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.
18 documents
This overview describes ways traders and liquidity providers can use decentralized exchange data to understand automated market maker pools. Pool depth and composition can be visualized to estimate capital distribution, likely slippage, and price impact.…
This document explains how to connect to BitMEX through Lumibot’s CCXT broker interface using an explicit exchange configuration and API credentials. It notes that BitMEX is not among the globally auto-detected credential paths, and identifies the exchange…
This FAQ describes LumiBot, a Python framework for backtesting and live algorithmic trading across several asset classes and brokers. It outlines the shared strategy workflow, data-source requirements, and common operations such as handling fills, tracking…
This broker integration guide explains how LumiBot handles Bitunix USDT perpetual futures. It covers account funding, leverage requests, hedge-mode requirements, order precision, reduce-only closes, and historical candle retrieval. The integration does not…
This document describes how to configure Lumibot’s CCXT broker for KuCoin. KuCoin is not presented as a globally auto-detected credential route, so the guide uses an explicit broker configuration with the exchange identifier and API key, secret, and…
This example shows how to run a historical backtest of a cryptocurrency portfolio using a drift rebalancer and Alpaca’s backtesting data source. The described method compares holdings with target weights and trades assets that have drifted from those…
This documentation explains how to use Polygon as a historical price-data source for LumiBot backtests across stocks, options, forex, and cryptocurrencies. It describes supplying an API key, selecting a backtest date range, and running a simple example…
This guide catalogs implementation mistakes that can distort trading decisions or break a Lumibot strategy. It explains why backtests should use simulated time and completed candles, why persistent assets belong in strategy variables, and how to handle…
This example shows how a Lumibot strategy configured for continuous crypto-market hours can submit market and limit orders, request recent price bars, and inspect price data. It demonstrates calculating RSI, MACD, and an exponential moving average from…
The document explains Lumibot’s WEEX connection through its shared CCXT broker. The path is described as spot-oriented and auto-detected, with authentication requiring an API key, secret, and passphrase. It also states that WEEX does not offer a conventional…
The document explains how LumiBot uses historical data from an Alpaca account to backtest stocks, ETFs, crypto, and US equity options. It describes credential setup and two configuration paths, then clarifies bar timing: history contains completed bars,…
This document outlines how to use Kraken through Lumibot’s shared CCXT broker path for cryptocurrency strategies. It describes API key and secret credentials, notes that the integration supports a live trading path, and identifies Kraken as the exchange…
This documentation explains how to connect LumiBot strategies to Alpaca for stock, ETF, options, and cryptocurrency trading. It describes API-key and OAuth authentication, environment-based configuration, paper versus live mode, and examples of submitting…
This Lumibot example demonstrates a daily cryptocurrency strategy using Bollinger Bands with historical data supplied through CCXT backtesting. It calculates a rolling mean and standard deviation over a configurable window, then derives upper and lower bands…
This guide describes how LumiBot retrieves and caches historical data from Interactive Brokers for backtesting. It covers futures, spot crypto, and routed daily stock or index data, as well as multi-provider routing. For stocks and indexes, it explains how…
This technical guide explains how LumiBot connects strategies to Polymarket prediction contracts for market data, order placement, and historical backtesting. Outcome tokens are treated as contracts priced in USD collateral between zero and one. The guide…
This guide explains how LumiBot connects to cryptocurrency exchanges through CCXT and how to distinguish documented live broker paths from backtesting support. It lists credential auto-detection and exchange-specific order handling for Coinbase, Kraken,…
The document describes Coinbase as a spot crypto venue available through Lumibot’s shared CCXT broker integration. It explains that current Coinbase Cloud Developer Platform credentials use a key name and private key, while a passphrase is generally relevant…