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.
40 documents
The document presents a channel strategy for crypto futures that combines a moving average with average true range. An upper band is formed by adding a multiple of ATR to the moving average, while a lower band subtracts it. The strategy enters positions when…
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…
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 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 article explains box theory as a way to identify support and resistance from recent price ranges. It defines support as the lowest closing price over a lookback period and resistance as the highest, then treats a break above or below the range as a…
The article explains how to translate a SuperTrend indicator into a rule-based trading system. It first derives true range from the current high and low and the previous close, then smooths true range into ATR. The midpoint of each bar, adjusted by a…
The article introduces volume-weighted indices and contrasts them with value-weighted and equally weighted approaches. It then presents a digital-asset futures strategy expressed in a trading language, combining a moving-average direction filter with…
The document explains a daily RangeBreak method that sets upper and lower entry thresholds around the day’s opening price using the previous session’s high-to-low range multiplied by a tunable factor. A move above the upper boundary triggers a long entry,…
This document outlines a Dual Thrust breakout system attributed to Michael Chalek and shows how it is expressed in FMZ Mylanguage. The method uses a lookback range built from recent highs, lows, and closes. At the next session’s open, it sets upper and lower…
The document teaches a basic intraday strategy built around Bollinger Bands and shows how to implement it with a JavaScript CTA framework. It describes the bands as a moving-average centerline with upper and lower boundaries derived from price dispersion, so…
The document defines quantitative trading as using computers, mathematics, and statistical methods to build systems that generate buy and sell signals. It outlines the field’s development and describes backtesting, objective decision rules, faster…
This document proposes a short-term commodity futures approach that estimates active buying and selling from bar data. It classifies volume according to whether the bar price rose or fell, scales that volume by the bar's high-low range, and compares…
This analysis examines the first part of an OKCoin strategy ported to FMZ. It explains how the bot builds a short rolling price series from weighted prices across the first three order-book levels, and estimates recent trade volume with an exponentially…
The article introduces Dual Thrust as a reversal-based breakout strategy for digital-asset futures. It derives a range from prior highs, lows, and closes, scales that range with separate long and short parameters, and places entry thresholds above and below…
This installment explains two parts of a high-frequency spot strategy: periodic inventory balancing and the main price burst logic. It estimates account net value by marking held and frozen assets to the best bid, logs changes, and tracks the asset share…
The document introduces volume weighting and contrasts it with value weighting, equal weighting, and market capitalization weighting. It explains that components with greater volume have a larger influence in a volume-weighted measure, while other weighting…
This tutorial translates a closing-price ATR and EMA strategy from a domain-specific language into a JavaScript framework for digital currency futures. It calculates true range and ATR, smooths the average of each bar’s high, low, and close into a midline,…
This document describes RangeBreak, an intraday breakout method that centers trading levels on the current day’s open and offsets them by a multiple of the previous day’s high-low range. A move above the upper level signals a long entry, while a move below…
This document explains a trend-following strategy based on an upgraded Keltner Channel. The channel uses the average of high, low, and close as its input, an exponential moving average as its center line, and average true range to set the upper and lower…
The document explains HANS123, an intraday breakout method that uses the opening range to set the day’s trading boundaries. In its futures example, the strategy measures the high and low of the first 30 one-minute bars, then takes a long position if price…
This document presents a pivot-point framework for interpreting intraday price action. It calculates a central pivot from the prior session’s high, low, and close, then derives support and resistance levels around it, including intermediate levels. The…
This tutorial explains the Directional Movement Index (DMI), including its four lines: positive and negative directional indicators (DI+ and DI−), ADX, and ADXR. It describes an implementation assembled from directional indicator series, a smoothed…
This article presents a modified high-frequency crypto strategy for a single-direction perpetual contract. It builds a short-term reference price from several levels of the order book, tracks recent trade volume, and compares the latest reference price with…
This chapter presents practical ways to refine a trading strategy before deployment. It recommends acting on real-time prices when a closing-price model delays entry or exit, while emphasizing that the benefit depends on the strategy’s logic. For parameter…