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.
151 documents
This article explains how to read futures volume and open interest alongside price during short-term trading. It defines total volume, the reported outside and inside volume categories, open positions, and the change in open interest. A price break…
This article explains why a strong historical backtest may fail in live markets, particularly when a strategy has been tuned to a small or unrepresentative sample. It recommends splitting time-ordered data into a training period for parameter selection and a…
The post describes a time-based controller for starting and stopping automated domestic futures trading robots. It checks the current time and weekday, uses a status flag to avoid repeated starts, and calls platform functions to restart or stop two named…
This article outlines a two-part FMZ design for forwarding futures position changes from a reference account to one or more synchronizing accounts. A template library runs inside the reference strategy, records initial long and short position amounts, checks…
The article introduces calendar spread arbitrage as opposing positions in contracts on the same underlying asset with different maturities. It describes monitoring the price difference between crypto contracts and acting when the spread widens beyond a…
The document compares two ways to retrieve Binance perpetual futures candles. Using the platform’s standard record retrieval after setting a maximum bar length of 1,500 returns only 1,000 records in the described example. A direct exchange API request for…
This guide explains how the FMZ Quant platform organizes strategy development and bot operation. Users manage strategies and bots through the website, while a Docker service on their own or a rented machine connects to exchanges, runs the strategy, and sends…
The document surveys option buyer and seller risks, then explains dynamic delta hedging as a way to manage directional exposure. It describes how delta changes with the underlying price, time to expiration, and volatility, and illustrates rebalancing a short…
This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…
This intermediate FMZ tutorial explains practical platform techniques for building automated trading strategies. It covers operating across exchanges and symbols, configuring futures and swap contracts, and handling API failures through retries, null checks,…
This overview organizes strategy examples collected from a cryptocurrency trading platform into three groups: basic trading aids, simple strategies for study, and strategies described as having performed well in live trading. The examples span price alerts,…
The document traces several ways to build moving average trading rules, using a 15-minute Chinese rebar futures index as its backtest example. It starts with price crossing a single average and short-period averages crossing longer ones, then adds…
This forum post reports a rejected Bitcoin sell order on an OKCoin futures account. The submitted quantity was 5.99 BTC, and the exchange response said that the order quantity must be a multiple of the lot size. The accompanying logs show the displayed…
This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…
This tutorial introduces the M Language used in a trading platform to write indicators and trading logic for commodity futures and cryptocurrency contracts. It explains scalar and sequence data, numeric, string, and Boolean values, variable naming, and…
This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…
This essay argues that a trading system only helps when a trader can follow it and its demands fit the trader’s goals, temperament, and market. It outlines four recurring price structures—triangular consolidations, directional channels, ranges, and expanding…
The document outlines three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…
The article develops a relative-value framework for Chinese rebar and iron ore futures. Because iron ore is a major steelmaking input, their prices are linked, but the author argues that simple steel-margin formulas can be distorted by coke prices,…
This guide describes operational details for trading Gate.io perpetual futures through the FMZ platform. It explains that contracts are USD-denominated, BTC-settled, and represented as swaps, and notes the platform’s stated contract value. It also covers…
The post asks why a five-minute technical indicator in live trading appears to update three to four seconds after a period ends, even though historical testing updates it at the period boundary. The author reports connecting to OKEX futures from a rented…
This article describes a way to send alerts when a strategy’s position changes, using FMZ Mylanguage together with its JavaScript enhancement feature. The example strategy uses Williams %R and a moving average to generate long and short signals. The article…
The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…
This article argues that technical analysis should be treated as a probabilistic aid rather than a dependable forecast. It warns against trusting a single signal, applying one method in every market, and holding a position after price action invalidates the…