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 brief description presents an Expert Advisor designed only for hedge accounts. It opens two positions in opposite directions, then waits until both positions have closed through their stop-loss or take-profit levels. Once both are closed, it opens…
This brief description introduces an Expert Advisor based on fast DeMarker and Stochastic indicators. It says the system uses hidden stop-loss and take-profit levels, with the stop loss set after a minimum take-profit level has been reached. The author…
The document explains how a mutex can prevent concurrent trading scripts or terminals from accessing shared data at the same time. Without synchronization, one process may read data while another is still writing it, potentially producing inconsistent…
This example describes a futures strategy that tracks the highest high and lowest low over 50 bars. When flat, it enters long above the range high or short below the range low. It closes a long if price falls below the range midpoint, and closes a short if…
This pipsing approach opens a buy and a sell position together when a new daily EUR/USD bar forms. The example specifies a 0.1 lot size, a take-profit target of 10 points, and a stop-loss and trailing-stop setting of 50 points. If one side closes, the method…
This Expert Advisor applies a portfolio-wide take-profit rule. It monitors the combined profit of all open positions and initiates closure of every position once that profit exceeds a user-set maximum level. The method therefore manages exits at the account…
This report overview describes how artificial intelligence may be applied across investment management, including portfolio research, investment decisions, trading, risk control, product development, and client marketing. It highlights information…
This chart indicator marks the U.S. pre-market interval with a rectangle spanning its observed high and low. It also displays the range size and the high and low values, then extends horizontal levels from those boundaries through the later U.S. session.…
The document compares TradingAgents, presented as a framework for multi-agent financial research, with Lumibot, described as a Python trading framework that can place agent workflows inside a strategy lifecycle. It outlines how research and debate agents can…
This platform note lists operating details for Bybit futures bots, including the API environments, contract denomination, minimum order size, settlement and quote currencies, margin rates, and supported coins. It also describes how leverage settings interact…
This reference catalogs Zipline’s strategy and backtesting interfaces. It covers algorithm setup, market data access, scheduling, asset lookup, order placement and cancellation, and trading controls such as limits on leverage, order count, order size, and…
The document describes how to extend a BrainTrend signal indicator so that detected buy and sell signals can trigger sound alerts, email messages, or mobile push notifications. It adds settings for selecting the bar used to check for a signal, enabling each…
The document explains why a strategy’s maximum capital capacity cannot be calculated from backtest returns and volatility alone. Capacity depends on the strategy’s logic and trading frequency, the liquidity and order book depth of its instruments, the size…
This document describes an Expert Advisor intended to support manual trading on the current symbol. It can attach stop-loss and take-profit levels to open positions and pending orders, close positions or the whole book after profit thresholds are reached,…
This guide describes how pysystemtrade connects to Interactive Brokers through the Gateway or Trader Workstation and a Python API library. It outlines gateway setup, trusted IP and API settings, connection creation, configuration, and client ID requirements.…
The document outlines a programming framework for grid and Martingale trading strategies. A shared base strategy holds parameters such as starting price, trade volume, take profit, and monetary stop loss. Specialized grid and Martingale classes provide their…
The article explains how a backtest can look convincing while relying on conditions that may not hold in live markets. It examines three assumptions: orders fill immediately at the signal price, market data forms a continuous sequence, and prices from a…
This article explains how seemingly routine backtesting choices can make a strategy look more reliable than it is. It focuses on three assumptions: orders fill immediately at the modeled price, market data and trading opportunities form a continuous…
This example describes a live quoting strategy for the same crypto asset on OKX spot and perpetual swap markets. On startup it buys a small spot position, subscribes to quotes for both instruments, and places post-only bid and ask limit orders at…
The document addresses a backtest or trading-log puzzle: a buy order is calculated by rounding available cash down to a whole multiple of 100 shares, yet the recorded final purchase quantity is not a multiple of 100. The explanation given is that the system…
The document explains two differences between backtests and simulated or live trading in a notebook-based platform. In the described live modes, the initialization function runs during each trading period, whereas a backtest runs it once. It also says…
The document records a Binance futures buy order rejected with an error stating that the submitted price did not increase by the required tick size. The accompanying function reads the latest traded price, applies a small upward adjustment, calculates a…
This legacy guide describes how leaders create and operate Hyperliquid vaults. Leaders receive a stated share of vault profits, while creation requires a minimum deposit and a gas fee. The leader must retain a minimum ownership share. The guide says vault…
This document lays out an ordered process for adding a strategy to a live trading system or replacing an existing one. It covers preparing instrument data, confirming a working backtest, configuring strategy and control files, implementing custom backtest,…