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 expert advisor combines two MACD readings with a stochastic oscillator to generate entries. A long setup requires the slower MACD to be positive while the faster MACD is negative, followed by the stochastic rising through its signal line from an…
This document describes a one-direction spot trading system adapted from an averaging strategy. It opens a position, places an additional order after price moves against the position, and sets the added quantity so the revised average entry approaches a…
This grid strategy divides a price range into evenly spaced levels. The range can be set manually or derived from recent highs and lows or a moving average, with optional deviations. When price is below an unfilled grid level, the rules add a long position;…
This source describes a long-only grid strategy for FIL perpetual futures. It places a set of price levels between user-defined upper and lower bounds, with either geometric or arithmetic spacing. The comments describe buying as price crosses grid levels…
This source describes a spot grid approach bounded by user-selected upper and lower prices. It divides that range into ten evenly spaced levels and, when there are no open trades, places five long limit entries at lower grid levels. Each order is sized as…
This script describes a static grid for APE/USDT, with configurable upper and lower price bounds, level count, and geometric or arithmetic spacing. Its stated design keeps the grid fixed rather than shifting it upward when price exceeds the upper boundary;…
This weekend strategy anchors percentage bands to the previous Friday’s close. During the specified weekend window, it opens a short when price rises beyond the upper band or a long when price falls below the lower band. If price moves farther against an…
This long-only strategy uses two adjacent candles with matching lows as a reversal trigger, then places four equal-sized limit orders at levels above the low. The grid spacing is based on recent high-low movement scaled by a volatility multiplier. Unfilled…
This script describes a long-only grid approach for a Bitcoin perpetual futures market. It divides a fixed price range into levels, using either geometric or arithmetic spacing. The stated default configuration uses geometric spacing, with buys triggered as…
This controller configures a grid strategy for one exchange connector and trading pair. It specifies a price range, a direction, a quote budget, order spacing and minimum size, limits on concurrent and batched orders, and an order update frequency. A grid…
The document presents a configurable grid strategy organized around price crossovers of a simple moving average. Its visible settings allow a long or short side, a 50-period SMA, a starting capital input, a grid spacing percentage, stop-loss and take-profit…
This Pine strategy describes a long-only grid for XAU. It divides a fixed price range into configurable levels spaced either geometrically or arithmetically. The system buys as price crosses levels downward and sells as price crosses upward to the next…
This note describes a grid-like strategy that opens a long position when flat and reacts to the open position’s percentage profit or loss. At the configured grid threshold, a profitable position is closed and replaced with another long. A losing long is…
This strategy uses two Wavetrend lines to scale into long positions at several oversold thresholds and take partial profits after a rebound. Entries require both lines to be below a threshold, with the faster line above the smoothed line; the deepest…
The article describes a market-neutral limit-order grid built from historical return distributions rather than a directional forecast. It calculates rolling returns from price data, sorts them, and uses empirical percentiles to estimate levels at which…
The document compares traditional grid trading with a dynamic approach for cryptocurrency markets. It first analyzes the expected value of a conventional grid under simple assumptions, concluding that its expected return is approximately zero. It then…
This example sets up a historical simulation for a grid trading strategy on the linear 1000SHIBUSDT contract. It loads daily market data and latency files for a date range, initializes market depth from a start-of-day snapshot, and configures the backtest…
This example shows how a live grid trading bot can respond to errors while trading SOLUSDT on a futures venue. Its handler distinguishes interrupted connections, critical connection failures, order errors, and custom error codes. It logs connection and order…
The document describes a fixed grid strategy built around a chosen starting price and a grid spacing percentage. It calculates ten buy thresholds below the start price and corresponding sell thresholds, then opens long entries when the close falls below a…
This event announcement outlines two educational topics: futures and cash-futures spread trading, and machine-learning methods for developing CTA signals. The spread section describes analyzing related contracts through their price difference, looking for…
This spot grid strategy places paired buy and sell orders around the market, then rebuilds the grid after a fill using the filled order price and current bid and ask. Grid spacing and order size are configurable. A position calculator tracks net exposure and…