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 article compares cryptocurrency exchange costs and features, explaining that the headline trading rate is only one part of a trader’s total expense. Platforms may charge flat rates or use maker-taker schedules that vary with trading volume; deposits,…
This document describes a shared pre-trade control for limiting total gross position volume in a symbol across multiple Expert Advisors. Each strategy checks all open positions on the symbol, including positions opened manually or by other EAs, and allows a…
The document records a user’s question about a trading platform’s order function: sell instructions appear to execute at the following day’s close rather than the day they are issued. The issue affects holding-period exits and closing-price take-profit or…
The document describes a chart overlay for reviewing a symbol’s past trades. It explains the visual legend: blue zones mark take-profit areas, red zones mark stop-loss areas, blue and red arrows indicate buys and sells, and blue ticks or red crosses show…
This brief description explains an expert advisor utility for closing or deleting orders, including orders associated with a multi-currency EA. It identifies orders through their comment text and supports matching an EA comment by prefix or suffix. If the EA…
This announcement outlines two Hummingbot hackathon challenges. One invites developers to create a trading strategy with functionality distinct from strategies in a specified software release. The other seeks improvements to an automated market maker…
The screen selects stocks whose daily high-to-low range is at least 1% of the low price, whose associated unredeemed convertible bond has a nonempty name, and whose prior-day actual turnover lies between 3% and 28%. The article interprets the range as a sign…
Normalized Volume combines price movement with trading volume to help filter false signals during sideways markets. Its central premise is that strong directional moves are often accompanied by higher volume, so the indicator separates low- and high-volume…
This implementation note shows how to submit BitMEX orders through an exchange API interface. It demonstrates setting an order instruction that prevents a buy or sell from immediately taking liquidity, then submitting multiple pending orders together in one…
This technical reference describes Binance Spot testnet market data over binary WebSocket streams encoded with Simple Binary Encoding. It covers connection and authentication requirements, lowercase symbol names, subscription formats, timestamp units,…
A stop-market order waits for a specified trigger price and then submits a market order. Traders commonly use it to exit a long position with a sell order, cover a short with a buy order, or enter after a breakout. The document illustrates a BTC spot or…
A VeighNa user reports that after installing version 4.0 and entering CTP connection details, the interface gives no successful connection message and contract lookup returns no results. The discussion offers two concrete checks: verify that the configured…
This brief description outlines a trading robot for the Hang Seng Trader listing. It combines a support and resistance indicator calculated on the active chart timeframe with Fibonacci lines derived from the high and low of daily bars. The stated…
This update reports Hummingbot development milestones and planned tools for running algorithmic trading systems. Shipped items included an OHLCV candles feed, a position execution component, orchestration for managing multiple bots, revised deployment…
This document outlines an automated foreign-exchange scalping strategy that uses a ZigZag indicator built from fractals. It limits the system to one open position at a time and specifies that the indicator reading should be taken from bar three, because the…
This Chinese stock-screening note describes selecting companies in the metaverse concept group when auction-period main-fund net buying is positive, then ranking qualifying names by stock heat. It frames the concept membership as a way to focus on a popular…
This practical article discusses market data reliability as an operational concern for high-frequency foreign exchange systems. It describes failure modes such as delayed quotes, dropped connections, and anomalous prices, which can interfere with short-term…
This example implements a Dual Thrust breakout strategy on a futures contract using daily bars. It calculates a range from the prior five completed sessions: the larger of the highest high minus the lowest close, or the highest close minus the lowest low.…
The document argues that grid trading works best in assets that fluctuate actively within a range, while persistent declines can leave a strategy holding losing positions with few ways to recover. It proposes screening for business or asset stability,…
This document presents a rule-based EUR/USD strategy for a 15-minute chart. It calculates a midpoint from recent daily highs and lows, then smooths related upper and lower levels. Long entries require a price crossing above the midpoint alongside a…
The document describes a chart indicator for building a manual checklist of conditions to review before opening a trade. The trader defines each check to reflect their own strategy, then marks whether each condition is satisfied. The indicator is a decision…
The guide explains how NautilusTrader’s Python package works with its Rust core through PyO3. Python handles application configuration, user components, analysis, and integrations, while Rust owns core runtime state, engines, routing, accounting, and…
This document reports an attempt to submit a Gate.io futures order through an exchange API wrapper. The example first sets the contract currency, then sends a POST request with a contract identifier, size, price, time-in-force, and text fields. The author…
This FAQ collects practical guidance for operating strategies on the FMZ platform. It explains where runtime logs are stored, notes that the standard order query returns pending orders, and suggests using an exchange’s underlying API when filled-order…