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.
9,797 documents
The article presents a trend-following system built around three shifted simple moving averages, named the jaw, teeth, and lips. When the lines are tangled, the approach treats the market as directionless and waits; when they separate in order, it interprets…
The document explains a basket strategy that ranks assets by an expected-return signal, buys the highest-ranked group, and shorts the lowest-ranked group with equal dollar exposure. The intended market neutrality reduces sensitivity to broad market moves,…
The document compares commodity futures CTP connectivity with cryptocurrency exchange APIs across historical data, protocols, market depth, update frequency, request limits, and stability. It explains that CTP generally relies on externally sourced…
The document explains how to retrieve more candlestick bars than an exchange returns in one request. Its JavaScript template divides a requested history into time segments, queries Binance futures K-line endpoints from the present toward the past, and…
The article distinguishes futures–spot arbitrage from calendar and cross-market spread trades. In a futures–spot position, a trader buys the commodity in the spot market and sells futures when the futures premium is considered unusually wide, expecting…
This strategy description adapts grid trading to perpetual contracts tracking traditional assets such as equity indexes, commodities, and currencies. It periodically ranks eligible markets by average daily high–low range over a lookback window, excludes…
This installment describes a rough simulation intended to illustrate potential losses from a Binance futures strategy that shorts assets judged to have risen too far and goes long on assets judged to have fallen too far. The document points readers to a…
This article describes a Python framework for automated cryptocurrency trend trading, organized as a class with separate modules for market setup, data persistence, commands, orders, risk controls, trend signals, and status reporting. Its example trend…
This document outlines a Dual Thrust breakout system attributed to Michael Chalek and shows how it is expressed in FMZ Mylanguage. The method uses a lookback range built from recent highs, lows, and closes. At the next session’s open, it sets upper and lower…
The document explains how stale position data from a digital currency exchange can cause a futures strategy to submit duplicate opening orders. Limit orders may fill quickly even while the position interface still reports the earlier position, leading the…
The article presents Larry Connors’ short-term RSI(2) mean-reversion approach, which seeks pullbacks within a broader trend. A long-term moving average defines the trend regime, while very low RSI readings signal potential long entries in an uptrend and very…
This strategy treats the regression slope of a smoothed price range as a measure of market speed or momentum. It calculates the highest high and lowest low over 35 bars, averages those two levels, smooths that midpoint with a moving average, and measures the…
This tutorial explains how to translate a MyLanguage crossover strategy into JavaScript. The example calculates a WaveTrend-style oscillator from typical price using exponential averages, then smooths it with MyLanguage’s weighted SMA. Because the platform’s…
The document introduces relative strength as a momentum approach: compare assets with a market benchmark or with one another, favor stronger performers, and reduce exposure to weaker ones. It says the method is most suited to markets with clear trends and…
This Chinese course chapter introduces commodity trading advisors (CTAs), describing trend following, mean reversion, arbitrage, and strategies across different holding periods. It explains trend-following returns as a pattern of frequent small losses and…
This teaching example demonstrates a two-contract commodity futures hedge that monitors the price difference between contracts A and B. It opens opposing positions when the spread exceeds a configured threshold, then closes them when the spread reaches a…
The document defines quantitative trading as using computers, mathematics, and statistical methods to build systems that generate buy and sell signals. It outlines the field’s development and describes backtesting, objective decision rules, faster…
The document presents a JavaScript implementation of SuperTrend, built from the Average True Range and upper and lower bands around the candle midpoint. It carries forward band values according to prior closes, then labels the active line as upward or…
The document outlines a maker-style hedge between spot and futures markets for the same asset. It monitors both order books, places a buy on one venue and a sell on the other when the quoted spread meets a target, then checks fills and adjusts the hedge as…
This document proposes a short-term commodity futures approach that estimates active buying and selling from bar data. It classifies volume according to whether the bar price rose or fell, scales that volume by the bar's high-low range, and compares…
The article explains the Aroon indicator, which measures how many bars have elapsed since the period’s highest high and lowest low. Aroon Up and Aroon Down range from zero to one hundred; their relative position is used to assess trend direction, while…
This guide explains how FMZ trading terminal plugins can run short, task-specific scripts for manual trading. It distinguishes immediate execution, intended for brief tasks, from background execution, which runs like a bot and is suited to longer strategies.…
This document outlines a Python framework for managing a strategy across several cryptocurrency perpetual contracts. It organizes shared state by symbol and separates initialization, market-data updates, contract precision lookup, account and position…
This beginner-oriented tutorial describes a directional futures strategy that looks for local turning points in two exponential moving averages. It opens long when both averages turn upward and short when both turn downward, closing an opposing position…