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 explains configuration conventions in NautilusTrader, covering typed settings for data and execution clients, engines, and strategies. It distinguishes concrete fields from optional fields, whose absent values can mean disabled behavior, an…
VR Breakdown Level is a breakout strategy that records the high and low of a prior period, with the period length chosen in the trading robot’s settings. At the beginning of each new period, it saves those levels. If price crosses the prior high, it opens a…
The article presents a notebook-based workflow for quantitative research: obtain exchange candlestick history through an API, store and inspect it with pandas, plot price and trade-flow measures, and build a Python backtest for multiple spot or perpetual…
This forum exchange addresses two practical VeighNa questions: removing subscribed market contracts and closing an open futures position. A reply says the framework does not support unsubscribing, suggesting a restart and re-adding only the desired contracts…
This strategy organizes research and trading for same-day-expiration bear call spreads through separate agents. A researcher gathers account and market information, checks the listed expiration, contract Greeks, and bid-ask quality, then identifies a short…
The document summarizes research on forecasting multiple future steps from limit order book data. Rather than predicting only one future point, the proposed approach uses sequence-to-sequence encoder-decoder networks with attention to generate a path of…
The document describes a small expert advisor that manages an already open position using a trailing stop distance supplied by the trader. If that requested distance is smaller than the platform’s allowed minimum stop distance, the advisor adjusts it to the…
The guide explains how NautilusTrader connects to Bybit for live market data and order execution across spot, linear and inverse contracts, and options. It describes product-specific symbol suffixes, instrument loading, and the differences among mainnet,…
This document describes a MetaTrader 5 class for rebuilding closed trades from their opening and closing deals in account history. The history is selected over a time range and organized by close time; callers can then enumerate reconstructed trades or…
The document outlines a function for opening a trade in an MQL5 environment. It describes deriving an opening price and take-profit and stop-loss levels from symbol data and user parameters, then preparing a trade request with details such as instrument,…
This expert adviser places a Buy Stop above the high of bar one and a Sell Stop below its low, with a configurable offset. The setup seeks to enter when price moves beyond that bar’s range. Its parameters include stop loss, take profit, trailing stop…
This documentation explains how Hummingbot Gateway connects to Orca, a Solana-based decentralized exchange. It describes support for legacy automated market maker pools and Whirlpools, which use concentrated liquidity. Users configure a Solana wallet and…
This document explains a way to identify binary options symbols among instruments listed in MetaTrader 4’s Market Watch. Broker naming conventions vary: some append a suffix, others use a different marker, and some may follow another pattern. As a result,…
The document describes TradingSlippage as an execution cost applied during backtesting to SMART_LIMIT fills. It says slippage can be supplied at the strategy level, with separate lists for buy and sell orders. This lets a researcher model an assumed cost on…
This document describes a date-based function for classifying a timestamp as summer or winter time. It assumes the European daylight-saving calendar described in the text: summer time begins on the last Sunday in March and ends on the last Sunday in October.…
This guide describes ways to organize AI agents inside a trading strategy, from a single analyst to specialist research teams, opposing bull and bear views, and sequential debate. It distinguishes deterministic strategies, agent-led decisions, and hybrid…
This forum post raises an implementation question about deploying BigQuant StockRanker models for live trading through a brokerage server. The author believes StockRanker includes a gradient boosting decision tree model and asks whether deployment transfers…
The report describes a CTA approach for Chinese stock index futures that combines weekday return patterns with intraday effects. Its analysis notes higher return probabilities overnight and during the first half hour after the open, and different weekday…
The document describes a tick-data compressor that stores changes in bid, ask, and time rather than repeating full tick records. Small price and time changes can fit into a compact representation, while larger differences use additional bytes. It also offers…
This Expert Advisor trades signals from the Fisher_org_v1_Sign indicator. A signal is taken when a colored indicator icon appears at a bar close, so decisions are made using completed bars. The EA requires the compiled indicator file to be installed in the…
This technical reference explains how an order-expiry event is processed in an execution pipeline. The event is applied to the order, updates the cache, and is published on the message bus. It may originate from a venue, a simulated matching engine, or…
This document describes an Expert Advisor that trades signals from an RSIOMA histogram. Depending on its selected mode, a signal is evaluated at bar close when the histogram breaks support or resistance, changes direction, or crosses its signal line. An…
This A-share stock-selection idea filters for companies associated with the metaverse theme that appeared on the prior day's trading leaderboard, then ranks eligible names by the current day's auction value and selects the highest-ranked group. The article…
Qlib separates forecasting signals from portfolio construction. A strategy turns prediction scores into trading decisions, while a weight-based base class lets users specify target holdings and delegates order generation to the framework. The documented…