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 workflow describes a bidirectional grid for cryptocurrency perpetual futures. From an initial reference price, it places long levels below and short levels above; positions are opened as price reaches grid steps and are intended to close when price…
This Binance futures strategy places buy and sell limit orders at intervals across a configured price range. It calculates grid spacing from the range’s upper and lower bounds and the number of grid levels, then uses the current bid to place orders on either…
The document presents a static geometric grid for UNI/USDT spot trading. It specifies a fixed price band from 2.979 to 4.171, divided into 57 levels, with an indicated allocation of 175.44 USDT per level and a reference investment of 10,000 USDT. The stated…
This strategy combines a trend state derived from high and low EMAs with a grid whose direction and price levels update when the state changes. The close is classified as bullish, bearish, or neutral by comparing it with two thresholds placed within the gap…
QuantumGridAllocator is a Hummingbot controller that manages grid executors across configured crypto assets. It calculates the portfolio’s actual and target allocations, treating the quote asset as the unallocated remainder, and validates that configured…
This document outlines a grid strategy that derives long and short levels from Bollinger Bands. It uses a 20-period simple moving average as the center and bands two standard deviations away, then places four stepped levels relative to the lower and upper…
This grid strategy divides a preset price range into geometric levels and trades around them on a 15-minute chart. When price crosses down through an unfilled level, it opens a buy; when price later crosses up through the next level above that filled buy, it…
This crypto futures strategy seeks to keep account value balanced between available stablecoin funds and a long position. It compares available balance with the leveraged value of the position. When either side exceeds a configurable threshold, it adjusts…
This teaching example describes a futures calendar spread between quarterly and weekly OKEX contracts. It subscribes to both contracts’ ticker updates over a WebSocket and tracks their price difference. A grid of spread thresholds is created from a starting…
This document presents a tick-driven grid strategy that places buy and sell limit orders around the market, then adds to a position as price moves against it. The step between additional orders increases at specified position sizes, while a position…
This strategy runs a one-sided grid in either buy-then-sell or sell-then-buy mode. In the first mode, it places a sequence of buy orders at fixed price intervals below a starting price. When a buy fills, it places a sell order above that fill by a specified…
This script initializes a ladder of price levels around the current market price, spaced at 0.3% intervals, then checks the latest price once per second. When price crosses below a level with no tracked buy assigned there, it submits a fixed-size buy and…
This document presents a simple Binance spot grid approach. At timed intervals, when no orders are open, it places a buy below the best bid and a sell above the best ask, each offset by half the configured grid spacing. When either order fills, it cancels…
This strategy opens a long position, then adds up to 14 more orders as price falls in successive 1.1% steps from the latest grid level. Each added order grows by a 1.2 multiplier from a $100 base order. When a position is open, the script sets a take-profit…
This document outlines a cryptocurrency strategy that adds to losing positions using a multiplier, with ATR-based spacing intended to adapt entries to market volatility. It also describes weighted moving averages for trend assessment, optional exits when…
This MetaTrader expert advisor combines linear regression candles with UT Bot alerts. A long setup requires the previous candle’s regression close to be above both its open and signal line, plus a bullish UT Bot alert among the recent bars. The short setup…
This controller uses Bollinger Band position and width to activate a grid and set its price range. It reads candle data, calculates the band percent and width, then signals long when band position falls below a configurable threshold or short when it rises…
This pseudo-grid method uses RSI threshold crossings to refresh a price range, then divides that range into five evenly spaced levels. The range boundaries are based on volume-weighted highest and lowest source prices over the RSI lookback. Price crossings…
This strategy tracks price movement with a grid whose reference level is recalculated as price makes new highs or lows. When price moves beyond the configured gap, the system can generate another entry in the selected direction; a move against the position…
This document describes a dynamic grid approach for Bybit inverse contracts, configured for a coin-margined BTC/USD market. Rather than placing orders at fixed grid levels, it sets a target coin allocation that varies linearly with price between configured…
This grid strategy starts by dividing capital between cash and an asset, then makes market trades when the marked asset value moves a set percentage below or above a baseline. It buys a fixed fraction of the baseline after declines and sells a corresponding…
This spot strategy repeatedly rebalances one cryptocurrency toward a target share of account value. When the asset’s share moves below the target by a configured adjustment threshold, it places a buy order; when the share moves above the target threshold, it…
This document describes a single-coin spot strategy that repeatedly returns the portfolio toward a target coin allocation. When the coin’s share of account value moves below the target by a set adjustment band, the bot places a buy order; when it moves above…
This MetaTrader expert advisor combines Heikin Ashi candles, Chandelier Exit levels, and a zero-lag least-squares moving average (ZLSMA). A buy signal occurs when the Chandelier indicator marks an upward level and the Heikin Ashi close is above the ZLSMA; a…