, and Interactive Brokers, with…
The document describes an Expert Advisor for manual trading that applies stop-loss and take-profit levels to market and pending orders. Its controls include when trailing begins, the trailing distance from the current price, the profit threshold for moving a…
This code describes a Dual Thrust style breakout strategy applied across a list of instruments. It calculates a reference range from prior bars using the highest high and close and the lowest low and close, then scales that range by separate parameters to…
This guide describes how to make an OctoBot webhook reachable by an external signal provider such as TradingView. It uses Tailscale Funnel to publish the webhook port through a stable HTTPS address without configuring router port forwarding. The setup…
This article outlines a workflow for adding intraday monitoring and automated execution to a BigQuant equity strategy. Its premise is that factor calculations may produce a next-day trading plan only after the market closes, leaving no mechanism to react to…
A VeighNa community discussion investigates a CTA backtest in which the recorded position appears to exceed the strategy's actual holdings. The trader reports opening seven contracts, then seeing several stop orders close quantities that add up to more than…