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.
662 documents
This note explains a basic trend-following strategy based on Donchian channels. The upper and lower bands are formed from the highest high and lowest low over a lookback window, with the middle line between them. Wider bands indicate a broader recent price…
This brief note examines how trading fees affect the spread available to a triangular hedging strategy. It points readers to two research notebooks: one using the default fee setting and another adjusted for a different fee rate. Its central lesson is that…
This strategy switches between range and trend rules using the Choppiness Measurement Index (CMI). When CMI is below 20, it treats the market as oscillating and uses stochastic K and D conditions to open or reverse positions. When CMI is at least 20, it…
This note presents a rudimentary BTC futures strategy prototype that monitors order books on two exchanges. When the bid on one venue exceeds the ask on the other by a specified spread, the example opens a short on the first exchange and a long on the…
The article explains On Balance Volume (OBV), which cumulatively adds volume when a bar closes above the prior close, subtracts it when the close is lower, and leaves the value unchanged on a tie. It interprets OBV as a way to view volume direction and…
This beginner tutorial outlines how to build a simple spot grid strategy for a cryptocurrency pair. It begins by defining the intended behavior: use equally spaced price levels around a starting point, allow the grid to extend in both directions, and place…
The article describes using a grid strategy to trade crypto products linked to private companies ahead of public listings. It distinguishes perpetual contracts, tokenized claims, and synthetic subscription tokens, and emphasizes that these products do not…
The article describes a taker-style spot arbitrage method for capturing temporary price gaps across crypto exchanges. It proposes fetching order books concurrently, combining eligible ask and bid levels, and ranking them after adjusting prices for exchange…
The article describes a beginner’s use of a trading platform and ChatGPT to learn strategy scripting, inspect example strategies, and run backtests. It includes an AI-generated moving-average crossover example with stop-loss exits, then illustrates asking…
This annotated strategy explanation describes a crypto futures system that opens an initial position, places a take-profit order, and monitors for either a profitable exit or a stop-loss trigger. When the stop is reached, it cancels outstanding orders,…
The document outlines a Python framework for running a strategy across several crypto perpetual contracts. It organizes account, position, order, precision, timing, and ticker data in shared structures, then describes functions for retrieving exchange…
This guide introduces a platform charting interface intended to simplify custom strategy visualization in JavaScript. It shows how to create a chart object, begin and close a drawing pass for each candle, and plot data such as volume. A more detailed example…
This tutorial outlines a data-mining approach to machine-learning signals, contrasting it with strategies that begin from an explicit market inefficiency such as trend following or mean reversion. It recommends defining the prediction target and evaluation…
The article describes a workflow for finding tokens held across wallets associated with holders of a successful project. It automates collection of leading BSC token holders, filters out likely institutions and large project wallets, queries remaining…
This tutorial explains how to add several custom charts to a trading strategy, each using a different candle interval and indicator layout. Its example creates hourly, 15-minute, and daily charts, then retrieves each series and routes candle and indicator…
The article compares conventional candlestick backtests with more detailed approaches for high-frequency and multi-instrument strategies. It explains that bars omit the timing of intrabar extremes, bid and ask quotes, and queue priority, which can distort…
This article discusses how to structure instructions for AI-assisted crypto trading. It argues that prompts should provide current market inputs, account constraints, trading history, and a required output format, then describes a two-layer setup separating…
The article modifies the spot-oriented LeeksReaper design for Binance USDT perpetual contracts, where positions use a one-way mode. It retains a short-term price breakout signal: a weighted order-book price series is compared with recent highs and lows, and…
This tutorial develops an intraday pairs-trading example using SPY and IWM minute bars. It aligns the two price series, estimates a rolling linear-regression hedge ratio, forms a spread, and standardizes that spread as a z-score. The example opens a long…
This introduction explains how block-based visual programming can express trading logic without requiring the user to write conventional code. It demonstrates building a basic output action, then describes a digital-asset rebalancing example based on current…
This tutorial shows how to transfer a simple MyLanguage trend strategy into JavaScript using a reusable event loop and order-management framework. The example computes two moving averages from market bars, compares their recent completed values, and treats…
This guide explains how to connect to dYdX v4, use its test network, inspect market and account data, place and cancel orders, manage subaccounts, and query transaction details. It describes the exchange’s two-part architecture: an indexer for market and…
The article introduces Markowitz modern portfolio theory as a framework for choosing asset weights by balancing expected return and risk. It explains that portfolio risk depends not only on each asset’s volatility but also on covariance between assets, so…
The article reviews a 2021 basket of Binance perpetual-contract cryptocurrencies and compares holding an equally weighted index with rebalancing strategies. It constructs normalized price series, fills missing prices, and compares average and median…