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.
43 documents
This simple trend strategy uses price movement from a stored reference level instead of technical indicators. When price moves beyond a configurable percentage threshold, it places a buy or sell order in the direction of that move, then resets the reference…
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…
This article studies whether crypto assets that move more closely with Bitcoin perform differently from less correlated coins. It explains Pearson correlation as a measure of linear co-movement, then describes collecting four-hour Binance futures prices for…
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 basket strategy that ranks assets by an expected-return signal, buys the highest-ranked group, and shorts the lowest-ranked group with equal dollar exposure. The intended market neutrality reduces sensitivity to broad market moves,…
The document describes a prototype that turns crypto traders’ stated methods into a computable consensus process. It first converts BTC daily market data and macro inputs into structured states, including trend, momentum, volatility, recent price ranges,…
This Python strategy follows price moves without technical indicators. It stores a reference price and compares the latest price with it; when price rises or falls beyond a configurable fraction, it places a buy or sell order and resets the reference to the…
The document reconstructs a TradingView strategy that combines a fast and slow exponential moving average with buy and sell signals from a range filter indicator. A long entry requires a bullish range-filter signal, the fast EMA above the slow EMA, and a…
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…
This strategy treats the regression slope of a smoothed price range as a measure of market speed or momentum. It calculates the highest high and lowest low over 35 bars, averages those two levels, smooths that midpoint with a moving average, and measures the…
This tutorial explains how to translate a MyLanguage crossover strategy into JavaScript. The example calculates a WaveTrend-style oscillator from typical price using exponential averages, then smooths it with MyLanguage’s weighted SMA. Because the platform’s…
The document introduces relative strength as a momentum approach: compare assets with a market benchmark or with one another, favor stronger performers, and reduce exposure to weaker ones. It says the method is most suited to markets with clear trends and…
The document develops the Psychological Line (PSY), an indicator that measures the share of rising bars over a lookback period, into a directional strength measure. The basic count treats every up or down bar equally, so it misses the size of price moves.…
The article proposes a market-neutral strategy for volatile crypto perpetual futures. It ranks contracts using price momentum and funding rates, then holds equal-notional long and short baskets so performance depends on relative strength rather than…
The article develops a market-neutral rotation strategy for volatile perpetual futures. It ranks contracts using a composite of price momentum and funding rates, taking long positions in the strongest names and shorts in the weakest with balanced notional…
APFF is a framework for ranking a changing universe of crypto perpetual futures and combining interpretable signals into a long-short portfolio. Its seed factors cover momentum, short-term reversal, funding, premium, and open-interest behavior.…
The article develops a market-neutral rotation strategy for volatile crypto perpetuals. It ranks contracts using both price momentum and funding rates, goes long the strongest group and short the weakest with balanced notional, and estimates factor weights…
This tutorial presents a multi-pair spot trading example based on two exponential moving averages. A bullish crossover of the faster average above the slower one prompts a buy, while a bearish crossover prompts a sale. Each trading pair can have its own EMA…
This overview introduces six approaches for newer cryptocurrency traders: long-term holding with scheduled purchases, day trading, scalping, swing trading, RSI signals, and avoiding coordinated pump groups. It describes the basic time horizon or decision…
This tutorial shows how to adapt a simple price-chasing strategy from one trading pair to several pairs managed by a single robot. Its buy and sell rules remain unchanged: it compares the latest price with a stored reference price and trades when the move…
The document describes translating a market heuristic about price-move size and the speed of KDJ’s J value into a crypto trading strategy. The proposed rules combine small or large price moves with fast or slow J-value changes to form long and short signals.…
The document explains Dual Thrust, a range-based breakout system that sets upper and lower trigger levels around a bar’s opening price. Its range is derived from rolling highs and lows of both highs, lows, and closes; separate multipliers determine how far…
The article outlines a cryptocurrency high-frequency approach that combines short-term trend detection with two-sided quoting. It first gauges direction from recent trade flow: average trade size and frequency, spread changes, and buy and sell execution…
The document describes a high-frequency trading approach that looks for short-term lead-lag relationships among cryptocurrency exchanges. It compares midpoint prices from several venues, measures each venue’s move against its previous observation using a…