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 author recounts moving from early cryptocurrency trading and leveraged futures to writing automated strategies, including moving-average and grid approaches. The account describes losses and operational setbacks as well as learning to use trading APIs…
The document explains a box-based trend strategy built around support and resistance. It defines the box boundaries from recent price extremes and treats a close above the upper boundary as a potential move into a higher range, while a close below the lower…
This document sketches a way to shift crypto assets between exchange accounts using opposing positions in futures contracts. The example monitors order book depth at two venues, opens a short at one and a long at the other when the price spread widens, and…
This tutorial explains ways to configure a crypto trading bot for multiple trading pairs, exchange accounts, and futures contracts. For several pairs on one account, it describes either switching the pair on a single exchange object or assigning separate…
This tutorial lays out a supervised-learning workflow for developing a market-direction signal, using a stock–futures basis as an example target. It distinguishes model-based strategy design from data mining, then walks through defining the prediction target…
The article describes building a spot and delivery-futures spread strategy around the idea that the spread tends to fluctuate near a mean. Its initial signal uses a spread deviation from that mean, while an augmented Dickey-Fuller test screens for…
The document proposes hedging spot and futures exposure with paired limit orders instead of taking existing quotes when a price spread meets a threshold. It compares the futures and spot order books, places orders on opposite sides when the spread is…
This article presents a simple futures copy-trading bot that monitors a reference account’s long and short position amounts and mirrors their changes in follower accounts. Because futures positions have direction and contract-specific details, it tracks long…
The article explains a workflow for turning TradingView Pine strategy alerts into orders placed by a separate trading bot. TradingView sends a webhook request to an extended API, which forwards the request body as an interactive message to a running bot. The…
This article describes adapting a Pine strategy that assigns fixed weights to technical indicators according to market state. The proposed workflow rebuilds indicators in Python, classifies market conditions, computes a weighted score, and feeds features…
The document outlines three rule-based trading templates and frames them as stages of analysis: summarizing past prices, applying trading rules, and interpreting market positioning. The periodic model combines a moving average, a prior-high or prior-low…
This article presents a short-horizon strategy for trading two related crypto futures contracts. Its motivating example is a claimed brief lag between TRUMP and MELANIA: when one contract moves sharply, the strategy looks for a difference in their candle…
This tutorial explains how to connect TradingView alerts to an automated trading robot on the FMZ platform. It uses FMZ’s extended API to send a command to a selected robot, and describes restricting the API key to the command interface and encoding the…
This tutorial presents a Donchian Channel trend-following method based on the highest high and lowest low over a rolling lookback period. The midpoint is the average of those two channel boundaries. A close above the upper boundary opens a long position,…
This article outlines a framework for copying positions from one leader account to multiple follower accounts and products. It uses a leader-subscriber design: the leader tracks its positions, detects additions, removals, or size changes, then notifies…
This article explains how to run a Python strategy whose main logic resides in a local file on the machine hosting an FMZ trading robot. Its example uses a Dual Thrust futures strategy. One approach imports a local module and passes in the platform’s…
The document explains Kaufman’s Adaptive Moving Average (KAMA), which adjusts its responsiveness using an efficiency ratio based on net price movement relative to total movement over a lookback period. Low efficiency makes the average smoother in choppy…
This document revisits a multi-coin Binance futures strategy that trades each altcoin against a basket-level index of altcoin-to-BTC prices. Positions are scaled to the deviation from the cross-sectional mean, with an exchange simulation tracking margin,…
The document describes how a backtest advances through historical data and compares bar-based simulation with two tick-based approaches. In a traditional on-bar test, the strategy receives one decision point per candle, typically using its close, while…
The document presents a trend-oriented trading signal built from the slope of a smoothed midpoint between the rolling high and low. It first calculates the high and low over a lookback window, averages them, smooths that series with a moving average, and…
The document presents a Python port of a commodity futures moving average strategy originally implemented in JavaScript. It frames the example as a way to study multi-instrument strategy architecture, including per-contract state, position and order…
The document explains the Aroon indicator, which uses how recently a market made its highest and lowest prices over a chosen lookback period. Aroon Up and Aroon Down range from zero to one hundred; readings near one hundred indicate that the corresponding…
The document describes a crypto futures execution problem: after a limit order fills, the exchange’s position endpoint may still report the earlier position. A strategy that relies on that stale response can conclude the order did not execute and place…
This article presents an FMZ framework for trading several perpetual futures symbols through unified platform APIs. It organizes per-symbol state for prices, orders, positions, precision, and account metrics, then describes routines for loading market…