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.
682 documents
The article explains the Sharpe ratio as a measure of average return above a chosen benchmark relative to return variability. It contrasts this risk-adjusted measure with annualized return alone, which can make strategies difficult to compare, particularly…
This trading-programming question describes placing a sell order and repeatedly querying its status. The author records the start time, intends to stop after two seconds if the order remains pending, and wants to return different results for a completed…
The post asks how to keep a trading strategy from sending orders during Huobi swap settlement. Its current approach checks the clock repeatedly and sleeps around expected settlement windows, but the author worries that this wastes work because the strategy…
This collection of platform notes records practical lessons from strategy development and operation. It explains that rounding a value before later arithmetic does not necessarily round the final displayed result; rounding should be applied after the…
The post describes a futures order placed through Binance’s API and a failed attempt to retrieve it with FMZ’s `exchange.GetOrder()` method. The exchange reports that the order does not exist, even though the author says it was placed successfully. By…
This article describes a server strategy that receives trade signals and mirrors them on a connected exchange. It adds a pause-and-restart control protected by a password, allowing order following to be disabled without stopping the bot. It also supports…
This essay maps the Buddhist framework of ethical discipline, concentration, and insight onto trading practice. For trend trading, it identifies four behaviors to avoid: oversized positions, trading against the trend, excessive activity, and failing to use…
This essay contrasts the stabilizing intuition of averages and Gaussian distributions with the outsized effects of rare events in systems described by heavy-tailed or power-law behavior. It explains that averaging becomes informative under assumptions such…
This collection of futures trading principles emphasizes following established price movement rather than trying to buy exact lows or sell exact highs. It recommends focusing on the middle of a move, identifying support in rising markets and resistance in…
This guide explains how to connect to cryptocurrency exchange WebSocket feeds through a platform's Dial function, subscribe to channels, parse incoming messages, and handle compressed data. It distinguishes streams whose subscriptions are encoded in the…
This statistics explainer distinguishes the mean, median, and mode through a wage example. A factory’s owner and relatives earn much more than its many lower-paid workers, lifting the mean above the median and mode. The example shows why an average can be…
This reference explains FMZ’s My Language, a trading language compatible with and extended from Mai Language. It introduces variables and data types, assignment and comparison operators, logic and arithmetic, function arguments and return values, and…
This short futures-market satire contrasts how different market participants explain the same uncertain event. Fundamental analysts may anticipate direction without timing; technical traders allow for failure and use stops; news-focused voices claim timely…
This tutorial outlines a polling alert bot for Binance USDT-margined futures. It describes retrieving ticker prices, comparing them with configured upper and lower thresholds, and sending notifications to a DingTalk group. The example also covers signing…
The document outlines a workflow for trading coin-margined cryptocurrency contracts from TradingView signals. TradingView alerts send webhook messages to an FMZ robot, which can open long or short positions at market or close positions. The proposed opening…
This stock selection recipe combines a daily high-low range above one percent, a reversal pattern described as an engulfing signal, and a measure labeled prior-day major-player control. The post presents formula and Python-style examples intended to screen…
The document outlines a rule-based long strategy for Bitcoin futures, framed around adding to a position when price is rising. On a daily chart, it proposes buying a fixed amount when the close is above the five- and ten-day moving averages and the five-day…
This technical analysis framework argues that conventional moving averages lag price and are often interpreted separately across chart scales. It defines simple price structures using highs and lows: a local bottom or top is identified from three bars, while…
The document presents a flow-based framework for macro trading, arguing that traders should study how liquidity and credit move through central banks, commercial banks, companies, and shadow banks. It explains how bank lending creates deposits, why…
The article presents a former investment employee’s account of how a controlling investor might build a position in a Chinese listed company, influence trading, and later sell into increased demand. The described sequence includes selecting a company,…
This brief technical post illustrates asynchronous exchange operations for retrieving a ticker, retrieving order-book depth, placing a buy order, and requesting hourly records. Each call returns an object immediately, and the example later invokes a wait…
The document asks how to total trade volume by buy and sell classification for each candle, using a one-minute bar as an example. Its proposed approach collects trades while a bar is active, classifies them when a new bar begins, sums the amounts, then…
This tutorial explains how a naive Bayes classifier uses observed features and prior class frequencies to estimate which category is most likely. It works through examples of classifying illness, online accounts, and gender, multiplying each feature’s…
This tutorial explains the Moving Average Convergence Divergence indicator as the difference between a shorter and a longer exponential moving average, alongside a signal line formed from an exponential average of MACD. It demonstrates calculating and…