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 document argues that traders can build consistency by specializing in a small number of clear setups instead of continually searching for a perfect strategy or new indicator. It recommends using the same market, time frame, and entry and exit rules, and…
The document describes a simple expert advisor that watches for an inverted quote, where the ask is below the bid. When that condition appears, it opens a sell position and closes it immediately, attempting to capture the unusual spread. The idea depends on…
This document describes a trading-platform expert advisor for managing open orders. It can apply take-profit, stop-loss, and trailing settings to orders, including orders placed from a mobile device. The described tool is not limited to a particular magic…
A trader reports that a local stop order on a simulated Chinese futures account triggered after a long position was opened, but the resulting fill was far below the displayed stop level. The discussion explains that the stop order’s displayed price is its…
This short description explains a chart-operated tool for modifying the stop-loss or take-profit levels of every open order on the chart’s current instrument. The user drags the script to a price level: placing it below the current market price changes stop…
The article describes slippage as the gap between an intended price and the actual fill, and attributes its size to both network delay and the speed of price movement. It argues that backtests and simulated trading can understate this effect because they do…
This document describes a configurable backtest strategy for several TheStrat price-action patterns. It classifies bars as inside, outside, two-up, or two-down, then tests selected continuation and reversal combinations, including 2-1-2, 3-1-2, 3-2-2, 1-2-2,…
This indicator lets a trader place a sloping trend line on a price chart and use it as an alert trigger. On first launch, the line is inactive; moving it to the desired chart level activates it. When price reaches or crosses the trigger line, the indicator…
The document outlines a MetaTrader 5 framework for backtesting event-driven strategies using historical economic calendar data. A retrieval script collects past events over a selected date range and saves country, event, and timestamped value data in files…
This example demonstrates how to run a local backtest with synthetic minute-level prices and a simple strategy. The strategy waits for its first trading iteration and then submits a buy order for one share of a demonstration stock. The backtest uses a small,…
A user asks whether VeighNa can connect to CITIC Securities after finding no suitable trading interface in a local installation. They explain that they cannot use CITIC Securities’ QMT service because they do not meet its stated capital requirement. The…
This article outlines the engineering challenges of researching and backtesting systematic options strategies. Because listed contracts change over time, a historical test needs an accurate record of which contracts were available on each date. The described…
This code outlines a short strangle on SPY: sell one out-of-the-money call and one out-of-the-money put, using strikes set about five percent above and below the current share price. It targets an expiration roughly 45 days away and checks positions once per…
The document discusses whether stochastic-process mathematics, including Brownian motion, still matters as machine learning becomes more common in quantitative finance. It presents several practitioner views: stochastic calculus has a stronger role in…
This Hummingbot reference page catalogs scripts and strategies that connect Gateway to decentralized exchange markets. The listed examples cover AMM data monitoring, token swaps, liquidity-position management, arbitrage between centralized and decentralized…
This short trading-log excerpt shows a close signal appearing even though the position was reportedly still open. The accompanying note says a close at 19:21 was manual. Earlier entries show repeated buy orders rejected by Binance futures with an…
A forum user asks whether a custom multi-data-source gateway written for the community edition can be loaded in VeighNa Elite. A respondent says custom gateways are supported in the live trading version, while the simulation version does not support them.…
This VeighNa CTA example implements a two-sided grid that begins with equal long and short positions after its bar manager has initialized. It checks each completed 15-minute bar against a moving reference price, using a fixed distance between grid levels.…
This documentation page catalogs Freqtrade features and settings that have been deprecated or removed, then explains migration implications for strategies and stored market data. It covers command-line options, pairlist configuration, strategy interfaces,…
This note describes a Chinese equity screen for stocks listed in 2021, with turnover between 3% and 12%, that did not close at the upper price limit on the prior day. It presents the conditions as a way to combine trading activity, listing vintage, and a…
A trader asks why positions disappeared from a trading interface after restarting a CTA strategy, despite earlier opening both long and short positions. The discussion distinguishes the strategy’s locally stored logical position from the account’s actual…
The document explains the Count Back Line (CBL) as a short-term trend confirmation and entry tool, intended to be used after other signals suggest a possible reversal. It describes combining CBL with trend lines and the Guppy Multiple Moving Average to…
The document describes a MetaTrader example for retrieving the highest and lowest bar prices over a specified interval covering the previous 24 hours. It identifies keyboard shortcuts for searching for the high or low, and says the example uses the…
The indicator identifies a completed candle that crosses a moving average and locates the preceding crossing. It draws a rectangle spanning the bars between those two events. The rectangle’s upper and lower boundaries are presented as possible take-profit…