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 transcript surveys four ways quantitative methods enter trading: high frequency strategies, statistical arbitrage, execution algorithms, and quantitative tools used alongside discretionary investing. It describes market making as earning bid–ask spreads,…
This short forum exchange explains that backtest prices and simulated-trading fills can differ because the two systems may use different execution models. A backtest may value an order at the price associated with a configured time point, while a simulated…
This overview describes a collection of agent capabilities for operating the Hummingbot trading ecosystem, including bot and connector management, liquidity provision for concentrated liquidity pools, exchange arbitrage scans, and cross-exchange…
The document presents an implementation of a limit order book that stores level-two depth in bid and ask vectors over a configured range of price ticks. It maps prices to array indices using the tick size, aggregates quantities at each level, and tracks best…
This document explains why an order-management interface can benefit from including the time an order was placed. When many limit orders remain unfilled, knowing each order’s age lets a trading system identify and cancel orders that have been pending longer…
This short note presents a reusable wrapper for retrying exchange API calls that fail because of network problems. Rather than adding retry logic separately around account, order-book, or candle-data requests, the wrapper repeatedly invokes a supplied method…
This collection of trading anecdotes describes manual, high-frequency intraday futures scalping based on order-book changes, quick reactions, and repeated attempts to capture small price differences. Practitioners emphasize watching volume and position…
This guide explains how to make TA-Lib available to strategies running in a self-hosted Python environment on 32-bit Windows with Python 2.7. Its example contrasts a built-in technical-analysis helper, which runs without a separate TA-Lib installation, with…
The document introduces a connector for Perpetual Protocol and an automated strategy intended to trade price differences between perpetual contracts and spot markets. It describes comparing perpetual venues, including decentralized and centralized futures…
This brief exchange explains an apparent one-day mismatch between backtest output logs and the trade details table. The stated cause is the difference between a signal and its execution: the log records when a price bar arrives and triggers the signal, while…
This document outlines a news trading approach that places a buy-stop and a sell-stop on opposite sides of the current market before a scheduled release. When one pending order activates, the other is canceled. A trailing stop is intended to follow a sharp…
This VeighNa community thread discusses gathering evidence for a broker's production CTP account application. The requested checks include counting submitted and canceled orders, confirming that an order with an invalid price increment is detected and…
This document describes a MetaTrader indicator that uses three ADX periods to mark trend beginnings and endings and indicate periods without a trend. It draws its output in the main price chart and supports alerts for horizontal-line starts, price crossings…
This Python entry point runs a futures mean reversion system through a broker controller. Before trading, it checks broker position consistency, obtains a price and an initial range estimate, and prompts the operator to accept or modify strategy parameters.…
This brief forum exchange reports a bug in a spread trading template: rounding a traded price to the spread’s price tick can fail when that tick value is zero. A participant suggests first connecting to the trading interface and waiting for a successful…
This community thread discusses missing log output when running VeighNa version 4.10 in a VS Code environment, while version 3.94 reportedly logs normally in the example setup. Participants suggest checking whether the launch directory changed and whether…
This note describes a MetaTrader 5 chart indicator for reviewing a trader’s rules before opening a position. The trader defines checklist items and manually marks whether each condition is satisfied. The tool is intended to make a personal trading process…
A Chinese-language forum exchange discusses long decimal values appearing in trading system displays, including a silver futures sell-to-open price. One participant attributes the extra digits to Python floating-point representation and suggests rounding…
This tutorial introduces a workflow for inspecting market data and orders in HftBacktest. It shows how to configure an asset with historical tick data, an optional starting snapshot, contract and tick sizes, latency, queue position, exchange fill behavior,…
This document describes a chart indicator that displays signals generated by the Skyscraper_Fix trend indicator using a selected timeframe. It distinguishes continuation from trend-change signals through different arrow shapes and colors, and can produce…
This tutorial explains simple moving averages and their use in equity trend strategies. It outlines common short-, medium-, and long-term averaging periods, describes how a moving average is calculated from closing prices, and introduces Granville-style…
The document describes a high-frequency futures data method: connect to multiple futures brokers, subscribe each connection to the same contract, and combine incoming tick events. Its platform design uses a continuously running main loop and an event-waiting…
This document describes a Rust framework for developing high-frequency and market-making strategies in backtests and live trading. Its replay approach uses tick-level market data and reconstructed order books, including both market-by-price and…
The document describes an automated trading tool that takes a user-selected long or short direction, waits for a setup based on volume and price levels, and places trades. Its level and length settings shape the pullback it seeks and how extensively it…