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 introduction to MQL5 explains its role in building programs for the MetaTrader 5 trading terminal. It describes the language’s support for object oriented programming alongside procedural programming, noting that developers can use either style or…
This Expert Advisor looks for a run of identical candlesticks and opens a buy after bullish candles or a sell after bearish candles. Its settings allow the user to choose the run length and trade size, add take-profit, stop-loss, and trailing-stop controls,…
This indicator applies an OsMA-style oscillator to the average true range (ATR). It compares an ATR series with a signal line derived from ATR, then uses crossings of zero as an additional cue for exiting an open position. The stated aim is to help time…
This note presents an intraday Chinese stock screen using three conditions: amplitude above 1, a top-five ranking by that day’s auction amount, and a price change between -5% and 2.6%. Its stated rationale is to focus on volatile stocks with high auction…
The guide explains how a crypto order book records resting bids and asks by price and size, and how those levels can help assess current liquidity. It describes measuring the spread, cumulative depth near the midpoint, estimated slippage by walking the book…
The page explains a practical issue in BigTrader’s simulated-trading workflow: strategy calculations run in a container on a daily schedule, so in-memory values may not carry over between runs. If a strategy needs to retain information such as its net asset…
This document describes a trading tool that adjusts stop levels as a position moves into profit. It supports several ways to set the trailing level: fractal points, bar highs or lows, Parabolic and ATR indicators, a fixed point distance, or a profit…
The document describes a lightweight MetaTrader 4 panel for manual trading. A trader sets a risk percentage of account balance and drags two horizontal chart lines to mark low and high prices used for stop-loss and take-profit levels. The panel previews…
This guide explains how to implement a custom live adapter for a trading platform using Python clients and optional Rust/PyO3 extensions. It covers data and execution client roles, factory registration, adapter-specific configuration, serialization, startup,…
This article explains how exchange trading charges, withdrawals, blockchain network costs, and margin interest can reduce cryptocurrency trading returns. Trading costs lower profit per transaction and raise the price movement required to break even. The…
This short reference describes a time filter for an automated trading system. The function checks whether the current time falls within a configured start and stop window, then returns a Boolean value that can gate the system’s trading logic. The example…
The primer explains how crypto order books organize bids and asks by price and size, and how market orders, limit orders, price levels, and depth relate to trading conditions. It distinguishes periodic full-book snapshots from event data that records…
This guide compares the Explorer, Adventurer, and Hero tiers of a cryptocurrency market-data MCP service. It frames selection around weekly call allowances, exchange coverage, historical lookback, and the number of API keys. Explorer is presented for lighter…
XXMA is described as an adaptive moving-average indicator with a filter intended to distinguish directional price movement from sideways conditions. In a trend, its line is said to remain consistently above or below price and slope with the move; in a flat…
This brief trading script description explains a way to use pending orders to balance open buy and sell positions for the chart’s symbol. It compares the two sides and, when their exposure is not already fully balanced, calculates the difference and places a…
This document explains how fill models shape simulated execution in NautilusTrader. With L2 or L3 data, fills use recorded price levels and sizes; with L1 data, configurable probabilities can govern fills when limit prices are touched and adverse one-tick…
This forum exchange clarifies the order-routing path in VeighNa's spread trading framework. A participant explains that an algorithm template's send-order method passes the request to the spread algorithm engine, which then forwards it to the main trading…
These release notes describe changes to Hummingbot’s client, Gateway, and related trading tools. Client updates include a Kalshi perpetual futures connector, a Gateway client aligned with unified trading routes, configurable slippage widening for order and…
The document outlines a proposed high-frequency scalping Expert Advisor for gold on a one-minute chart. It tracks tick speed and deviations from a dynamically calculated VWAP, then looks for price to sweep beyond an outer deviation band and snap back.…
In this podcast summary, Loop Crypto CEO Eleni Steinman describes infrastructure for recurring stablecoin payments. The service supports scheduled wallet “pull” payments, aiming to bring crypto billing closer to familiar card-based subscriptions. Because…
The article argues that knowing market facts or technical concepts does not by itself produce successful trading. It recommends turning information into a complete trading framework that specifies entries, exits, position sizing, and risk controls. It also…
This article surveys common threats to cryptocurrency accounts and wallets, including password guessing, malware, ransomware, and phishing. Its practical guidance covers using distinct, hard-to-guess passwords, enabling two-factor authentication, keeping…
This description outlines a MetaTrader expert advisor for EURUSD on a 15-minute chart. Entries use a moving-average trend filter and an RSI threshold: price must be on the appropriate side of the average, while RSI must be high for a sell signal or low for a…
Algorithmic trading turns explicit rules based on variables such as price, timing, quantity, or mathematical models into instructions that monitor markets and place orders. The document illustrates a moving-average crossover and surveys strategy families…