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
A VeighNa community exchange discusses penetration-test information that was collected, but showed a timestamp seven hours off. A respondent suggests checking the computer’s time zone, noting that the machine may be set to UTC. This points to a basic…
The document outlines a one-minute currency scalping Expert Advisor intended for tight-spread conditions and markets described as flat with adequate volume. Its features include trading across currency crosses, handling multiple currencies, calculating…
The document describes a trading robot that first opens simulated positions to monitor the market, then begins placing real orders after a configured entry condition is met. Its settings cover timeframe, slippage, order identifiers, stop loss and take…
The BarTimer indicator displays where the current time falls between the start and end of a price bar, including elapsed time as a percentage of the bar. The described use is to monitor when a trading decision is made relative to candle formation, applying…
The document compares two ways to retrieve Binance perpetual futures candles. Using the platform’s standard record retrieval after setting a maximum bar length of 1,500 returns only 1,000 records in the described example. A direct exchange API request for…
A BigQuant user raises a timing problem involving premarket data processing in backtests. In the example, a signal generated on one day leads to an order for the next day; premarket history in the backtest appears to expose that day’s open and close. Such…
This documentation explains how VeighNa Elite Trader’s option strategy module supports strategy setup, initialization, automated trading, monitoring, and removal. It describes the ContractManager’s role in loading daily contract information and maintaining…
This guide explains how the FMZ Quant platform organizes strategy development and bot operation. Users manage strategies and bots through the website, while a Docker service on their own or a rented machine connects to exchanges, runs the strategy, and sends…
This repository overview describes a Python framework for building rule-based strategies, AI-assisted decision systems, and combinations of the two. Its central workflow is to test strategy decisions on historical data, inspect simulated orders and reports,…
This guide explains how programs can call FMZ’s extension API to retrieve account and robot information, issue commands, and manage robot states. It covers API key creation and per-method permissions, response and status codes, request parameters, and an…
This operational guide explains how to reduce the risk of exposing a Hummingbot API used by Condor to manage bots and trading accounts. It outlines threats from public API access, including unauthorized trading, credential misuse, bot changes, and disclosure…
This talk overview explains four broad approaches to quantitative trading: market making, statistical arbitrage, price prediction, and microstructure trading. Market makers post bids and offers to supply liquidity and seek to earn the spread, while managing…
HftBacktest uses Numba-compiled classes and strategy functions, so importing the library and compiling a strategy can add startup time before a backtest begins. The document describes enabling Numba’s cache option on a strategy function so compiled code can…
The document describes four MQL5 scripts for opening long positions with stop loss and take profit distances specified in points from the current price. Two variants submit protective orders along with the trade for brokers that support this approach and…
This reference distinguishes local simulation accounts from remote Quick simulated accounts for futures and stocks. It describes TqSim as a local futures simulation option for development and backtests, TqKq as a Quick linked futures account, and…
This guide explains how interactive controls send commands to a running trading strategy. Controls can carry numbers, booleans, strings, dropdown selections, or button actions; strategy code retrieves the resulting messages and can use them to change…
This overview describes an automated cross-exchange market-making executor in the Hummingbot framework. The strategy seeks to capture price differences between venues or markets by placing a maker order on one side and executing against a taker market when…
This documentation explains how Freqtrade strategy callbacks complement vectorized indicator and signal functions. Callbacks run when needed, often repeatedly during live trading or at each simulated candle, so the guidance warns against costly calculations…
This document outlines an Expert Advisor that uses the RSIOMA_V2 indicator to generate trade decisions. It describes three possible triggers: a change in direction of the fast cloud envelope, a move through an oversold or overbought level, or a change in the…
This guide lays out a futures data workflow for a trading system. It starts with instrument settings, spread costs, and roll parameters, then gathers individual contract histories, builds roll calendars, creates multiple-price series, derives back-adjusted…
This example describes a live data actor that subscribes to a slice of Bybit BTC options. At startup, it searches cached instruments for unexpired Bybit options, selects the soonest expiry, prefers USDT settlement when available, and constructs the…
This document outlines an Expert Advisor that uses the Blau Ergodic oscillator to generate trade entries. It lists three possible signal events: a change in histogram direction, a move through the zero line, or a change in the signal-line cloud's color. An…
This brief forum exchange asks whether VeighNa's main engine position converter loads positions that are already held when it initializes. The question gives a concrete example: whether a long position carried from the previous day will be reflected in the…
This FAQ explains how an exchange prevents a user’s orders, or orders from accounts sharing a trade group, from matching against each other. It describes the available outcomes: allow the match, expire the taker or maker order, expire both, decrement both…