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.
9,797 documents
This support exchange diagnoses why a futures Bollinger Band strategy produced no backtest results. The reported cause is a mismatch between the date ranges: the data extraction module supplied data from 2021, while the backtest was set to run in 2024. Since…
This page describes a higher-timeframe variant of the UltraAbsolutelyNoLagLwma indicator. It adds a timeframe input so the user can select the chart period from which the indicator operates; the provided default is a four-hour period. This lets a trader view…
The document outlines three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…
ASCTrend is a chart indicator that uses Williams Percent Range to generate buy and sell arrows. Its RISK setting controls the indicator period and shifts the thresholds used to identify signals. A signal is produced when the indicator moves from an…
This broker integration guide explains how LumiBot handles Bitunix USDT perpetual futures. It covers account funding, leverage requests, hedge-mode requirements, order precision, reduce-only closes, and historical candle retrieval. The integration does not…
The script describes a spread-trading approach linking methanol futures with polyethylene and polypropylene futures. It estimates an MTO production margin by valuing the two polymer contracts together and subtracting the methanol input cost, adjusted for…
The document presents a Renko-based system that buys after at least two upward bricks follow a decline of two or more bricks, and sells short after at least two downward bricks follow an advance of two or more bricks. The example code builds bricks from…
This report reviews 2024 activity in centralized crypto spot and derivatives markets. It describes how exchange and asset trading volumes changed through the year, noting periods of high activity across major venues and tokens. It suggests using volume…
The document outlines the construction of the Klinger Oscillator, a volume-oriented technical indicator attributed to Stephen Klinger. It first calculates typical price from the high, low, and close. Turnover is then assigned a positive or negative sign…
This note describes a pivot-point indicator that adds four ways to calculate the central pivot from the previous session’s high, low, and close, with some variants also incorporating the current open or giving the previous close additional weight. These…
The document describes a higher-timeframe variant of the iAnchMom indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default example. This makes it possible to consult…
This QuantConnect example describes a monthly currency carry strategy. It ranks a universe of currency futures by associated central bank or interbank rates, goes long the three highest-rate currencies, and shorts the three lowest-rate currencies. Unused…
This example assembles a futures trend-following system on hourly data and shows how to choose among vanilla accounting, simulated market orders, and simulated limit orders. The system combines raw data, trading rules, forecast scaling and combination,…
OctoBot profiles determine which strategies and evaluators run, which cryptocurrencies and trading pairs are considered, which exchanges are enabled, and whether trading uses spot or futures. The guide explains how to edit strategy settings through the…
This Expert Advisor combines a random-number gate with a moving-average price relationship to decide whether to open a position. The random draw is compared with one of eight thresholds represented by poker-hand labels; if it falls below the selected…
This forum exchange weighs tick-level data against minute-bar data for backtesting CTA strategies. One participant notes that a year of tick observations can exceed a computer’s practical capacity, limiting the period available for testing and parameter…
This forum thread discusses futures brokers denying or threatening to revoke CTP quantitative trading access because VeighNa's risk controls may not meet newer requirements. A community contributor says an updated risk manager module adds support for the…
This strategy description combines a Perfect Trend Line signal for entries and exits with a Trend Impulse indicator for direction. It is presented for five-minute Dow Jones trading. A long position is opened when the trend line changes to bullish while the…
The discussion explains how a VeighNa portfolio strategy handles its own position state. The strategy position data is stored in the portfolio strategy data JSON file and read when the strategy starts, so saved values can initialize the strategy’s internal…
The article develops a relative-value framework for Chinese rebar and iron ore futures. Because iron ore is a major steelmaking input, their prices are linked, but the author argues that simple steel-margin formulas can be distorted by coke prices,…
This forum exchange discusses modeling different futures commission schedules by contract, including cases where closing a position opened the same day incurs a higher fee. It says the backtester’s basic settings handle percentage fees and describes fixed…
The author describes using an AI assistant to rebuild a customized trading application from VeighNa 3.9 to 4.3. The work covered a changed modular architecture, a new database backend, a redesigned strategy data model, and a rewritten desktop interface. The…
This community discussion concerns a futures firm’s penetration-testing requirements for a trading system. The test is meant to count order submissions and cancellations over time, monitor thresholds, and raise alerts when activity peaks. Participants…
This research summary studies iron ore returns using factors from the commodity supply chain as well as macroeconomic variables. It groups fundamental drivers around supply, demand, inventories, and costs, and reports findings from a vector autoregression…