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 forum exchange concerns configuring a Huaxin Qidian stock simulation connection in VeighNa and diagnosing why a strategy cannot retrieve some market data. The user reports connecting successfully and seeing securities quotes in the main interface, but…
The document explains a lightweight chart indicator that turns user-defined order signals into a visual backtest. Signals specify signed quantities, and the engine applies them at the next bar’s open with a configurable spread. It tracks net position,…
This DAX strategy uses one-minute bars and the overnight high-low range to place conditional orders around the opening period. It records the overnight extremes shortly before 08:00 GMT+2, then places entries just beyond and inside each boundary, with the…
RiskSpread is an indicator that draws a filled channel around the current price. Its distance from price is set to ten times the current spread, making the displayed area a visual estimate of where spread costs could make trading unfavorable. The document…
This experimental indicator combines several visual references for short-term trading: a pip scale centered on a selected candle’s body, dynamic pivot levels based on volume-weighted OHLC data, a moving-average price level, an RSI display, and a spread…
The document describes a MetaTrader script that collects broker-specific trading costs for one symbol and exports them for a companion model used in triple-barrier labeling. It samples spreads from ticks and reports tick-weighted, dwell-time-weighted, and…
This overview explains how historical open, high, low, close, and volume data supports cryptocurrency strategy research. It describes OHLCV as price and traded-volume information aggregated over a time interval, and notes that crypto’s continuous trading,…
This release note introduces Hummingbot’s Order Level Builder, a tool for defining how orders are spread across multiple price levels. It lists linear, arithmetic, geometric, and logarithmic distributions, with configurable parameters such as the starting…
The document describes HyperEVM as an EVM environment whose blocks are included in Hyperliquid execution and inherit security from HyperBFT consensus. HYPE is used for gas, and the document explains that it can be transferred from HyperCore to HyperEVM…
A user running two VeighNa instances under one SimNow account notices that the positions shown in each instance do not match. The discussion asks whether the main-window positions are received from SimNow or calculated locally. A reply first clarifies that…
The proposed Chinese equity screen selects stocks with intraday amplitude above one percent, excludes Beijing-listed shares, and requires a threshold of combined large and extra-large buy orders during the opening auction. The post interprets the amplitude…
This reference explains how Gateway standardizes decentralized-exchange connectors across blockchain networks. It lists active connectors by chain and supported trading type, including swap routers, traditional automated market makers, and…
This introductory tutorial presents active equity management as a connected process: forecast stock-level excess returns with an alpha model, estimate exposures with a risk model, combine expected returns and risk through portfolio optimization, execute…
This script is a utility for opening orders with configurable risk and identification settings. It allows the user to choose a fixed position size or calculate position size from a risk percentage and the selected stop-loss distance. Stop loss and take…
This article explains the event layer of an event-driven trading backtester. It describes an in-memory queue that routes events between system components and defines four event types: market updates trigger strategy evaluation, signals convey a symbol,…
This expert advisor adapts an existing M1 forex system for multi-currency trading. It can trade as many as five currency pairs together and lets the user set a maximum position count for each pair. The document describes the configurable properties as pair…
This Chinese-language discussion describes problems encountered when reusing a saved XGBoost model in a separate strategy and moving a feature-based strategy from research into simulated trading. Keeping visible strategy settings unchanged did not reproduce…
The proposed screen selects stocks with amplitude above one percent and a measure formed by multiplying the previous day's turnover rate by the ratio of today's opening auction volume to the previous day's volume. That measure must fall between 0.5 and 2.…
A market-to-limit order begins by taking liquidity like a market order. After its first execution, any remaining quantity becomes a limit order at the price of that fill. This lets a trader pursue an immediate fill while preventing the remainder from…
The document presents a simple end-of-day strategy for yen currency pairs using 15-minute bars. At a configured evening time, it measures the recent high-low range over a lookback period and records the current close as a reference price. During a specified…
The document describes a MetaTrader 5 expert advisor that connects an account to a Google Sheets dashboard through a Google Apps Script web app. It pushes account balance, equity, margin, and open-position details to the sheet, then polls a Commands tab for…
This stock-selection example combines a beverage and alcohol industry classification with turnover-rate filters. Its stated screen requires turnover between three and twelve percent, then also specifies a narrower condition above two and below nine percent.…
This evolving FAQ collects practical notes for building and operating trading strategies on the FMZ platform. It explains why ticker and order-book snapshots can differ, how order queries distinguish unfinished from completed orders, and how contract…
This podcast overview discusses maximal extractable value, transaction ordering, and mempool visibility in decentralized finance. It describes arbitrage between centralized and decentralized exchanges as one MEV activity, and explains sandwich attacks as…