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 indicator colors candlesticks according to the Bill Williams method and generates alerts when it detects a trend change. Its available notification options include sound alerts, email, and push messages to mobile devices. Inputs control which bar is…
This document presents a basic automated trading example using the Commodity Channel Index (CCI) calculated from typical price. A buy signal occurs when CCI moves upward from below one threshold to above a nearby lower threshold; a sell signal uses the…
This stock selection rule combines three daily conditions: price range above a stated threshold, turnover between stated bounds, and a reversal pattern. The intended effect is to find active stocks with some price movement and a possible short-term change in…
This guide groups common causes of failures in live trading strategies. It covers syntax and runtime errors, excessive memory use, unmanaged asynchronous requests, deep recursion, and errors returned by exchange interfaces. A recurring practical lesson is to…
The post describes a trader rewriting a strategy from a simple domain language into JavaScript and encountering execution-state problems with limit orders. The trader asks whether the platform prices limit orders from the latest close or the best bid and…
This example configures a built-in execution-testing strategy for a Polymarket instrument. It connects live data and execution clients, subscribes to quotes and trades, and opens a position using an immediate-or-cancel market order sized in quote currency.…
This reference explains an order-trigger event in a trading system. A venue, simulated matching engine, or reconciliation process can report that a conditional order has reached its trigger. The event applies to order types such as stop limit, limit if…
This forum question compares portfolio holding ratios under two execution schedules: buying with one TWAP setting and selling with another, versus buying at the open and selling at the close. It provides a trading function for a ranked stock strategy that…
The document answers two platform questions about order sizing and simulated signal timing. It explains that default AI strategy backtests may calculate share quantities from a portfolio percentage, which can produce quantities that do not meet the live…
This Expert Advisor uses moving average and Envelopes indicators to place pending buy and sell orders. It operates only when a new bar appears and limits order placement to a configured time window. The system can maintain up to three pending orders in each…
This description covers a MetaTrader 5 expert advisor for managing trades from a chart. Traders can drag entry, stop-loss, and take-profit lines, with changes updating the setup. It supports market orders and pending orders, and offers fixed-point or…
This document presents a Python framework for applying MACD signals across multiple futures contracts. For each contract, it retrieves bar data, requires a minimum history, and compares the MACD difference and signal lines on the penultimate bar so that the…
This chart indicator groups several Inner Circle Trader concepts into optional display modules. It identifies market structure shifts and breaks of structure from swing points, marks fair value gaps and implied gaps, and locates order blocks from candles…
This indicator guide explains volume profile as a histogram of trading activity across price levels within a chosen time range. Depending on the data available, it can count estimated trades or aggregate real volume, and it can display distribution modes,…
This proposed stock screen combines three signals: today’s increase in holdings must exceed 5%, institutional direction must be positive, and the 9:25 price gain must be below 6%. The accompanying explanation interprets the first two as signs of buying…
This technical note demonstrates exchange operations for BitMEX perpetual contracts through FMZ's trading interface. Its example selects the XBTUSD contract, retrieves ticker, account, and position data, submits market and limit orders, checks order status,…
The article explains grid trading as a rule-based method that places repeated buys as price falls and sells as it rises within a chosen range. Traders set grid spacing, boundaries, and position sizes, aiming to collect gains from repeated price oscillations…
This example shows how a Lumibot strategy configured for continuous crypto-market hours can submit market and limit orders, request recent price bars, and inspect price data. It demonstrates calculating RSI, MACD, and an exponential moving average from…
This strategy uses a fast and a slow exponential moving average calculated from bars for a configured instrument. After both indicators are initialized, it takes a long position when the fast average is at or above the slow average and a short position when…
This document presents a polling monitor for checking whether exchange account and ticker endpoints respond. For each configured exchange, it requests a ticker and account snapshot, records whether each result is present, measures elapsed time, and displays…
The article describes a simple crypto triangular arbitrage method: compare the outcome of converting between three currencies in different orders, then take a route that returns more of the starting asset after trading costs. It illustrates the idea with…
This article describes infrastructure choices for crypto trading systems where market data and execution speed matter. It recommends persistent WebSocket connections for time-sensitive market data and order flow, while reserving REST interfaces for less…
This LumiBot example uses a team of agents to build a basket from leveraged long and inverse ETFs, with SHV as a cash-like fallback. Separate agents assess growth, inflation and rates, and debt and liquidity. A fourth challenges their conclusions, and a…
This example describes an automated multi-agent strategy that selects among leveraged long and inverse ETFs, with a short-term Treasury fund as a cash-like fallback. Specialist agents assess growth, inflation and rates, and debt and liquidity using…