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.
549 documents
The document describes an OKX campaign that rewards eligible users for completing XRP/EUR trading volume tasks with a grid bot. It explains the basic mechanism: a bot places buys and sells at preset levels within a chosen price range, executing trades as the…
The guide explains how automated crypto trading systems analyze market data and place orders according to configured rules or signals. It surveys nine platforms and describes strategy types including grid trading, arbitrage, dollar-cost averaging, options…
This guide surveys automated crypto strategies and execution tools. Spot grid bots place buys and sells at user-defined price levels, while futures grids apply similar rules to long, short, or neutral futures positions and may use leverage. Spot DCA divides…
The guide explains spot grid trading as a rules-based approach that places buy and sell orders at intervals within a chosen price range. A trader selects a crypto pair, sets lower and upper limits, chooses the number of grid levels, and allocates capital.…
The guide explains several types of exchange rewards and how their restrictions differ: trading bonuses, tradeback vouchers, contract vouchers, direct crypto rewards, fee rebates, Earn rate boosts, bot trial vouchers, and bot loss coverage. It distinguishes…
The document explains grid bots as automated systems that place buy and sell orders at preset levels across a chosen price range. As price moves down through the grid, the bot buys; as it rises, the bot sells, seeking to capture repeated fluctuations. This…
The article describes an exchange feature for eligible VIP users that aims to earn lending yield on idle crypto balances while keeping them available for trading margin. It says the feature can also apply when users run grid or Martingale bots, and that…
The article introduces a multi-timeframe chart-reading process. It starts with monthly and weekly charts to identify broad direction and support or resistance areas, then moves to daily charts to map ranges and possible breakout targets, and finally uses a…
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 document describes a long-only dollar-cost averaging backtest. It opens a base position within a selected date window, then places a series of lower-priced safety orders. The order levels step farther apart according to a scale factor, while order size…
This script implements a basic one-sided grid for a spot-style exchange interface. It places a limit buy below the current price, or below a user-specified starting price, using a configured price interval. The buy size is calculated as a percentage of the…
This strategy places a sequence of buy and sell levels across a price range. The range can be set manually or estimated from recent closing prices using highs and lows, or an average with a deviation. Grid spacing follows from the range and the selected…
This strategy combines pivot-based fractal levels, ATR, and a simple moving average to set up adaptive grid trades. It identifies local highs and lows, then places prospective limit entries at levels offset from those pivots by ATR multiples. A volatility…
This MetaTrader expert advisor combines linear regression candles with MACD to identify pullbacks in the direction of the indicator trend. For a long signal, MACD must remain positive, while the latest regression candle closes above both its open and signal…
This short-term pullback strategy combines ATR-based price levels with volatility and RSI filters. It describes calculating a 10-period ATR and using a grid factor of 0.2 to generate 15 levels. Long signals require price below the first level, sufficient…
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 contract grid strategy with long, short, or two-sided operation. It places orders across a price range anchored to an initial or current price, aiming to capture repeated moves between grid levels. Grid count is calculated…
This script describes a long-only grid approach for XLM perpetual markets. It defines fixed upper and lower price bounds and distributes grid levels between them using either geometric or arithmetic spacing. A downward crossing of a grid level triggers a…
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…
The document describes a range-based grid strategy that divides a user-defined price channel into levels. It opens an initial long position inside the channel, adds positions as price reaches new levels, and tracks each entry separately. Each grid position…
The article diagnoses four live-trading weaknesses in a leveraged grid on EWY: poor capital use when volatility is low, growing exposure in a persistent decline, profit giveback and trapped positions, and expensive inventory accumulated near the top. It…
The article proposes an automated grid strategy for traditional-asset perpetual contracts listed on crypto exchanges. It ranks instruments by average daily high-low range, rejects those whose range is too small relative to grid spacing, then runs buy-low,…
This beginner tutorial outlines how to build a simple spot grid strategy for a cryptocurrency pair. It begins by defining the intended behavior: use equally spaced price levels around a starting point, allow the grid to extend in both directions, and place…
The article describes using a grid strategy to trade crypto products linked to private companies ahead of public listings. It distinguishes perpetual contracts, tokenized claims, and synthetic subscription tokens, and emphasizes that these products do not…