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 guide explains how to route TradingView Pine Script strategy order events to OctoBot so that the bot can act on an exchange. It instructs users to define an alert message containing trade parameters, attach that message to strategy entry, exit, or close…
This example strategy demonstrates placing an entry market order followed by a one-cancels-the-other sell order. The OCO order pairs a take-profit limit price with a stop price, so execution of one exit is intended to cancel the other. The sample uses a…
The document surveys several cryptocurrency arbitrage approaches: buying and selling across centralized exchanges, comparing decentralized and centralized venues, cycling among assets, trading derivatives against underlying assets, and model driven…
The document explains volume-weighted average price as the average traded price weighted by volume over a chosen period. It describes VWAP as an execution benchmark for investors seeking to trade in line with market volume. The text distinguishes guaranteed…
The document surveys the development of enhanced ETFs in China alongside the expansion of actively managed ETFs in the United States. It presents enhanced ETFs as an effort to seek returns above a benchmark while retaining ETF features such as intraday…
This report reviews the early development of actively managed and enhanced ETFs, focusing on China’s first enhanced ETF launches and the faster-growing US active ETF market. It describes enhanced ETFs as vehicles that seek benchmark outperformance while…
The author discusses practical issues in compounding returns from perpetual-futures funding-rate strategies. They describe high taker fees and possible price slippage during hedging, the need to correctly complete a partially executed leg, and a profit…
The document shows a simple two-sided quoting loop for BTC/USDT. On each tick, it reads the order book, places a sell price just below the best ask and a buy price just above the best bid, cancels existing orders, and repeats after a short delay. Its title…
This document explains a simplified ring buffer intended for short time series, indicator buffers, and intermediate streaming data inside trading software. It uses an unsigned 8-bit index that cycles through values from 0 to 255, so the implementation can…
This guide describes a workflow for training an end-to-end stock model locally on compressed minute and multi-minute bar data, then submitting its weights and training code for cloud prediction. It explains that local files store prices and amounts as scaled…
This document explains a reusable time-control class for an expert advisor. The class lets a trader enable or disable trading on individual weekdays and define a start and stop time for each day. It can be initialized with default settings, a set of weekday…
This document outlines an Expert Advisor that can move stop losses to break-even and/or trail them as prices move favorably. It can be limited to the current currency pair or applied across positions, and it can select trades by magic number, including all…
The document describes a simple MetaTrader 4 script for closing open trades one at a time. It first sorts the trade tickets in ascending order, then attempts to close them sequentially, beginning with the lowest ticket and continuing through the list. The…
This reference explains how to connect to Binance market data streams, manage subscriptions, and interpret events such as trades, candles, and order book updates. It describes raw and combined stream formats, connection and message limits, timestamp units,…
The article explains how FMZ’s built-in database interface, based on SQLite, can store structured strategy data when a simple persistence mechanism is insufficient. It introduces table creation and the basic operations for inserting, querying, updating, and…
This overview introduces artificial intelligence and machine learning as tools for analyzing financial data and supporting investment decisions or trading operations. It groups methods by task: supervised learning for prediction and classification,…
This code example shows a scheduled strategy that checks for its first trading iteration, creates a forex asset using a configurable currency symbol, and submits a buy-to-open order for a fixed quantity. Its daily sleep interval means the strategy is…
A Limit-If-Touched order waits for a specified trigger price, then releases a limit order at a separate specified price. This lets a trader delay placing a price-protected order until the market reaches a chosen level. The example uses a buy order on a…
This document describes implementation details for an MQL5 chart-based trading panel. Its key interface change is a modified spin-edit control that displays decimal values, allows direct text entry, and commits the entered text as a numeric value when…
This community post describes a discrepancy between a CNN-based stock strategy's backtest and simulated-trading signals. With a rolling window of five, both reportedly signal the same stock on January 4. With a window of ten, the simulation notification…
This post describes a community redevelopment of VeighNa’s Arctic storage integration to work with ArcticDB. It explains the motivation: the earlier Arctic project no longer supported newer Python versions, while the maintained VeighNa integration was no…
This document explains how OctoBot’s Python codebase is organized as a monorepo. It describes the repository root as housing the main program initialization and community data management, while separate packages handle trading and exchange connections,…
The document describes a MetaTrader indicator that combines Market Profile concepts with volume-at-price data. It frames the Value Area as the price range containing typically 70% of traded volume and presents retracements within that range as potential…
A trader reports confusion about how orders and positions behave in VeighNa. They describe placing a short-opening order that remains unfilled as market prices move, and difficulty selling a long position at a price above its entry level. Their account…