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.
3,101 documents
The document assesses Bitcoin’s usefulness as payment, store of value, and investment, then considers whether it belongs in a portfolio or trading strategy. It highlights practical concerns including transaction expense, energy use, slow and variable…
This notebook builds a daily feature panel for a long-short ranking strategy across twenty FX pairs. It aggregates four-hour spot bars into sessions ending at the New York 5 PM rollover, then constructs trailing return, channel, volatility, drawdown, range,…
This dataset guide presents Binance perpetual futures price and volume data alongside an eight-hour premium index. Hourly OHLCV records describe market activity, while the premium measures the difference between perpetual and spot prices relative to spot. A…
This notebook explains how to construct one-, five-, and 21-session forward spot returns for a fixed FX-pair universe. It first maps four-hour bars into trading sessions using a New York rollover calendar, then builds returns without removing rows before…
This tutorial describes a command-driven bridge between TradingView alerts and an exchange execution bot. Incoming messages use an action-and-amount format. The bot distinguishes spot from futures accounts, sets price and quantity precision, and maps…
This document outlines a simple automated exit method for a cryptocurrency holding. The bot checks the latest traded price at a configurable interval and, once it reaches or falls below a fixed stop price, attempts to sell the account’s coin balance. It…
The strategy pairs a short perpetual futures position with a long spot position in the same cryptocurrency. The hedge is intended to reduce exposure to the coin’s price direction while collecting funding when the rate favors shorts. It proposes selecting…
This trend-following strategy confirms short and long EMA crossovers with RSI ranges, MACD direction, and SuperTrend. A long requires the short EMA to cross above the long EMA, RSI to remain in the stated middle range, MACD to be above its signal line, and…
This teaching example presents a basic spot-market order-placement routine intended for a newly listed cryptocurrency. After selecting a trading pair, the script waits for usable order-book depth, then submits several buy limit orders concurrently. The…
The visible script describes a static geometric grid for ETH/USDT spot trading. It sets upper and lower price bounds, divides the range into levels, and assigns a cash amount to each level. The configuration disables grid trailing upward, so the range…
This document presents a Python helper library for spot cryptocurrency trading. Its order functions support buying and selling with configurable market-taking or limit-style behavior, price offsets, maximum order chunks, retry delays, and minimum trade…
The document presents a static geometric grid for UNI/USDT spot trading. It specifies a fixed price band from 2.979 to 4.171, divided into 57 levels, with an indicated allocation of 175.44 USDT per level and a reference investment of 10,000 USDT. The stated…
This order utility monitors price until it crosses a chosen trigger level, then places a buy order. It supports either a market-style purchase sized by a spending amount or a limit order with a specified price and quantity. The example checks whether price…
This document describes a recurring cryptocurrency purchase routine that can run across multiple exchanges. At each interval, it checks account balances and market depth, then submits a buy if the available balance exceeds a reserve threshold, the requested…
This grid strategy divides a preset price range into geometric levels and trades around them on a 15-minute chart. When price crosses down through an unfilled level, it opens a buy; when price later crosses up through the next level above that filled buy, it…
This document describes a multi-symbol WebSocket template for trading on OKX and Binance. It combines public trade and order-book feeds with private account streams, maintaining local order, position, and balance state so a strategy can react while exchange…
This strategy pairs a fast and slow exponential moving average crossover with an ATR-based volatility filter. A bullish or bearish crossover generates an entry only when ATR exceeds its rolling mean by one standard deviation. The description also proposes…
This trend-following strategy compares 9-day and 21-day simple moving averages. A cross of the shorter average above the longer one opens a long position; a cross below closes it. The strategy also tracks trade counts and win/loss counts as a basic way to…
This mean-reversion approach uses 20-period Bollinger Bands set two standard deviations from the average. It enters long when price moves back inside the lower band after trading below it, and short when price returns inside the upper band after trading…
This document outlines a periodic buying method that adjusts purchases according to the difference between current holdings and a rising target portfolio value. At each weekly step, the target value increases by a fixed contribution amount. The script…
This short trading-platform note explains how the exchange order interface interprets limit and market orders for a BTC/USDT spot pair. Limit buys and sells specify a price and a coin quantity. The special case is a market buy: its quantity argument is…
This script is a configurable dollar-cost averaging simulation for crypto. It offers a base order, recurring purchases at a chosen interval in candles, and optional safety orders that can be triggered after a specified price decline. Safety-order size and…
This utility describes a way to liquidate available coin balances across several configured exchanges while optionally retaining a specified amount. For each exchange, it first attempts to cancel open orders, reads the account balance, and repeatedly submits…
This educational example applies a dual exponential moving average crossover to several cryptocurrency spot pairs. For each configured symbol, it calculates two EMA series and buys when the shorter average crosses above the longer one; it sells a fixed coin…