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 technical guide explains how a trading framework connects to Betfair’s betting exchange APIs for market discovery, streaming data, account state, and order execution. It describes separating venue event timestamps from local receipt timestamps,…
This analysis studies minute-level order-book snapshots for Binance’s BTC/FDUSD market over a six-week period in 2025, measuring displayed depth at distances from 5 to 100 basis points around the midpoint. It finds that depth accumulates non-linearly:…
This short-term strategy selects stocks whose five-day average price is above their ten-day average, optionally applying market-index and company-size screens and excluding illiquid names. It buys the qualifying names, sells them the following day regardless…
This guide describes hanging orders in Hummingbot market making. When one order in a buy-and-sell pair fills, the opposite order can remain on the book through the next refresh instead of being canceled. It may later fill as prices move, allowing the pair to…
This document describes an expert advisor that randomly chooses currency symbols, trade sizes, and order types rather than basing entries on technical indicators or fundamental analysis. Although it can be attached to one currency chart, it is described as…
This trading script places a sell limit order at a trigger level measured in points from the current price. It also defines stop-loss and take-profit distances from the trigger, an optional order expiry, and retry settings for unsuccessful transactions. The…
A trader asks how to open two related futures spread positions only when both signals are valid: a forward arbitrage in one contract pair and a reverse arbitrage in another. If either condition is missing, neither position should be opened. The reply points…
The document explains a MetaTrader library that connects to Skype through Skype4COM and can send instant messages or SMS. It outlines input checks for recipient names, contact-list membership, presence status, phone-number format, and nonempty message text.…
This MetaTrader panel is designed to estimate a prospective trade’s profit and loss and display entry, stop-loss, and take-profit levels. The user can choose a buy or sell position and adjust entry price, lot size, stop or target distance in pips, or the…
This commentary examines retail traders who use post-market trading-seat disclosures, commonly associated with the A-share Dragon-Tiger list, as a signal to copy prominent investors. It argues that a disclosed seat is an outcome of a trader's decisions, not…
This document outlines an equity strategy in which a research agent calculates a point-in-time VWAP setup and assesses dip-and-reclaim evidence, while a separate trading and risk agent independently verifies the signal and handles orders. The design aims to…
This page outlines ways to retrieve foreign-exchange data from a market-data provider. It describes REST requests for historical candlestick data and current quotes, along with a WebSocket connection for subscribing to live quote and depth updates. The…
The document describes a simple timed long strategy for the FTSE MIB: enter at market at 17:30, near the close, and exit at market at 09:15 the following morning, shortly after the next session opens. The supplied rules use a single contract and trigger…
This Qlib example demonstrates an end-to-end simulation of rolling online model workflows. It initializes Chinese-market data and experiment settings, generates rolling tasks at a configurable step, and connects those tasks to an online manager and a…
The document describes an options workflow that separates research from trade execution. A non-trading researcher gathers market, account, option-chain, contract, Greeks, quote, and package-price information. A trading agent independently refreshes that…
This forum response explains how the VeighNa trading platform’s on_order callback is expected to report order updates. It describes an initial submission notification and subsequent callbacks as an order changes state, such as becoming partially filled,…
This brief description outlines a foreign-exchange Expert Advisor that trades from signals generated by the Daniella indicator. A signal is acted on when a colored arrow appears at the close of a bar. The advisor depends on a compiled indicator file, and an…
The environment layer in FinRL-Meta uses cleaned data to create market simulations with a shared, Gym-style interface. Users can build on these environments and compare strategies across a common framework. The document describes account options for margin…
The document explains how to use the _N function to limit a numeric value to a chosen number of decimal places in a trading program. It presents examples for formatting a sell price and a buy price in both JavaScript and Python, with six decimal places used…
This indicator marks swing highs and lows on a chart with separate arrows, using left-side and right-side bar counts to define each pivot. A high or low is confirmed only after the specified number of candles have closed to its right. That confirmation delay…
This overview explains how FMZ’s backtests advance through historical data and compares bar-based testing with two tick-oriented modes. In a traditional on-bar setup, each candle creates one decision point, typically using its open, high, low, close, and…
This short forum exchange addresses what happens to a strategy's recorded position when a trader manually closes a position during a simulated or live run, including around a futures contract roll. The reply clarifies that the `pos` value tracks positions…
This reference explains how TqSdk identifies contracts across Chinese exchanges and describes available quote, K-line, and tick data. It gives examples of futures, options, spread contracts, continuous contracts, indices, stocks, and exchange warehouse…
This event announcement introduces spread trading as a relative-value approach that focuses on price differences between related futures contracts or between futures and spot instruments. The idea is to trade whether a spread has moved outside a reasonable…