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 Chinese stock-selection proposal screens for turnover between the stated bounds and greater displayed buying volume than selling volume at the best quote. It then looks for a positive price change during the auction and aggregate buying by large and…
This MetaTrader expert advisor places buy limit and sell limit orders when its conditions are checked at the start of a new bar. If one order triggers, it removes the remaining pending orders. The description also says position trailing is checked on every…
This short simulator page demonstrates how a regular expression can locate a function signature in MQL5. It explains that the pattern looks for the text “int,” then matches a non-greedy sequence of characters on the same line, followed by literal…
This short example shows how an automated trading script can detect that both long and short positions have become flat, then respond when its internal state still indicates an active trade. It compares the current account balance with the previously saved…
This documentation page explains how to run Freqtrade backtests on historical OHLCV data, select a strategy, timeframe, date range, trading pairs, starting balance, stake settings, fees, and output format, and compare multiple strategies in one run. It…
This FMZ guide outlines a continuously running strategy loop across JavaScript, Python, Rust, and C++. It shows calling strategy logic repeatedly with a configurable sleep interval, which controls polling frequency in live trading and playback speed in…
The document explains why MetaTrader’s TimeGMT function can give misleading results in the strategy tester: there, it matches simulated trade-server time. It describes a library that estimates the broker’s GMT offset from historical hourly bars and subtracts…
Equity Guard is described as an account-level risk tool that tracks losses from a daily reference point and reacts when a configured trigger is reached. The reference can be the account’s balance or equity at the daily reset, and the limit can be expressed…
A short VeighNa community exchange explains why the project continues to maintain vnpy_ctptest alongside vnpy_ctp. The response says that some futures companies still use an older version of the CTP testing environment, so the test interface remains…
This expert advisor uses the Stochastic oscillator to close existing positions according to one of three rules: %K crossing %D in an extreme zone, %D entering an overbought or oversold zone, or %D leaving one. The rules are directional: for example, an…
This DAX strategy uses a one-hour Kaufman Adaptive Moving Average (KAMA) crossing a 22-period simple moving average to generate long and short signals. It calculates signals on hourly bars but uses one-minute data to manage exits. The author describes a…
The document explains how to migrate a strategy from Backtrader to LumiBot by checking one behavior at a time: data timing, indicators, sizing, orders, and execution. It maps common lifecycle and broker concepts, then illustrates a simple allocation rule…
This tool graphs cumulative simulated outcomes after consecutive runs of bullish or bearish candles, considering run lengths from one to twelve. For each qualifying pattern, it records a one-candle return in the direction of a hypothetical long position and…
This article proposes screening Chinese A-shares in the metaverse industry by ranking them on the day’s opening-auction turnover and retaining the top five with positive net buying attributed to major auction participants. It frames turnover as a…
The document describes configurable trade-management options for closing part of an open position and moving a stop loss to the break-even area. Its listed settings enable partial closing, set the percentage of position volume to close, enable stop movement,…
The document introduces paper trading as a way to run strategies in live market conditions with a virtual portfolio before committing real funds. It describes using a cloud trading service to select strategies, choose a simulated portfolio, and monitor the…
This tutorial explains how to replace a simulated execution handler in an event-driven trading system with one that submits orders through Interactive Brokers using IbPy. The handler receives order events, builds contract and order objects, sends them to the…
The guide explains how NautilusTrader routes order, position, account, and time events through its message bus and to strategy handlers. Specific handlers run before aggregate handlers, and strategy callbacks receive events only while the strategy is…
This short troubleshooting excerpt records failed buy and sell attempts for the FT/USDT market on FCoin. The exchange returned an error stating that market orders were disabled for that symbol. The account information shown in the log includes available and…
This document explains a trade-management expert advisor that moves a position’s stop loss to a specified breakeven level after the position reaches a configured profit threshold. A separate distance setting determines where the stop is placed relative to…
The document describes using TqSdk from Jupyter Notebook for market analysis and research. It highlights the notebook’s interactive workflow, where code can be run incrementally, and its ability to display charts alongside analysis. It points readers to…
This Python example outlines a deep reinforcement learning workflow for a stock portfolio using FinRL and Alpaca. It trains a PPO agent with ElegantRL on one-minute data for Dow Jones stocks, evaluates it on a short held-out date window, then retrains using…
This historical OKCoin strategy combines short-term price-breakout trading with a portfolio-balance rule. It tracks recent trades, order-book prices, and a smoothed trading-volume measure. When price moves beyond a threshold relative to recent highs or lows,…
The document describes an indicator that converts incoming tick data into a one-tick-period chart in MetaTrader. It adapts the platform’s period-conversion approach to store ticks in standard history files, which lets the user open the result as an offline…