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.
9,797 documents
This indicator description explains settings for changing the geometry of Fibonacci levels displayed by a candle-based automatic Fibonacci tool. A width multiplier scales the distance of the levels from the zero level, while leaving that zero level in place.…
This module constructs a continuous futures series by identifying contract roll dates and calculating the price gap between the expiring contract and the next contract. It accumulates those gaps through time and can align the adjusted series at its end. A…
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…
The document describes a commodity futures strategy that ranks 28 markets by changes in Twitter-derived sentiment. It calculates daily sentiment from keyword-matched posts using a financial sentiment dictionary, then forms equal-weighted long and short…
This intraday Germany 30 strategy combines the direction of a 20-period moving average with 12-period momentum and a 20-period RSI. It opens long positions when price is above the average, momentum is rising across recent readings, and RSI crosses above 70.…
This recap of an Amberdata and Blockworks webinar discusses institutional participation in Bitcoin markets, with attention to derivatives, market structure, and the possible effects of a spot exchange-traded fund. It frames Bitcoin's 2023 performance and…
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…
This beginner’s guide explains futures grid trading bots, which place long and short orders at preset price levels around a contract price. The approach aims to capture repeated movements within a range by systematically buying and selling, rather than…
This document is a historical intraday dataset for the Dalian Commodity Exchange iron ore futures contract. Its rows report timestamped five-minute open, high, low, and close prices, along with volume, turnover, and open interest. The visible entries cover…
The document explains an exponentially weighted moving average crossover (EWMAC) forecast. It subtracts a slower exponential moving average of price from a faster one, then divides that difference by daily price volatility. A positive or negative result…
This indicator method turns a stair-step moving average into the center of an oscillator. It updates the trend center when a triangular moving average moves beyond a configurable percentage threshold; otherwise, the prior center is retained. A short simple…
The Alan Square, also called DaBox, is a price action framework built from the prior period’s high and low. It marks the range boundaries, midpoint, quarter levels, and extensions, then projects diagonal lines from key levels. Major angles are described as…
A short VeighNa forum exchange addresses whether users running strategies in the SimNow environment must manually download underlying contract data before initializing and starting a strategy, including a spread strategy. The reply says they do not: trading…
The document describes a short-term DAX strategy on five-minute bars that trades breaks of the prior day’s high or low during a morning window. Long entries require price above a 14-period moving average and are allowed Monday through Thursday, with up to…
This page records a live Binance futures robot identified as using a martingale strategy and running across numerous trading pairs. It presents a dashboard snapshot with account and strategy figures, including reported return, drawdown, win rate, fees,…
The document explains moving averages as averages of recent closing prices and introduces Granville’s eight buy and sell signals. These compare price with a moving average, using line crossings, direction, and distance from the average to suggest entries or…
This presentation interprets findings from a 2021 survey of Chinese quantitative investment institutions and discusses how the sector was developing at that time. It covers strategy mixes, research organization, talent, artificial intelligence, alternative…
This meetup Q&A contrasts futures CTA strategies, often framed around trend following, with equity multi-factor strategies that combine signals such as value, momentum, quality, and size. It outlines a Bollinger Band example for futures: calculate a…
This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…
This short forum exchange addresses whether users can add their own trading strategies to the VeighNa community edition. A user with little programming experience asks how to implement a strategy already used by a friend. The reply says custom development is…
This document describes a market sentiment indicator that classifies conditions as bullish or bearish using limit order book data on centralized markets. Its inputs include minimum qualifying order volume, minimum order count, and thresholds for differences…
This article explains why a strong historical backtest may fail in live markets, particularly when a strategy has been tuned to a small or unrepresentative sample. It recommends splitting time-ordered data into a training period for parameter selection and a…
This conference recap describes several developments in digital asset markets: valuing tokens against underlying revenue and rights, crypto-native venues affecting traditional markets, software agents transacting autonomously, and institutions connecting…
This documentation explains how to run a TqSdk strategy over historical data without changing its core logic, and how to retrieve trade logs and account statistics when the simulation ends. It describes catching a backtest-finished event, accessing summary…