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 Session Buy Sell Orders indicator displays two session-level order-count series: the current total of buy orders and the current total of sell orders for a symbol. It draws them as separate histograms using two buffers. This presents the two sides of the…
The document shows a live monitor comparing executable buy and sell quotes across decentralized exchange pools for several crypto pairs and chains. For a stated trade size of 10,000 stablecoins, it selects the best buy pool and best sell pool, reports gross…
This document outlines a way for a MetaTrader program to send data to Excel in real time through Windows Dynamic Data Exchange. It describes the DDE sequence: initialize the service, identify Excel and a worksheet, connect, address a cell using R1C1…
This reference explains a data structure that groups multiple order book changes belonging to one logical book event. A batch must contain at least one delta, and every contained update must refer to the same instrument. Its flags, sequence number, event…
The document introduces a proposed way to calculate a simple moving average without using loops. It first defines the indicator as the average of prices across a chosen number of recent periods, and notes that straightforward implementations often accumulate…
This MT5 indicator tracks up to three configured symbols and analyzes completed Asian and London session ranges, using M5 as its default internal timeframe. A session sweep alone does not qualify: the described sequence requires a sweep, a close through a…
This brief forum exchange concerns a data timing problem: historical data queried after the market close still appeared to end with the prior day's record, preventing the poster from generating notifications for the next trading day's buys and sells. A…
The document explains how TradingView alerts can connect chart conditions and Pine Script strategy signals to automated order handling on an exchange. Alerts may be triggered by price levels, indicator thresholds, or strategy orders. Email can carry alerts…
This document describes revisions to a MetaTrader expert advisor called Multi Arbitration. It trades two currency pairs at once: the chart’s main symbol and a second symbol selected from a fixed list of 20 forex pairs. The revised entry rule adds a buy only…
This reference compares direct order placement, cancellation, target-position control, scheduled execution, and TWAP tools for futures and stock workflows. Manual orders suit cases requiring explicit price selection, cancellation decisions, partial-fill…
This MetaTrader 4 discussion sketches an intraday strategy using a Center of Gravity indicator with five parallel lines. A long signal is intended when a one-period moving average of lows crosses back above the channel’s lower boundary; the suggested short…
This Chinese equity screening concept selects stocks with price amplitude above a threshold, a high ranking for large-order net volume, and a closing price at the highest level of the last two sessions. The rationale is to identify short-term candidates with…
This Chinese equity screening idea combines three conditions: price amplitude above a threshold, a day’s maximum decline between roughly four and five percent below the reference level, and net large-order inflow during the afternoon. It is presented as a…
This guide explains how to bring market data from an outside provider into QTPyLib for backtesting. The workflow module’s preparation step converts a data frame into the library’s expected format and can write the result as a CSV file. The example uses…
This guide explains how to design, run, and profile Rust benchmarks for trading software. It distinguishes elapsed-time measurement with Criterion, instruction counts with iai, simulated CPU comparisons with CodSpeed, and sampled call-stack profiling with…
This overview explains how cryptocurrency trading bots automate decisions and trade execution using predefined rules. It describes several possible inputs: technical indicators such as moving averages and RSI, forecasts derived from historical data using…
This MetaTrader expert-advisor example describes an automatic reversal rule. When a position closes, the program detects the closing deal and opens a new position in the opposite direction on the same symbol, using the same volume. For instance, closing a…
This document explains volume profile as a view of trading activity distributed across price levels. High volume nodes (HVNs) are described as acceptance areas where price spends more time and trading volume is concentrated. Low volume nodes (LVNs) are…
This polemical essay argues that quantitative funds have an unfair advantage over retail traders, focusing on differences in settlement and trading rules. It claims that institutional strategies can exit or reverse positions rapidly while individual…
This brief library description explains a stop-loss helper for market execution orders. It supports either a stop distance set in points or a distance derived from the average true range, with an adjustable ATR multiplier. The stated default multiplier is…
This Python example describes a process manager for a CTA futures strategy using vn.py and the CTP gateway. A parent process checks the clock and launches a child process during configured daytime and overnight trading windows. The child creates the event…
The document examines how one-minute OHLC backtests can misclassify bracketed trades when a bar touches both the stop and target. Because OHLC records prices but not their sequence within the bar, a tester must assume an intrabar path; real tick data can…
This MetaTrader 5 Expert Advisor bases its signals on the ColorBearsGap indicator. A signal is generated when a bar closes and the indicator histogram changes color. The document notes that a supporting TradeAlgorithms library can help the advisor work with…
This note develops a proposed A-share strategy for vn.py around two prior-day setups: a first limit-up close after two days without a limit-up, or a session that touched the limit price but did not close there. Candidates are further filtered by turnover…