Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
560 documentos
This forum exchange explains why recorded market data may not appear in VeighNa's data manager. It raises several possible causes: an invalid or mistyped contract symbol, recording ticks rather than bars, a delay before buffered data is written, or a lack of…
This brief forum exchange addresses timezone errors when requesting data through RQData. The suggested fix is to attach VeighNa’s database timezone to the start datetime, so the requested time is timezone-aware. The original poster confirms that applying…
This brief forum exchange addresses a VeighNa user who connected to SimNow but received a message that no data service was available. A reply points out that the contract-query success message had not appeared before the module was started, and advises…
This brief forum exchange explains a basic data requirement for calculating an intraday volume-weighted average price. One participant proposes dividing cumulative traded turnover by cumulative volume, which yields the day’s running VWAP when both figures…
A forum user reports an integer overflow error while backtesting options with a trading platform’s OptionStrategy module. The problem reportedly occurred only for CSI 300 ETF options and on two specific dates. The user traced the error to loading the…
A forum exchange describes a failed attempt to receive tick data from a Ronghang test interface after replacing its market data DLL with the one used by vn.py’s CTP integration. A participant explains that Ronghang and CTP use incompatible market data…
This short VeighNa forum exchange discusses running multiple strategies on the same instrument when one strategy places orders with position locking enabled. The question asks whether other strategies sharing the same PositionHolding object also need to use…
This discussion addresses duplicated work in multi-signal trading systems when each signal independently processes ticks and bars using a bar generator and array manager. It recommends centralizing those components in the main strategy when signals use the…
This forum exchange weighs tick-level data against minute-bar data for backtesting CTA strategies. One participant notes that a year of tick observations can exceed a computer’s practical capacity, limiting the period available for testing and parameter…
This forum thread discusses futures brokers denying or threatening to revoke CTP quantitative trading access because VeighNa's risk controls may not meet newer requirements. A community contributor says an updated risk manager module adds support for the…
This short forum exchange distinguishes callbacks triggered by incoming tick data from callbacks that run when a bar has been completed. It says the ordinary bar callback runs when a tick marks a new minute, while window-bar callbacks run when the aggregated…
The discussion addresses how to trade a cross-sectional, multi-factor strategy when the platform’s alpha section offers backtesting but no apparent live-trading module. The proposed workflow is to generate a CSV of the strategy’s selections each day and…
The discussion explains how a VeighNa portfolio strategy handles its own position state. The strategy position data is stored in the portfolio strategy data JSON file and read when the strategy starts, so saved values can initialize the strategy’s internal…
This forum exchange discusses modeling different futures commission schedules by contract, including cases where closing a position opened the same day incurs a higher fee. It says the backtester’s basic settings handle percentage fees and describes fixed…
The author describes using an AI assistant to rebuild a customized trading application from VeighNa 3.9 to 4.3. The work covered a changed modular architecture, a new database backend, a redesigned strategy data model, and a rewritten desktop interface. The…
This community discussion concerns a futures firm’s penetration-testing requirements for a trading system. The test is meant to count order submissions and cancellations over time, monitor thresholds, and raise alerts when activity peaks. Participants…
A VeighNa forum exchange addresses why the middle and upper Bollinger values may appear as zero in a user interface. The question shows a middle band calculated with a simple moving average and upper and lower bands calculated through ArrayManager’s…
This tutorial explains how to convert a discretionary futures idea into a specification a program can follow. Its five elements are signal timeframe, entry rules, exit rules, position size, and behavior in edge cases. It emphasizes separating directional…
This post describes adapting VeighNa to use the GoldMiner market data service as a source of historical bars. It outlines the author's account of the free tier's available history, then highlights integration details: mapping bar intervals, reversing the…
A trader reports that a VeighNa RiskManager configured with very low limits still allowed repeated large buy orders to execute in a SimNow simulation. The reported behavior raises a practical question about how risk controls interact with the platform’s…
This forum exchange discusses how to identify opening executions in VeighNa when an order is sent in lock mode. In that mode, a closing action may be represented as an opposite-direction opening trade, so checking the trade’s offset in the trade callback may…
This brief forum exchange discusses how a Chinese futures platform constructs its dominant-contract continuous series and whether it offers a smoothed, adjusted series comparable to another vendor’s data. A respondent says the platform currently lacks that…
This support thread documents startup and model-browser failures after configuring AI services in VeighNa Station. Users report that an OpenAI-compatible provider failed during model listing, with errors arising when the client parsed the provider response.…
A user asks why XTP subscription data in a simulated account appears several hours old and updates only intermittently. The response explains that the XTP simulation environment does not provide live market quotes. This distinction helps clarify why a…