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 describes a cross-platform virtual trading library that lets an expert advisor run in simulated and live environments. It presents uses including testing against current prices, optimizing over historical data, pausing live orders while…
This document describes an external Expert Advisor intended to estimate broker commissions during MetaTrader 5 strategy tests when the platform’s built-in commission feature does not produce the desired result. It says the tool supports market, limit,…
The article presents five discretionary rules for managing Chinese stock positions during the opening session. It advises selling after a large gap down fails to recover, adding to a flat-opening stock that holds steady before a volume-backed rise, and…
This forum thread discusses a user who could not retrieve stock quotes through a brokerage’s OST interface while testing from an ordinary internet connection. Participants note that the interface may not print a successful market-data login message, so the…
This forum exchange describes an Ubuntu installation problem when importing VeighNa’s Rohon trading interface. The reported error says that the system cannot locate the Rohon shared library after the Python package was installed and vendor-provided files…
This quickstart explains how to install and run Hummingbot with Docker, then use its command-line interface to create and manage bots. It introduces a simple market-making script on a paper-trading connector, which uses live Binance market data to simulate…
This operations manual explains how a desktop terminal turns signals from simulated strategies into live equity trade plans. It describes linking an access credential, reviewing and editing proposed quantity and timing, and explicitly confirming plans before…
This short platform support exchange addresses why assigning equal target weights to five stocks may initially result in positions below the intended 20% per stock. The answer points to a trade-module setting that limits how much volume can be filled and…
The document demonstrates using a strategy platform’s LogStatus function to display information in a status area. Its example passes several Python values to the function: a number, a string, a list, a tuple, and a dictionary. The call also includes text…
This script builds a Binance BTCUSDT order book backtest and creates visual panels for examining the run. It loads depth snapshots and updates, reconstructs order book deltas, and runs an order book imbalance strategy alongside an actor that samples…
This Chinese market report reviews a week of performance across mainland equity indexes, sectors, bonds, convertible bonds, and public funds. Its central quantitative method estimates the trading impact of index constituent changes: for large broad-market…
This document describes an alert-enabled DeMarker histogram indicator. It can notify a trader when the histogram crosses zero, changes direction, breaks an overbought or oversold threshold, or exits one of those regions. The alert options include sound,…
The article examines why A-share strategy results in historical tests can differ from live or simulated trading. It groups causes into data problems such as survivorship bias and price adjustments, model problems such as overfitting and crowded factors,…
The article describes a short-term stock screen for companies classified in the metaverse theme. It selects stocks that appeared on the previous day’s trading leaderboard and had turnover between 2% and 9%. The stated rationale is to combine a current…
The document describes an expert advisor that tracks open-order profit and applies a virtual trailing stop. The stop level is calculated from a per-minimum-lot profit allowance, scaled according to the order’s lot size. For example, the stated settings leave…
This guide explains how to run FMZ strategies through a local Python backtest engine. It describes passing settings such as dates, bar interval, exchange, instrument, and starting balances through a configuration string, then initializing the engine and…
The document explains quantitative trading software as a system for turning investment rules into data analysis, strategy development, historical simulation, risk controls, and automated orders. It describes typical inputs such as prices, volumes, and…
The document raises a programming question about whether indicator functions should return only a strategy’s most recent 30 data points when the strategy does not need a longer history. It uses a Bollinger Band function as an example: the function derives a…
This brief note explains that an MT4 drawdown calculation can be scoped by magic number and trading symbol. Those filters make the reported drawdown apply to trades associated with a particular Expert Advisor identifier and instrument, rather than…
A VeighNa community question concerns orders that appear canceled during CTP penetration testing, while the logs omit the error code. The reply recommends printing the data returned by the gateway's order insertion response and order return callbacks.…
This guide explains how to use FMZ to access cryptocurrency options on Deribit, OKX, Huobi, Bybit, Aevo, and Gate.io. It describes selecting an options contract, retrieving market data, placing and canceling orders, checking positions, and finding contract…
The document describes an account-level risk management tool for MetaTrader 5. It outlines controls for equity drawdown, daily losses, trailing drawdown from peak equity, trading hours, spreads, position counts, total lot exposure, and daily order counts.…
This document describes an on-chart utility for managing positions already opened in MetaTrader 5. It does not generate entries or place trades; it modifies active manual positions or positions created by other expert advisors. Its stop-loss controls can…
This A-share commentary contrasts the time horizons and advantages attributed to institutions, quantitative firms, and short-term speculators, while arguing that retail traders often misread losses as deliberate targeting. Its practical advice is to focus…