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.
9,797 documents
This tutorial explains how to convert a discretionary futures idea into a specification a program can follow. Its five elements are signal timeframe, entry rules, exit rules, position size, and behavior in edge cases. It emphasizes separating directional…
This post describes adapting VeighNa to use the GoldMiner market data service as a source of historical bars. It outlines the author's account of the free tier's available history, then highlights integration details: mapping bar intervals, reversing the…
A trader reports that a VeighNa RiskManager configured with very low limits still allowed repeated large buy orders to execute in a SimNow simulation. The reported behavior raises a practical question about how risk controls interact with the platform’s…
This guide explains how to create market, limit, stop-loss, and trailing-market orders with OctoBot Script. It describes order sizing for spot and futures trading, including fixed asset amounts, percentages of portfolio value, and percentages of available…
This forum exchange discusses how to identify opening executions in VeighNa when an order is sent in lock mode. In that mode, a closing action may be represented as an opposite-direction opening trade, so checking the trade’s offset in the trade callback may…
This report examines BTC options and futures behavior in Q1 2023, then introduces Lyra as an automated market maker for on-chain options. It contrasts AMM and order-book models and frames DeFi options as an evolving market without an established analytical…
This 2018 research summary introduces China’s two-year government bond futures contract, covering its notional size, eligible delivery bonds, price limits, and minimum margin. It explains that the delivery basket’s remaining-maturity range is narrow, helping…
This indicator uses a modified weighted moving average and a smoothed version of that average to locate candidate turning points. When the two lines cross, it records a recent local low or high, using a shorter lookback based on a fraction of the…
This brief forum exchange discusses how a Chinese futures platform constructs its dominant-contract continuous series and whether it offers a smoothed, adjusted series comparable to another vendor’s data. A respondent says the platform currently lacks that…
This guide describes operational details for trading Gate.io perpetual futures through the FMZ platform. It explains that contracts are USD-denominated, BTC-settled, and represented as swaps, and notes the platform’s stated contract value. It also covers…
The indicator constructs a central reference and four resistance and four support levels from the previous day’s high, low, and close. The previous close serves as the central pivot. Each surrounding level offsets that close by a fraction of the prior…
The script describes a two-sided futures strategy on hourly bars. It identifies confirmed swing low and swing high fractals, then enters long when price breaks above a bullish fractal’s high during a short-over-long moving-average uptrend. It enters short…
This user-submitted DAX mini strategy opens a short position when one Supertrend reading is above another, then adds to the short if the position’s percentage performance falls past a specified loss threshold. It exits the accumulated position when…
This report reviews the issuance and performance of Chinese private CTA products in the first quarter of 2018, then discusses equity index futures, government bond futures, and commodity markets. It links strategy ideas to changes in volatility, trading…
A user asks whether a live script trading connection through CTP can show historical futures and options contract data. The question cites a CTP interface description that says historical data is not provided. A forum reply says that a live interface…
The discussion explains how a VeighNa CTA strategy can retrieve live long and short position records, inspect their average price, volume, and unrealized profit or loss, and use that information to trigger stop orders. It identifies the position lookup key…
The post asks why a five-minute technical indicator in live trading appears to update three to four seconds after a period ends, even though historical testing updates it at the period boundary. The author reports connecting to OKEX futures from a rented…
This weekly market review summarizes Chinese economic and financial developments for August 8–12, 2022. Its macro section reports trade growth and foreign-exchange reserve changes, alongside selected global policy and company news. The market section…
This code example outlines a vn.py workflow for backtesting an ATR-RSI strategy on a Chinese equity index futures contract. It configures the instrument, minute interval, historical dates, commissions, slippage, contract size, tick size, and starting…
This document explains how to combine absolute, time-series momentum with relative, cross-sectional momentum in a multi-asset portfolio. It describes a unified portfolio framework that treats each pair of instruments as a relative-momentum opportunity,…
The strategy ranks a broad set of commodity futures by their performance over the previous 12 months, divides the available contracts into quintiles, and holds long positions in the strongest quintile and short positions in the weakest. It rebalances monthly…
This MetaTrader indicator plots a price channel, trend line, Fibonacci levels, and Fibonacci fan using recent peaks identified by an NRTR-based ZigZag indicator. Users can select a calculation timeframe and adjust the ZigZag period, display options, colors,…
These notes summarize the Turtle trading approach as a systematic trend-following method built around breakouts, disciplined execution, and survival through losing periods. The described rules include entering when prices exceed a prior-period high or low,…
A forum user asks how a strategy trading rebar futures can access the previous daily close of iron ore before the strategy starts, and whether a pre-close field is suitable. The reply recommends using a portfolio strategy module to access data for another…