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 inventory-based strategy trades one asset around a reference price, such as a moving average or the midpoint of recent highs and lows. It begins with a partial position, then signals buys or sells when price moves sufficiently far from the reference or…
This document describes a grid strategy that sets trading levels around pivot prices calculated from a selected time period. Grid spacing can be a fixed price amount or a percentage of the pivot. The strategy buys when price crosses below successive grid…
This execution system monitors matched near and far futures contracts across several assets and tracks the difference between their bid and ask prices. It builds a grid around the initial spread, adding levels as the spread moves beyond the current range.…
This script description outlines a long-only grid for NOT/USDT perpetual futures. It places price levels between fixed upper and lower bounds, with either geometric or arithmetic spacing. The stated design buys as price crosses grid levels downward and sells…
This multi-symbol expert advisor uses Commitments of Traders data to generate directional currency signals, with an optional Supertrend filter. It fetches two selected COT report classes and modes, queries positioning and changes in positions, and derives…
This document describes a Python utility for creating and managing grid levels and associating them with order identifiers. It supports arithmetic grids specified by a level count and geometric grids specified by a percentage interval. The manager can also…
The available script excerpt describes a mean-reversion grid strategy built around Bollinger Bands. A long setup follows a move below the lower band and a close back above it; a short setup follows a move above the upper band and a close back below. Both…
This script lays out a ten-level long grid around a user-defined center price. Grid levels are spaced by a percentage of that center, with orders set as limits or stops depending on whether the current price is above or below each level. Each successive…
The document presents a strategy that uses a family of JMA-style moving averages to classify trend direction and trade around reversals. Its description calls the approach a grid system: it proposes building short exposure in an uptrend and long exposure in…
This interview describes a forex Expert Advisor built around virtual grid orders and position averaging. The trader opens in the direction opposite the latest price movement, adds to losing positions at progressively smaller price intervals, and expects a…
This article proposes training a machine learning model to choose between buy and sell grids. Instead of labeling examples from the direction of a single position over a future horizon, it simulates a grid across that price window and labels the side using…
This article describes a retail Expert Advisor that trades relationships among three currency pairs using a grid of pending orders. It frames the method as an alternative to capturing fleeting triangular arbitrage: instead of waiting for a perfect pricing…
The article derives cycle-level payoff calculations for grid and martingale systems, then discusses simple implementations intended to compare those calculations with trading results. A grid places orders at intervals around a reference price and uses size…
The article presents a method for screening closed-position histories for risks that headline win rates, profit factors, and equity curves can hide. It reconstructs positions from CSV rows or account deal history, then scores four features: larger trades…
The article explains a classic grid approach for both long and short trades, then describes automating it as an MQL5 Expert Advisor and reviewing it in the strategy tester. Starting with a small position, the system adds another trade each time price moves…
This article presents an automated grid scalping approach that adds buy or sell orders at set price intervals and increases position size after losses in an effort to recover prior losses. The MQL5 implementation is described as using configurable grid…
The article develops a mathematical framework for optimizing a simple hedging strategy before applying brute-force parameter searches. It identifies the main inputs as initial direction and lot size, separate buy and sell take-profit levels, spacing between…
The article explains an automated grid approach for MOEX futures that places buy and sell limit orders at intervals across a chosen price range. As price moves through levels, the Expert Advisor updates pending orders and pairs executed buys and sells. The…
This article explains a classic hedge cycle that alternates buy and sell positions after each stop loss. Each new position doubles the previous lot size, aiming for a fixed net gain when price eventually reaches one of two take profit levels. The author also…
This installment analyzes a simple grid strategy that adds positions at fixed price intervals, increasing each new order’s size by a multiplier. It explains how weighted average entry price determines breakeven and how the chosen direction, initial lot size,…
This article outlines an MQL5 Expert Advisor for a multi-level grid strategy. It organizes trades into independent baskets, each tracking direction, initial and current lot size, grid spacing, take-profit level and signal time. A moving average is used to…
The article evaluates a multi-currency Expert Advisor that applies a long-only averaging grid to US stocks. RSI readings trigger entries, positions are added as price moves against the trade, and the number of grid steps is capped; at the limit, existing…
This strategy builds a grid for range-bound perpetual futures trading, with gold and other lower-volatility assets given as intended markets. It activates only after three range checks pass: a low regression slope, highs and lows that do not both move…
The visible script describes a static geometric grid for ETH/USDT spot trading. It sets upper and lower price bounds, divides the range into levels, and assigns a cash amount to each level. The configuration disables grid trailing upward, so the range…