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.
192 documents
This introduction explains how FMZ’s visual editor assembles trading logic from connected blocks. It covers snapping blocks together, configuring inputs, using defaults, copying and arranging modules, and saving a strategy. The examples show utility blocks…
The document presents a trend-following strategy that combines two exponential moving averages with an RSI oscillator. It frames the moving averages as a way to identify direction and uses RSI threshold crossovers to time entries, aiming to avoid relying on…
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…
The document introduces the Aroon indicator, which measures how recently the highest high and lowest low occurred within a chosen lookback period. Its Up and Down lines range from zero to one hundred: a more recent extreme produces a higher reading. The…
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…
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 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 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 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 article explains the design of a C++ strategy for hedging the calendar spread between near and deferred cryptocurrency futures contracts. It outlines the basic position logic: when the spread is positive, it sells the deferred contract and buys the…
This tutorial explains how to retrieve a specified number of historical bars when an exchange API limits the amount returned by a single request. Its example targets Binance futures: map supported bar durations to exchange intervals, request successive time…
This article describes two simulated workflows connecting AI-Trader, a cloud agent runtime, and FMZ. In one direction, an agent reads a live FMZ strategy’s output through MCP and publishes a corresponding signal to the signal platform. In the other, it…
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…
This introductory article describes a backtesting setup for European Bitcoin options on Deribit and explains how option contracts are identified by underlying asset, expiry, strike, and call or put type. It presents a short call combined first with a long…
This installment proposes a two-part system for copying futures position changes from a leader account to follower accounts. A template library is embedded in the leader’s existing strategy to monitor long and short position amounts; when it detects a…
This guide explains how to route TradingView alerts to an FMZ trading bot through FMZ’s extended API. The proposed flow uses the CommandRobot interface to send a command string to a running bot, which checks for new commands and places spot or futures…
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 introduces option sensitivities—delta, gamma, theta, and vega—and describes a delta-neutral options strategy using futures to hedge Deribit option exposure. A long call, for example, is initially offset with a short futures position. As the…
This document presents a strategy that combines exponential moving averages with the relative strength index (RSI) for commodity futures and digital assets. Its premise is that moving averages can help identify trend direction, while RSI can contribute…
The document compares China’s commodity futures CTP interface with cryptocurrency exchange APIs. It covers historical data availability, communication patterns, market depth and trade reporting, request limits, and operational reliability. CTP generally…