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 brief explanation describes “doing T” in Chinese equities: using intraday buys and sells to adjust the cost basis of an existing position, despite the market’s T+1 settlement rule. It says the trader needs to keep cash available rather than invest the…
This beginner guide introduces common programmed trading approaches: arbitrage, trend following, grid or return strategies, and high-frequency trading. It also distinguishes system designs that handle one or many symbols, accounts, or strategy logics. For…
The document explains automated trading bots as programs that use market or other data to analyze conditions and place trades under a configured strategy. It describes potential benefits such as faster, more frequent execution and less emotion-driven…
This annotated strategy describes a directional grid that can operate buy-first or sell-first. In buy-first mode, it places a sequence of buy orders below an initial price at fixed intervals. When a buy fills, it places a sell order above that fill by a…
This document describes a multi-coin spot strategy for Binance and OK accounts, with configurable entry sizes, add-on signals, take-profit signals, and order execution. It distinguishes market-style tracking from limit orders: tracking can respond to…
The system opens an initial position at a fixed lot size when the DeMarker indicator permits entry. If a position is already open and price moves a specified distance from the most recent entry, another position may be added when the indicator again allows…
The author recounts moving from manual trading to automated strategies. An early setup sent TradingView entry signals to FMZ for take-profit and stop-loss handling; the author reports that unreliable signals, unstable profits, platform rental, and trading…
This description outlines an expert advisor that adds orders at set grid intervals after an initial position is opened. Traders can configure whether order size increases as the grid expands, and can use RSI and CCI signals at grid steps to filter additional…
The document explains grid trading as repeated buying during declines and selling during advances, with portfolio rebalancing used to harvest price fluctuations. Its central example, attributed to Shannon’s Demon, splits capital equally between shares and…
This article argues that grid trading can move beyond small gains by improving how the strategy handles falling markets. It describes combining suitable instrument selection, portfolio construction, dynamic grid placement, and position management to address…
The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…
The article compares eight forex expert advisers built around Martingale or grid trading. It describes their entry filters, position sizing, grid spacing, and exit methods. Examples include trend or oscillator filters for initial trades, ATR-based spacing,…
This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…
The article presents a stock grid method that divides a chosen price interval into a finite number of levels. As price falls, the trader divides remaining cash among lower grid levels; as price rises, remaining shares are divided among upper levels. It…
This document describes a MetaTrader 5 panel for manual trade management, with automatic entries enabled only in Strategy Tester mode. Traders choose direction and adjust entry, stop, and target levels; the panel can suggest levels from hidden pivot-based…
The document describes a forex Expert Advisor that places market orders in one direction at fixed price intervals. A configured maximum price sets the top of the trading range; the examples show a range extending ten yen or ten cents below that level. The…
The document describes a multi-asset cryptocurrency strategy that allocates capital across selected USDT pairs and places staged buy orders as prices fall through preset levels. Each level uses a specified share of the amount assigned to that asset.…
This document describes a parameter sweep for a grid trading backtest. It combines every configured symbol with candidate relative half-spread and grid-count values, then runs the resulting backtests in parallel over a selected date range. The grid interval…
This MQL5 script places a configurable series of pending orders below the current market price. Inputs set the initial gap, spacing, order type, order count, volume, stop loss, and take profit. The order type can be a buy limit or a sell stop, so the grid…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
This description outlines a currency trading adviser built around pullback entries after price moves a specified percentage away from the day’s low or high. It aims to enter after a strong move, then hold the initial trade toward a planned profit target. If…
The article defines a bounce number as the count of price touches at the two boundaries of a range before price reaches a take-profit level. It proposes measuring these counts across a symbol’s historical price data to inform lot sizing or the number of…
This product description outlines a trading bot designed for Martingale-style trading. It lists stop loss, take profit, and trailing stop functions measured in points, plus user-defined high and low price levels. Entry can be based on tick volume for a…