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 document presents a daily pivot-point framework built from the prior session’s high, low, and close. It calculates a central pivot, three support levels, three resistance levels, and intermediate levels. The author interprets price behavior between the…
The document explains Average True Range (ATR) as a measure of price movement and describes how Wilder associated high readings with panic-driven declines near market lows, and low readings with quieter consolidation or market tops. It presents the…
The article outlines a framework for running a strategy across several crypto perpetual contracts using a unified set of platform functions. It describes initializing per-symbol state, retrieving contract precision and market quotes, aggregating account and…
This educational article introduces dynamic delta hedging for cryptocurrency options. It reviews the main option sensitivities: delta to the underlying price, gamma to changes in delta, theta to time decay, and vega to implied volatility. The central method…
This chapter explains how backtesting helps validate trading signals, check strategy logic, and uncover implementation defects, while warning that historical simulation is not a forecast of future returns. It describes several ways simulations can…
This article explains a JavaScript implementation of SuperTrend built from average true range and smoothed upper and lower bands. The indicator switches between bands as closing prices cross them, producing an upward or downward trend state. A sample…
This article outlines a crypto rotation system that ranks liquid coins using moving-average alignment, the widening or narrowing of moving-average gaps, and the direction of those averages across several timeframes. It selects stronger positive and negative…
This tutorial shows how to connect Claude Pro to FMZ through the Model Context Protocol (MCP), then use the AI assistant to inspect and operate configured trading accounts. Examples include placing a grid of futures orders, comparing prices across exchanges,…
The document adapts an intertemporal commodity futures hedge strategy by using Bollinger Bands on the price spread between two contracts to define entry and exit signals. It synchronizes the contracts’ candle data, calculates the spread as one contract’s…
The document describes a footprint chart that expands each futures candlestick into price levels with estimated active buying and selling volume. Its example processes tick updates, classifies trades as buyer or seller initiated using the latest price…
The document presents three rule-based trading templates and frames them as distinct ways to reason about markets: summarizing past prices, applying explicit intraday rules, and interpreting market positioning or expectations. The first template combines a…
This installment designs the receiving side of a trade synchronization system. It explains how to pause copying through a strategy control and require a password to resume, and how to set a fixed order quantity or scale the quantity received in each signal.…
The article introduces intertemporal hedging by pairing a long position in one contract with a short position in another, then closing both when the combined result is favorable. It derives the basic spread relationship for a short in contract A and a long…
This tutorial develops a multi-contract spread monitor and a grid-based hedge for crypto futures. It matches near and far contracts for the same underlying, calculates spread values from executable bid and ask quotes, and creates price levels around an…
The document explains Dual Thrust, a range-based breakout system that sets upper and lower trigger levels around a bar’s opening price. Its range is derived from rolling highs and lows of both highs, lows, and closes; separate multipliers determine how far…
This article explains how candlestick shadows represent the distance between an intraperiod extreme and the candle body, and interprets long upper and lower shadows as possible signs of rejected price moves. It proposes using a long upper shadow after a…
This overview traces managed futures and CTA systems through three broad stages. Early systems focused on a small set of commodity markets and simple trend-following rules, including moving-average crossovers, during periods the article characterizes as…
This tutorial explains how to add configurable order buttons to an FMZ strategy’s status bar for multiple perpetual futures markets. Each row in a status table can display a button tied to that row’s trading symbol, so a user can open a form with order…
The document describes a Python utility that starts and stops other trading robots at configured times through a platform's extension API. Each schedule entry identifies a robot and its daily start and stop times. The controller parses these entries, checks…
This tutorial explains how to implement an extendable price grid and trigger trades when market prices cross its levels. It begins with a finite set of grid prices, then adds levels above or below the existing range as the market moves, while preventing new…
The article describes a high-frequency strategy for Binance perpetual contracts, illustrated by a five-day run during volatile FIL trading. It reports a large return from a small initial deposit, but provides no independently verifiable account records or…
This article describes a futures-style trading system that switches between short-term swing trading in ranging markets and breakout-based trend following in stronger directional conditions. It uses the Choppiness Market Index, calculated by comparing a…
This article explains how to build an interactive tool for calendar spread trading in commodity futures. It outlines checking the CTP connection, fetching quotes for two delivery months, calculating their price difference, and plotting that spread over time.…
This guide explains the configurable parameters used when running FMZ MyLanguage strategies across cryptocurrency spot and futures markets. It distinguishes execution on completed candles from execution on live prices, describing the tradeoff between waiting…