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 two-sided grid for crypto derivatives. It places long entries at descending price levels and short entries at ascending levels, with each position intended to close for a profit when price returns by one grid step. A minute-level…
This grid strategy divides a price range into evenly spaced levels and opens positions as price moves below grid levels, then closes the corresponding positions when price rises through the next level. Its boundaries may be manually set or recalculated from…
This MetaTrader expert advisor combines the Andean Oscillator with daily high-low levels to generate scalping signals. A buy setup begins when the oscillator’s bullish component crosses above its signal line, subject to checks across prior bars for…
The document outlines an event-driven short strategy for USDT perpetual contracts approaching delisting. It monitors exchange contract metadata for a delivery date that has changed from the distant default, then allocates account funds among detected…
This cryptocurrency strategy opens an initial long position using OHLC4, then adds safety orders as price falls through progressively spaced thresholds. The source increases safety-order size with each additional level and closes the accumulated position…
This grid strategy combines RSI readings from seven timeframes, ranging from very short intervals to daily bars, with limit orders spaced at fixed percentage increments. It generates a buy signal when all RSI readings fall below their configured upper…
This document presents the setup for a long-only EURUSD grid strategy. It places grid levels between configurable high and low prices, with geometric spacing by default and arithmetic spacing as an alternative. The accompanying description says the bot buys…
This example implements a two-sided grid for a futures contract. Starting from a reference price, it calculates successive levels at fixed percentage intervals: lower levels for a long grid and higher levels for a short grid. As price crosses levels, the…
This long-only strategy combines an EMA trend filter with a grid of limit buys spaced by ATR. When the trend condition is met, it places three entry orders below the current price, with exits one grid step above each entry and a shared stop at the fifth grid…
This document describes a grid strategy that divides a price range into evenly spaced levels. It tracks price against those levels, opening fixed-size long positions as price moves below grid lines and closing them when price rises through the next line. The…
The document combines promotional claims with a concrete futures order-management loop. The described account trades several selected coins and adjusts order size and transaction settings over time, but the supplied implementation does not show a…
The document presents a long-only grid for TRX perpetual futures. It defines fixed upper and lower price bounds and distributes buy levels between them using either geometric or arithmetic spacing. A downward crossing of a level triggers a buy; an upward…
This controller generates directional mean-reversion signals from Bollinger Band position: readings below a configurable lower threshold trigger a long signal, and readings above an upper threshold trigger a short signal. It then uses dollar-cost averaging…
This educational example describes a spot-style grid strategy for BTC/USDT using fixed price levels. It initializes buy levels at regular intervals across a configured range, assigns each level a fixed order amount, and sets a take-profit price above each…
This document describes a spot long strategy for tokenized gold against USDT, modeled on a 3Commas DCA bot. It opens a base position, adds safety orders as price falls by set increments, increases later order sizes slightly, and exits when price rises 1.5%…
This teaching example sets up a long and short hedge across two OKEX futures contracts: quarterly and current-week. It builds a grid of spread thresholds, each with an opening level and a lower closing level. When the quarterly contract’s bid minus the…
This grid strategy divides a chosen price range into evenly spaced levels and assigns a fixed base-currency order size to each level. It activates once price closes inside the range. A level can open a long position when price moves down through it, provided…
This strategy builds price bands around a moving average using ATR distances scaled by several Fibonacci ratios. A fast EMA and slow SMA define the broader direction. In an upward regime, the rules seek long entries when price crosses below one of the lower…
This strategy builds several price bands around a moving-average center using ATR multiplied by Fibonacci-style factors. A faster EMA and slower SMA determine the directional regime. In an uptrend, price crossing below one of the lower bands can trigger a…
This code example builds a two-sided price grid around a starting level for a futures contract. It creates multiple long-side trigger prices below the start and short-side trigger prices above it by repeatedly applying a fixed percentage spacing. Each grid…
This document describes a Binance spot grid strategy that places buy and sell orders around the market and adds profit-taking and stop mechanisms. Grid spacing and trade size are configurable. After a fill, it tracks the position and average price, cancels…
This script describes a long-only grid strategy for BNB perpetual trading. It divides a chosen price range into multiple levels, with either geometric or arithmetic spacing. The strategy buys when price crosses a grid level downward and sells after an upward…
This TradingView strategy framework uses a dynamic grid of price levels to place buys and sells as the market moves. It offers arithmetic or percentage-based grid widths, with pivot resolution and moving-average settings to adapt the layout. Buy and sell…
This strategy combines RSI and CCI readings with a fixed grid of long orders. A long signal occurs when RSI readings on two stated timeframes and a CCI reading fall below configured thresholds. The first order is offset from the close, while additional…