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
This grid method centers a trading band on a simple moving average, setting its upper and lower bounds by a proportional deviation. It divides the band into equally spaced levels and tracks whether each level has an open long position. In the source logic, a…
This long-only grid strategy places price levels between configurable upper and lower bounds. Levels can be spaced geometrically or arithmetically; the script description says it buys when price crosses a level downward and sells on an upward crossing to the…
The document describes a long-only grid strategy for LINK/USDT that places a series of buy and sell levels between configured high and low prices. It supports geometric or arithmetic spacing, with geometric spacing selected by default. A downward crossing of…
This JUP grid strategy buys as price crosses grid levels downward and sells as it crosses upward to the next level. Users set upper and lower price bounds, choose geometric or arithmetic spacing, and allocate investment across the grid slots. The published…
D-Man V3 is described as a Bollinger Band reversal strategy that uses closed candles to identify extremes. It scales a dollar-cost averaging grid and the target for exiting the position basket according to the Bollinger half-width, linking spacing and exits…
This futures grid strategy places paired buy and sell limit orders around the market, then adds new grid levels after fills. Grid spacing and order size are configurable, and the step distance increases as the position grows. When exposure reaches a…
This basic Binance futures grid method records an initial reference price when it starts. It places a short-side order when price is above that anchor and a long-side order when price is below it, using a configurable order value and grid spacing. The…
This document outlines a long-only grid strategy for XMR perpetual markets. It divides a chosen price interval into a set of levels, with either geometric or arithmetic spacing. The design buys as price crosses downward through grid levels and sells as it…
This futures grid strategy opens an initial long and short position, then adds to each side when price moves against that side by a configured percentage. Position sizes increase through a preset sequence, creating a martingale-like scale-in process. Each…
This proposed crypto futures system runs a two-sided grid intended to capture price swings, while adjusting order size in response to recent return volatility. It combines a Hurst-based trend estimate and CUSUM monitoring to brake grid activity, and…
This script demonstrates a basic grid for LTC/BTC. At startup, it uses the best ask as a reference price and places a ladder of limit buy orders at regular percentage intervals below it. Each order is sized from a portion of the account balance. The script…
This document introduces a configurable grid strategy backtest. Users can choose a neutral, long, or short mode, set the number of grid levels, and distribute levels using arithmetic or geometric spacing. Investment controls include leverage and order sizing…
The document describes a long-only ETH price grid with configurable upper and lower bounds, number of levels, and geometric or arithmetic spacing. It buys when price crosses a grid level downward and sells after an upward crossing to the next level. The…
This long-only DCA system starts with a fixed-amount purchase, then adds safety orders when price falls by a specified percentage from the latest entry. Each successive order grows by a configurable multiplier, while the strategy tracks aggregate cost and…
This document describes a two-sided crypto futures system that holds long and short exposure and seeks to follow strong moves. It discusses adding to a position when price reverses, then clearing all positions when combined theoretical and floating profit…
D-Man Maker V2 configures a market-making controller that places maker-side dollar-cost-averaging orders at progressively wider price offsets. For buys, levels are set below the reference price; for sells, they are set above it. Configurable spreads and…
The document describes a multi-mode system that changes its trading approach according to signals intended to identify ranging, trending, reversal, and breakout conditions. Its four modes use a grid around a reference price, moving-average crossovers, or EMA…
This long-only grid framework uses a 100-period simple moving average as its reference. It adds positions when price reaches retracement levels 8%, 15%, and 20% below that average, subject to zone-specific trade limits and a minimum interval of 50 bars…
This spot-style grid method begins by dividing the initial investment between cash and an asset, with the code setting each allocation to half. It tracks the marked value of the asset position against a reference value. When that value falls below the…
This strategy builds a set of price zones around a central moving average and scales the spacing using either ATR multiples or fixed percentages. It opens successive long entries as price falls through lower zones, then closes those entries in sequence as…
This strategy runs repeating long grid orders across selected traditional-asset perpetual contracts, such as equity indices, gold, oil, and currencies. It scans USDT perpetual markets, filters for TradFi instruments, scores candidates by average daily…
This strategy scans traditional finance perpetual contracts and ranks them by average daily high-low range as a percentage of closing price. It selects the most volatile eligible markets, then builds proportional price grids around current prices. Grid…
This grid strategy establishes a step size around a baseline that updates when price moves far enough. A rising baseline opens a long with a take-profit at the upper grid level and a stop at the lower one; a falling baseline opens a short with the levels…
This educational example maintains a BTC/USDT portfolio by comparing its cash share with a 50% target. It begins by using half of the account balance to buy the asset. On each polling cycle, it estimates total account value from cash and coin holdings, then…