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 document describes a MetaTrader 5 VWAP indicator designed to adapt session resets to different asset classes. It lists automatic asset classification, timezone-aware session handling, and a 17:00 New York rollover for forex, gold, and energy. It also…
The document describes an experiment for comparing randomized trade sequences, focusing on whether the direction of the first position affects the outcomes. It contrasts alternating sequences that begin with a buy and those that begin with a sell, with the…
This glossary explains common trading and exchange terms, including base and quote assets, centralized and decentralized exchanges, maker and taker roles, limit and market orders, order books, and mid price. It distinguishes a maker order, which rests at a…
This page describes an Expert Advisor that opens trades from signals produced by an Arrows and Curves indicator. A nonzero value in one indicator buffer triggers a buy, while a nonzero value in another triggers a sell. Position size can be set as a fixed lot…
This Qlib documentation explains how to simulate model-driven trading through a persistent account. A configuration specifies a model, a portfolio strategy, and initial cash; the system then generates orders from predictions, executes them under exchange…
The article examines whether minute-level net purchases by northbound investors through Stock Connect can help time Chinese equity index futures. It compares signals built from daily data with signals built from minute data, using CSI 300 and CSI 500…
This article outlines how to move a developed and backtested option strategy into live or simulated trading with VeighNa’s OptionStrategy module. It distinguishes access requirements for futures options and ETF options, including differences in simulated…
The document proposes reorganizing a visual strategy canvas so a trading engine reflects an initialization-and-cycle execution model. Initialization would run once, while separate pre-market, intraday, and post-market stages would run at their relevant…
This interview describes one trader’s experience using automated crypto market making, including both single-exchange market making and cross-exchange market making. The trader reports preferring pure market making for stablecoins and finding it easier for…
Leading_HTF_Signal is a MetaTrader indicator that displays the trend direction or trade direction generated by the LeadingSign indicator at a selected bar. It uses colored arrows: a right arrow indicates trend continuation, while an arrow showing the deal…
This introductory article defines a trading strategy as a plan specifying what to trade, when to enter and exit, and how much capital to risk. It says the plan should reflect the trader's goals and tolerance for losses, and describes technical analysis, risk…
This forum post records a failure during a BigQuant daily-bar backtest. The traceback reaches the slippage model while it calculates executable order volume from bar volume and a volume limit; converting the resulting NaN to an integer raises an error. The…
This primer surveys real-time and historical cryptocurrency data used in trading, research, and risk analysis. It distinguishes trade records, price feeds, and order-book data, describing tick-by-tick trades, normalized aggressor direction, snapshots, best…
This overview explains how LumiBot strategies are organized. User strategies inherit from a common Strategy class, whose methods cover the bot lifecycle, strategy helpers, broker interactions, and market data access. It points readers to a copy-and-run…
This platform guide surveys the ways to build trading strategies in FMZ, including JavaScript, TypeScript, Python, Rust, C++, Pine, a domain-specific language, Blockly, and visual workflows. It explains selected development features: JavaScript asynchronous…
This tutorial describes a Python program entry point that reads a configuration setting and dispatches to live trading, parameter optimization, historical backtesting, functional testing, or order-interface testing. The author says that keeping backtests…
This document describes an automated trading system built around the BW-wiseMan-1 semaphore indicator. The system reacts when colored diamond signals appear on a chart, with trade direction controlled by an input that determines whether the signals are…
The document presents a Backtrader observer that plots the creation price of buy orders while they are submitted or accepted, and marks that price when a buy order expires. Separate plot markers distinguish created and expired orders. The observer filters…
A trader reports that a filled order appears before the corresponding position change becomes visible in the position screen. The reply explains that, when using the CTP gateway, positions are queried on a six-second schedule rather than pushed immediately.…
The document explains a simulated trading feature for trying an automated crypto trading setup without connecting an exchange account or risking real funds. It describes selecting paper trading during account setup, choosing an exchange’s live market data,…
This reference explains the account and order events delivered through Binance Spot Testnet user data streams. It describes balance position updates, deposit and withdrawal changes, order execution reports, order list status, stream termination, and external…
This document describes an informational MetaTrader 5 chart indicator for reviewing account and position risk before placing an order. It displays balance or equity, margin figures, bid and ask, spread, broker volume constraints, open positions, and floating…
The document explains how an OctoBot strategy owner can distribute crypto trading signals from a Telegram group. The setup involves adding OctoBot’s bot to the group with administrator access, retrieving the channel identifier, enabling the Telegram…
The document describes an MT4 utility for estimating a proposed trade’s risk and potential reward before entry. Inputs include entry, stop-loss and take-profit prices, position size, and an account-value basis selected from balance, equity, or a custom…