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
The document describes a dashboard that compares a live market spread with its recent rolling history. It calculates the rolling mean, standard deviation, minimum and maximum, and a Z-score, then labels conditions as compressed, normal, or unusually wide.…
The document explains how LumiBot uses historical data from an Alpaca account to backtest stocks, ETFs, crypto, and US equity options. It describes credential setup and two configuration paths, then clarifies bar timing: history contains completed bars,…
Quantora Trade Manager MT4 is described as a tool for managing positions that are already open, rather than generating signals or entering trades. Its functions include applying stop-loss and take-profit levels, moving stops to break even, and trailing stops…
This community post discusses a learner's flowcharts for VeighNa, an algorithmic trading framework, and clarifies how a bar callback works. The described process aggregates tick data into a one-minute bar. When the tick time moves into a new minute, the…
TardioBot is described as a MetaTrader 5 expert advisor that searches for triangular arbitrage among three currency pairs. It monitors bid and ask prices, calculates an arbitrage ratio, and opens trades when the discrepancy exceeds configured thresholds. The…
The post describes a problem loading a saved StockRanker model into a live trading environment. The author reports that prediction fails with a JSON parsing error, even though the model works on the platform in the development environment. This is a report…
This discussion explains why assets under management and quantitative strategy returns may be related without having a simple linear relationship. It argues that capacity depends on the strategy: too little capital may prevent a portfolio from meeting its…
These release notes describe Hummingbot 2.10.0 updates to infrastructure for centralized and decentralized exchange operations. The highlights include integration of Gateway with the Hummingbot API, allowing API and MCP workflows to manage Gateway instances,…
The article challenges the idea that US regulators define high-frequency trading through a universal orders-per-second limit. It says figures repeated in public debate come from academic or market research definitions rather than an official regulatory…
This notebook walks through a minimal Qlib reinforcement learning setup, connecting a simulator, state and action interpreters, a reward function, a policy, a dataset, and training and backtest workflows. Its simulator runs for a fixed number of steps,…
The document describes a MetaTrader 5 approach for detecting the close of a one-minute candle. It reads the timestamp of the prior bar, adds 60 seconds to estimate the current bar’s closing time, and compares that value with the current time. When they…
This guide explains how to launch a preconfigured Hummingbot strategy automatically when the bot starts. It covers Docker Compose deployments and source installations, and distinguishes V2 scripts from legacy V1 strategies. For Docker, users place the…
This forum exchange explains a mismatch that can occur when a trader closes a futures position manually through a broker app while a VeighNa CTA strategy is running. The strategy’s position variable represents its own logical position, updated through…
This article surveys proposed and adopted measures intended to rebuild confidence in crypto markets after major exchange failures. It discusses regulatory frameworks, proof-of-reserves reviews, segregation of customer assets, custody insurance, identity…
This Expert Advisor uses a Stochastic Histogram indicator and evaluates its signals when a bar closes. A selectable trend mode determines how signals are recognized. One method responds to a crossing between the indicator’s main and signal lines together…
The document combines a strategy tester report with a description of requested rules for an Expert Advisor using three indicators. The proposed sequence uses a faster and slower linear weighted moving average crossover as the initial direction signal, an…
This guide explains that a strategy's execution mode is determined by the runner call and its data or broker configuration. Calling the class's backtest method starts a historical simulation, while constructing it with a broker and invoking the live runner…
This guide describes Grid Strike, a Hummingbot controller that builds a long or short order grid across a chosen price range. Unlike a conventional grid designed to trade back and forth in a range, it can add long exposure as prices rise or short exposure as…
This tutorial section explains how to implement a cross-sectional momentum strategy, commonly called Up Minus Down, in Moonshot, an open-source vectorized backtester that uses pandas. The example ranks securities by returns over a 252-day momentum window…
This Chinese equity screen selects stocks whose price amplitude exceeds 1, whose previous day's 9:15 indicative matching price was at the limit-down level, and whose turnover lies between 2% and 9%. The post presents the conditions as a way to combine…
The document outlines a JSON library intended for MetaTrader 5 integrations with language models and other automated systems. Its design uses a contiguous tape for parsing, direct serialization into a byte buffer, numeric parsing techniques, and an iterative…
The described expert advisor checks for a gap between the prior bar’s close and the current bar’s open. When it detects a gap, it opens a position in the opposite direction, making the approach a simple gap-fading rule. The document identifies configurable…
The article frames the execution of a large stock order as a tradeoff between market impact and exposure to price risk. Executing quickly may push the price against the trader, while slower execution leaves inventory exposed to uncertain price movements. It…
The document compares three API key types used to authenticate Binance trading and account requests. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests, while the exchange verifies signatures using a public key. HMAC…