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.
148 documents
This document outlines a short-only dollar-cost averaging strategy for DOT perpetual futures. It starts a short when a nine-period RSI on a three-minute timeframe crosses down through 80, treating the move as a possible exhaustion of overbought momentum. If…
This controller coordinates multiple configured grids for one trading pair. Each grid has a price range, limit price, side, enable flag, and share of total quote capital. The controller checks the mid-price and creates a grid executor when price is within…
This short-only strategy for BCH perpetual futures seeks to fade overbought price spikes. Its entry signal is a 9-period RSI on a five-minute timeframe crossing down through 80. After the initial short, it can add up to three averaging orders at fixed…
This Chinese-language example describes an automated hedge between OKX and Binance perpetual futures. It reads signed position sizes and quotes from both venues, tracks progress toward a requested amount, and uses an opening spread threshold to trigger…
This workflow describes automated cryptocurrency perpetual-futures trading that delegates per-asset decisions to a large language model. An hourly process gathers market indicators, funding rates, positions, account state, and historical trading performance,…
This document describes an execution utility for opening, closing, or reversing positions in two perpetual futures contracts. When opening, it calculates each leg's quantity from a shared per-asset value and the current ticker price, with a contract-value…
This workflow collects a trader’s proposed perpetual-contract trade and checks it against several data sources before the trader decides whether to act. A recurring prompt gathers the symbol, direction, size, and rationale; if the trader does not respond in…
This grid strategy places limit orders above and below the current market price, opening short positions on the upper side and long positions on the lower side according to the selected grid mode. It tracks open position amounts and combined unrealized…
This document describes a single-pair implementation of a long-only dollar-cost-averaging strategy driven by three RSI signals. The base order starts when a 14-period RSI on a 15-minute chart crosses above 30. Additional safety orders require a rebound…
This SOLUSDT perpetual strategy is a long-only averaging framework. Its entry filter is a 14-period RSI below 28 on a four-hour timeframe. After a base order, it places up to five additional orders at fixed price declines from the base entry: 2%, 5%, 9.5%,…
This document describes a short-only strategy for the POL perpetual market. It opens a position when a 9-period RSI on a 5-minute chart crosses down through 80, treating a retreat from overbought conditions as a possible reversal. The base order is followed…
This BTC perpetual strategy combines several trend and activity measures: ADX, a cloud indicator, a range filter, a fast moving average, MACD, volume, and RSI. Its main entries use these indicators to identify direction and avoid flat or overextended…
This document describes a read-only scanner for comparing perpetual futures funding rates across centralized and on-chain venues. It converts rates with different settlement intervals to annualized values and an equivalent eight-hour spread, then pairs the…
This system describes an adaptive long/short strategy for Binance USDⓈ-M perpetual contracts. It starts from five seed factors spanning momentum, reversal, funding, premium, and open interest, then evaluates additional candidates through a constrained factor…
This short-only BCH strategy is designed to fade an extended bullish run in Heikin Ashi candles, with an RSI condition used as a second entry filter. The visible settings allow the user to choose the RSI timeframe, period, comparison direction and threshold,…
This document describes an automated cryptocurrency trading system organized around two workflows: an hourly analysis and decision cycle, and a separate frequent monitor for take-profit and stop-loss conditions. The analysis cycle gathers multi-timeframe…
This document describes a research prototype for a long-only grid strategy on linear perpetual futures. Its overview says a small initial entry, dynamically adjusted grid spacing, and fractional Kelly sizing work together to manage the strategy budget. The…
This is a short-only averaging strategy for ARB perpetual futures. A downward cross of an overbought RSI threshold on a four-hour timeframe starts a short. If price rises against the position, up to two averaging orders are placed at fixed percentage…
This document outlines an automated system that uses a large language model to produce entry, hold, or close decisions for multiple cryptocurrency perpetual futures. Its pipeline collects market and account data, calculates indicators across short and long…
This example implements a simple order controller that submits up to three buy orders for a specified perpetual futures pair. It waits until no executor is active and a configured interval has elapsed since the previous order, then calculates base-asset…
This research framework studies how win rate, realized win-to-loss ratio, trading frequency, and position risk interact in a cryptocurrency trend breakout system. It enters long or short when a completed hourly bar breaks the previous 20-bar range and uses…
This example shows a Hummingbot controller that periodically creates a market order for a configured trading pair. It reads the mid-price and counts active executors, then submits a new order only when no executor is active and the configured interval has…
This long-only grid strategy operates between fixed upper and lower price bounds. It divides the range into configurable levels, using either geometric or arithmetic spacing, buys when price crosses down through a level, and sells on an upward crossing at…
This workflow describes automated long and short trading for USDT-margined perpetual futures. On a candle-close trigger, it reads account balance and market contract specifications, then calculates an order quantity from a configurable share of available…