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 technical reference describes a market data provider interface for accessing prices, order book data, and historical candles by connector and trading pair. Price queries can request a specified price type, while volume based order book queries estimate…
This essay contrasts two stylized accounts of a quantitative trader’s working day. The less automated workflow involves checking strategies and orders manually, adjusting allocations and contracts, monitoring live positions, recording profit, slippage, and…
This forum exchange addresses how to skip a planned stock purchase when the stock opens more than 9% above its previous close. The suggested workflow is to add the opening price and prior close to the prediction dataset, merge those values with the…
The document describes a simple random-entry trading experiment based on the assumption that short-term upward and downward moves are equally likely. A script randomly opens a buy or sell order, while the user sets trade size and exit levels. With equally…
The document explains how Hummingbot’s order override setting lets advanced users define individual buy and sell orders with their own spread and amount. The custom orders replace the strategy’s regular spread, amount, and order-level settings while the…
This MetaTrader indicator monitors a trader-selected price and plays a sound when the price moves above it, below it, or reaches it exactly. Each alert type can be set independently, and leaving a level at zero disables that alert. The signal is a…
The article distinguishes high-frequency trading firms from quantitative investment firms by their typical origins, time horizons, capital models, and technical priorities. It describes high-frequency trading as focused on rapid processing and efficient…
This article introduces paper trading as a way to run strategies in live market conditions against a virtual portfolio. It describes using simulated funds to explore strategies before committing capital and to continue experimenting without risking real…
The Tunnel Method is a moving-average signal approach attributed to Scriptor and implemented in MetaTrader code by another author. It uses three moving averages and compares two indicators for buy and sell decisions. A signal is checked only when the…
This Expert Advisor uses the SlopeDirectionLine trend indicator to generate trades when a bar closes and the indicator’s line changes color. The document describes a close-confirmed signal rather than an intrabar trigger, and notes that the compiled…
The document describes a minimal short-term trading approach that chooses long or short direction at random, such as by a coin toss. Its code example first checks that no positions are open, then uses a pseudo-random value to select a buy or sell order and…
The document introduces graph representations for modeling relationships among financial assets, arguing that stocks cannot be understood solely as independent observations. Graphs can encode different kinds of links, including sector membership, return…
This community post presents a strategy backtesting framework that uses an iWencai selection function to choose stocks and run minute-level simulations. That outlines a basic workflow for testing intraday rules on a filtered equity universe: define a stock…
This project describes a unidirectional arbitrage bot trading Ether and token pairs across Etherdelta and Bittrex. The core idea is to seek gains from price differences between exchanges. Because trades on Etherdelta involve Ethereum transactions, the author…
This account describes connecting VeighNa to CTP before and after new programmatic-trading requirements, with particular attention to error codes 4040 and 4097 and a subsequent testing process. The author recommends a recent VeighNa version and contrasts two…
This reference surveys common technical indicators and explains several price, risk, valuation, and execution measures with formulas and numerical illustrations. Topics include simple and exponential moving averages, RSI, beta, Sharpe ratio, price momentum,…
This reference summarizes exchange-specific behavior relevant to configuring an automated cryptocurrency trading system. It compares supported spot and futures markets, margin modes, and available on-exchange stop orders, then discusses API rate limits,…
This strategy uses SPY, VIX, and the Brain Market Sentiment indicator to determine exposure to an overnight SPY trade. It checks each series against its 20-day average: SPY and sentiment must be above their averages, while VIX must be below its average. Each…
This MetaTrader expert advisor uses the nearest ZigZag vertex on a new bar to reverse positions. A vertex at a bar high triggers a buy and closes existing sell positions; a vertex at a bar low triggers a sell and closes existing buy positions. A…
This tutorial explains interface features for a trading strategy environment. It shows how a status display can present changing text, variables, formatted tables, and encoded images without filling the log with repeated updates. It also describes chart…
The document outlines an Expert Advisor that generates a trading signal when the ColorJFatl_Digit indicator changes color at a bar close. It requires the compiled indicator to be installed in the platform's indicator folder. A supporting library is mentioned…
This brief description explains an MT4 expert advisor that scans historical closed trades and retrieves one by recency. An index of zero refers to the latest closed trade; increasing the index moves backward through the close history, so an index of one…
This document describes an MQL5 class that acts as a pre-trade execution gate for Expert Advisors. It reads the terminal’s latest server ping and combines that figure with a wall-clock execution delay recorded around a trade operation. If the combined…
This document explains a graphical workflow for researching CTA strategies with historical data. It covers downloading market data, configuring a backtest with instrument details and trading costs, and reviewing equity, drawdown, daily profit and loss, and…