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 glossary explains terminology used by a spot-trading API, including market and limit orders, order states, balances, trade quantities, price fields, and time-in-force settings. It distinguishes base and quote assets, bid and ask data, and common order…
This community discussion considers how users of the VeighNa community edition can receive notifications after opening or closing a position. One suggested workaround is to send an email and enable QQ Mail notifications in WeChat, so email alerts also appear…
The article presents five principles for trading: build decisions around one coherent set of rules, practice execution until it becomes habitual, judge performance over many trades, wait when conditions are noisy, and accept that strategies can fail. It…
This guide explains how to use VeighNa’s CTA strategy module to load strategy classes, create instances, initialize them with historical data, and start or stop automated trading. It describes how instances can trade different futures contracts with separate…
This brief forum exchange discusses how to close positions using VeighNa’s script trading interface. A user notes that the documentation shows an opening order example and asks for examples of closing a position and closing a position opened on the same day.…
The article explains ETF arbitrage through a simplified analogy: an ETF represents a bundle of stocks, and a temporary mismatch between the bundle’s price and the combined prices of its holdings may create an opportunity. In the example, the bundle is priced…
This indicator synchronizes a chosen candle’s time window across open charts of the same symbol, allowing a trader to compare that moment across different timeframes. A host chart publishes the selected candle’s open and close times, closing price, and…
This document shows how to submit a single passive-only limit order on BitMEX, place several such orders in one bulk request, and cancel all orders for a specified symbol. The examples use the exchange’s IO interface to call the order, bulk-order, and…
MarketPredictor is described as an open-source MetaTrader 5 Expert Advisor that applies mathematical tools to historical prices and future scenarios. Its stated methods include Fast Fourier Transform analysis to identify dominant frequency patterns and Monte…
The document explains a short-horizon market-making tactic that seeks exchange rebates when quoting in a stock with a narrow bid–ask spread. A market maker first sells at the ask, then moves its quotes up by one price increment and waits for a buy at the…
The document explains how Gate.io’s peer-to-peer lending market can support borrowing stablecoins or other cryptocurrencies against collateral. Borrowed coins can fund a leveraged long position or be sold to create a spot short; the text also contrasts this…
This introductory tutorial presents active equity portfolio management as a connected process. An alpha model forecasts stocks’ excess returns, while estimates of return dispersion help inform position sizes. A structured risk model describes current…
The post describes a stock screen combining three conditions: turnover between 3% and 12%, a rising DEA signal, and positive afternoon large-order flow. It frames the filters as measures of trading activity, short-term direction, and buying pressure. The…
The guide explains how to run a strategy or crypto basket in paper trading through OctoBot cloud. A user starts trading from the selected strategy or basket, chooses paper trading, and sets the size of a virtual portfolio. The simulated bot follows the…
This FMZ Pine Script reference describes script structure, declarations, indentation, comments, and time-series behavior. It explains how historical values are accessed, illustrates calculations over bars, and discusses limits on historical references. It…
This document describes an Expert Advisor that maintains a grid of pending orders above and below the current market price. Users can configure the number of orders per side, spacing, order types, lot size, slippage allowance, take-profit distance, and a…
This community post reports a failure when requesting historical data through VeighNa’s Interactive Brokers gateway. The traceback shows a lookup for a contract keyed by the supplied symbol and exchange failing before the history request can proceed. The…
This reference describes Binance’s Spot Testnet WebSocket API for requesting market and account data, placing and managing orders, and receiving user data stream events. It outlines JSON request and response structures, method categories, authentication…
This guide explains how Zipline data bundles package pricing history, corporate-action adjustments, and asset metadata for backtesting. It covers listing available bundles, ingesting a data source, choosing a specific ingestion by timestamp, and cleaning up…
A VeighNa community question asks how to update a contract’s open, high, low, and close values from the CTA module’s tick handler so they refresh on screen instead of remaining at zero. The reply points to updating the relevant global variable, illustrated…
This overview presents LumiBot as a Python framework for writing conventional rule-based strategies, AI-agent strategies, or combinations of the two. Its workflow supports running historical backtests before connecting to a broker, then running a strategy in…
The document outlines a scalping approach that looks for the current period’s price range to exceed the prior period’s range. It can be applied across periods such as a week, day, or four-hour interval. The stated distinction from a conventional range…
The document describes a reporting workflow for analyzing a trading strategy from return data and, when available, holdings, transactions, benchmark returns, market data, and factor information. Its full report brings together return and event analysis, then…
The document describes a trading expert that closes all open positions when selected basket-level profit or loss conditions are met. It offers two closing modes: triggering on a percentage change or on a specified monetary amount. The author says the expert…