A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 560
This forum exchange addresses why a spread-trading algorithm may submit orders marked as opening even when the strategy intends to close a position. A trader observes that closing a long spread appears to send orders in the opposite directions, which raises…
This VeighNa community discussion concerns detecting and rejecting futures orders whose prices do not conform to a contract’s minimum price increment. The question describes a CTP test using an index futures contract with a 0.2 tick size and a limit price…
This Chinese-language guide describes a manual VeighNa setup on Ubuntu. It recommends using pyenv to select a Python version for the project and a virtual environment to isolate its package dependencies. It then outlines installing the project and several…
The document explains why similarly named strategy handlers can receive bars of different durations. In an event-driven trading framework, a callback such as a five-minute handler or a ten-minute handler is called when the corresponding timeframe bar is…
The post answers why a community-edition backtest can work while simulated trading produces no orders. It distinguishes imported historical data, which can be replayed during a backtest and used to initialize indicators, from simulated trading, where…
This brief forum exchange explains how VeighNa handles strategy updates after the application has started. For backtesting, users can use the strategy reload control to rescan strategies. For a live trading instance, the reply says that changing instance…
This forum post reports that VeighNa 4.3.0 fails to launch its trader after the user selects a trading interface and application module. The traceback shows the startup process importing the VeighNa Interactive Brokers gateway, which then fails because…
This brief forum exchange concerns adding a percentage stop based on actual profit and loss to a CTA strategy. The questioner notes that margin differs by instrument, so a fixed price-distance calculation may not represent the actual loss, and asks whether…
This forum post presents a VeighNa CTA strategy for futures that combines moving-average crosses, TEMA direction, and MACD, with tick-based dynamic stops. The stop logic progresses from a fixed loss threshold to a stop near breakeven after a profit…
This short VeighNa community post asks how to load previously downloaded historical bars so a strategy can compare them with current data and trigger correctly. Its code example checks that each configured instrument has contract information, creates a…
This forum exchange addresses an identifier error when setting up silver options in VeighNa. A user reports that using “ag” as the option portfolio name causes a KeyError during backtesting or simulated trading, despite having downloaded option data and…
A brief VeighNa community exchange asks how multiple instances of a CTA strategy, each running for a different contract, can share a variable. The reply suggests placing shared parameters under the class definition, and the original poster confirms that this…
The forum exchange addresses how to obtain a futures position's actual opening price through the CTP interface. One user explains that the previous-day position price shown in their data is the settlement price, which complicates calculation of true profit…
The document describes changing a VeighNa CTP market-data interface so that subscription and unsubscription calls accept a list of instrument symbols instead of one symbol per call. It outlines modifications to the C++ wrapper declarations and…
This brief VeighNa community exchange concerns downloading custom Wind indices through the platform’s data-management interface. A user asks whether self-defined index series, including weighted commodity indices, can be fetched and what code and exchange…
The post describes a startup problem when testing a Turtle trading strategy on SimNow. Its ArrayManager remains uninitialized because the default capacity is 100 bars, while the example loads only 30 and feeds it one daily bar at a time. Restarting the…
This short forum exchange asks how ScriptTrader’s position query reports profit and loss: by daily mark-to-market accounting or by matching individual trades. The reply says the value is accumulated from successive position responses delivered through the…
This event outline introduces options volatility trading through pricing theory, portfolio profit and loss, and the role of delta hedging. It distinguishes historical volatility, implied volatility as reflected in option time value, and realized volatility…
This short Chinese-language forum exchange concerns a failed manual close order on a Shanghai Futures Exchange instrument. The trader reports CTP rejecting the order because there was insufficient position available to close yesterday’s holdings, despite…
The post raises a question about how a tick-data bar generator assigns observations at minute boundaries. The author reports that a bar labeled for 14:59 appears to include a tick stamped 15:00:00, even after data through 14:59:59.5 has been processed. A…
This community report describes a reproducible crash in the VeighNa vnpy-tap gateway after successful login to an 易盛 trading service. The Python process exits during initialization around commodity or contract queries, with Windows reporting exception code…
A user reports that the CTP interface can retrieve standard arbitrage contracts for Zhengzhou and Dalian exchanges but cannot find the corresponding contracts for the Guangzhou Futures Exchange. A community reply explains that these contracts are available…
The forum exchange explains how to test strategies whose decisions are made on bars longer than one minute in vn.py. It describes feeding one-minute bars into a BarGenerator and running the strategy logic when the requested aggregate bar is complete. The…
This brief forum exchange offers one suggested fix for an exception encountered while importing data into a quantitative trading platform. The reply advises checking the time format expected by the importer and matching it to the timestamp format used in the…