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 explains a Time-Weighted Average Price executor in the Hummingbot framework. The executor divides a larger trade into smaller orders scheduled at regular intervals over a defined duration, with the aim of limiting market impact. Configuration…
This brief describes a trading utility that changes the take-profit and stop-loss settings on all open orders using an input percentage. It is an order-management procedure rather than an entry or exit strategy: the user supplies the percentage and the…
The article explains BitVM as a proposal for verifying complex computations on Bitcoin without changing the network’s consensus rules. It describes representing universal NAND logic using existing Bitcoin Script components, with most computation performed…
This Expert Advisor description outlines a bar-driven pending-order strategy. When there are no open positions or pending stop orders, it places a buy stop and a sell stop at a configured distance from price. If neither order is triggered by the next bar,…
The document describes a MetaTrader tool for checking whether stored market ticks are reliable inputs to real-tick backtests. It counts invalid or crossed quotes, timestamp anomalies, sharp one-tick reversals relative to median spread, gaps compared with…
This brief description concerns an EUR/USD moving-average trading program. Its stated operational principle is trading with a moving average, with an account-funds check before each order. The check is intended to prevent an order from failing because the…
This overview of a trading automation section introduces the MQL5 concepts used to build Expert Advisors. It begins with instrument specifications and trading account settings, then covers built-in functions, data structures, robot events, and the Strategy…
This MetaTrader indicator displays upper and lower candle wick lengths directly on a chart, measured in pips or percentage points. Traders can set thresholds to show longer or shorter wicks, choose separate colors for bullish and bearish candles, and…
A trader asks how to identify the originating strategy for each trade received in a trade callback, so fills from one strategy can be grouped together. The reply suggests capturing the order’s reference field when an order arrives and using it to identify…
This guide explains how to configure and operate a live trading node, including its core settings, client registration, cache and message bus backings, strategy configuration, and shutdown behavior. It emphasizes running live nodes as standalone scripts or…
This book section surveys advanced MQL5 capabilities for building MetaTrader 5 software. Topics include custom financial symbols, economic calendar events, networking, databases, cryptography, libraries, software packages, and organizing related programs…
Fast3 is described as a semaphore-style indicator that places trade signals on a chart as arrows. Its signal calculations are said to follow the approach of a related indicator called Fast2; the stated distinction is the arrow presentation. The document does…
This brief description concerns a trading robot that acts on market sentiment and recommends using it with volatile instruments, giving Brent and Sberbank as examples. Its update describes two conditions for closing a position: trading volume falls below a…
This document explains how Hyperliquid builder codes let an application builder charge a fee on fills from orders submitted on a user's behalf. Users first authorize a maximum fee for a builder; the authorization must come from the user's main wallet and can…
This Freqtrade example is an operational strategy for winding down open positions after stopping new buys. It defines no entry or exit signals; instead, a minimal return-on-investment schedule closes trades that reach a small initial profit threshold, then…
This article contrasts retail investors' execution environment with that of quantitative firms. It describes exchange co-location and direct connectivity as ways to reduce signal and order latency, then discusses how automated systems may react quickly to…
This short forum post concerns an error that repeatedly appears when connecting VeighNa, also known as VN.PY, to Interactive Brokers through the IB API. The traceback ends with a Python TypeError: the API invokes the wrapper’s error callback with more…
The article discusses two reported measures intended to reduce speed advantages for quantitative firms in China’s A-share market: removing servers located inside exchange facilities and adding latency equivalent to a stated 200-kilometer separation. It…
This guide introduces the Avellaneda–Stoikov framework for setting bid and ask quotes while managing a market maker’s inventory. It describes a reservation price that shifts away from the mid-price according to inventory deviation, risk aversion, volatility,…
This implementation describes a threshold-based rule for a cointegrated pair. It opens a long-spread trade when the spread falls to or below a lower entry level, or a short-spread trade when it rises to or above an upper entry level. A trade closes when the…
An order book delta represents one incremental change to a book and is used when a venue or data provider sends updates that a trading system must apply locally. The document distinguishes three supported granularities: order-level Level 3 data, price-level…
The document describes a MetaTrader-style utility that closes matching open orders when calculated losses reach a user-set percentage of account balance. A caller supplies a drawdown threshold and a magic number to select orders; using zero is described as…
This document describes a trade-management utility for open positions rather than a signal generator or strategy. It can add missing stop-loss and take-profit levels, move stops to break even as trades become profitable, and apply trailing stops to help…
This overview explains vn.py as a modular framework for automated trading. The MainEngine coordinates gateways, applications, databases, and data services, while the EventEngine routes market, order, and other messages to subscribed components. A typical…