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 document describes a chart dashboard intended to support short-term scalping decisions. It compares a fast and a slow exponential moving average to label momentum as bullish, bearish, or flat, while showing whether the broker spread is below a user-set…
The document describes an expert advisor that opens buy trades, sell trades, or both at a user-specified time. It presents this time-based entry mechanism as usable for hedging, scalping, longer-term approaches, or investigating recurring market behavior…
This MetaTrader 5 indicator monitors existing trend lines and reports when price crosses them. It can track manually drawn lines or lines supplied by another tool, but does not create trend lines itself and does not support horizontal lines. Each line has…
The document explains a ring buffer as a fixed-length array that retains recent values by replacing the oldest entries as new data arrives. In trading indicators and expert advisors, this can avoid storing values for every historical bar when calculations…
This tutorial outlines a Java client that connects to a streaming market data service over WebSocket, authenticates with an API key, and subscribes to selected instruments and data types. It explains the role of the Java endpoint annotations and session, and…
This reference page catalogs technical indicators and data utilities available in QTPyLib for use with bar data. The built-in list covers volatility and range measures, moving averages, channels, momentum oscillators, returns, volume-related measures, price…
This Chinese-language tutorial section explains two ways to request exchange API data. For endpoints that do not require authentication, such as market data unrelated to account details, it describes using an HTTP query function and gives examples for…
The document describes a visual aid that maps each hour of a 24-hour clock to a named trading session using a broker’s server time, while also showing the user’s local computer time. It highlights the currently active session or session overlap, helping…
This article describes four alleged ways quantitative traders affect or exploit short-term stock activity: creating false breakouts, pushing prices through clustered stop levels, trading aggressively near the close, and repeatedly capturing small spreads. It…
This overview surveys ways of seeking income from cryptocurrency holdings, including mining, staking, decentralized finance lending, yield farming, savings accounts, masternodes, Lightning nodes, airdrops, dividend-like tokens, and automated trading. It…
This MQL5 Expert Advisor example changes its next trade size according to why the previous trade closed. After a stop-loss exit, it doubles the volume; after a take-profit exit, it resets volume to the minimum allowed by the symbol. The article explains that…
The article describes an expert-advisor method for allowing another trade after an existing position has been protected at break-even. It counts only matching positions whose stop loss has not reached the entry price, using the count to enforce a maximum…
This note introduces an older modified version of a High/Low indicator inspired by the Gann High Low Activator. A change in indicator color is treated as a potential buy or sell signal. In that signaling approach, the note recommends closing an opposing open…
This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and…
The article examines mid-2023 stablecoin price dislocations across centralized and decentralized exchanges, focusing on USDC, USDT, DAI, and BUSD. It compares exchange-aggregated prices and fiat trading pairs, then links the sharpest USDC and USDT/USD…
This document explains how Hyperliquid assesses trading fees across perpetual futures and spot markets. Fee tiers use rolling 14-day weighted volume, with spot volume counted twice; a user's tier applies across assets, while sub-account volume aggregates to…
The forum response explains one possible reason that strategy messages written through a logging method appear in the application but not in log files: file output may filter messages below a configured severity threshold. It says that strategy messages…
This indicator description presents a one-minute scalping signal based on two modified, smoothed oscillators. Each oscillator filters the change in closing price over a lookback, then normalizes its output by a decaying estimate of its absolute peak. The…
This Python example implements a Dual Thrust opening range breakout for intraday prices. It aggregates minute data into daily open, close, high, and low values, then calculates a rolling range from prior highs, lows, and closes. At the stated example…
This Chinese equity screen selects stocks with amplitude above 1 and previous-day turnover above 8%, while excluding Beijing-listed shares. The article presents amplitude as a way to locate more volatile stocks and turnover as a sign of recent trading…
This documentation explains an order-refresh tolerance setting for a market-making bot. At each configured refresh interval, the bot can keep existing bid and ask orders active while their spreads remain within a specified percentage range; it cancels and…
This document outlines an Expert Advisor that trades from signals generated by the NRTR_extr indicator. A signal is recognized when a large colored indicator dot appears at a bar’s close. The description identifies the required compiled indicator and notes a…
The document explains that Hyperliquid provides WebSocket connections for real-time exchange data and as an alternative to sending requests over HTTP. Clients connect to the endpoint for their chosen network, then send subscription messages to receive…
This guide explains common order instructions used on cryptocurrency exchanges. It contrasts market orders, which prioritize immediate execution at the best available price, with limit orders, which specify a price but may remain unfilled. It then describes…