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
The document outlines a cryptocurrency grid strategy designed to run across several exchanges and spot, futures, and perpetual markets. It describes a grid that can operate in both directions or only one direction, with one side disabled by setting its order…
The document explains how to configure and launch V2 strategies in Hummingbot. Configurable scripts can be started from YAML configuration, while controllers are loaded through a wrapper script that can list one or more controller configurations. Controllers…
This tutorial develops a spot-style cryptocurrency grid strategy by extending a finite set of price levels as the market moves beyond its upper or lower boundary. It tracks the current and previous ticker prices to detect upward and downward crossings. At an…
The eFibo Expert Advisor is presented as a manual trading aid that automatically executes a constant-step grid in a chosen direction. As price moves favorably, it adds positions at successive levels whose lot sizes can follow Fibonacci values, such as 1, 2,…
This document describes a utility library for working with floating-point numbers in trading software. Its functions cover approximate comparisons, rounding to decimal places or increments, normalization and range mapping, clamping, safe division, binary…
This document describes an Expert Advisor that runs grid trading in finite, restartable cycles. At each restart, it selects an anchor and grid, then closes the cycle when a profit target, drawdown limit, age limit, or weekend rule is reached. The design aims…
This tutorial compares a high-frequency grid market-making strategy across cryptocurrency exchanges, emphasizing that different order flows can change results even for the same trading pair and parameters. The strategy places layered limit bids and offers…
This guide explains grid trading as a method of placing buy and sell orders at preset price intervals. As price moves through the levels, the orders aim to capture the difference between purchases and sales without requiring a forecast of the overall…
This live robot page describes an aggressive martingale approach on OKX USDT futures. It shows both long and short positions across many contracts, adding to positions in layers as prices move against them. The displayed settings specify an initial order…
This tutorial describes a high-frequency grid strategy that places passive limit orders at regular intervals around the mid-price. It maintains a fixed number of buy and sell levels, refreshes orders as the market moves, and limits new orders based on the…
This tutorial applies the Guéant–Lehalle–Fernandez-Tapia market-making model to grid quoting. It derives bid and ask quote depths from a fair price, volatility, trading intensity, and inventory. The resulting quotes combine a half-spread with an…
This overview explains trading bots as programs that use market data and predefined rules to analyze conditions and place orders. Bots can run strategies such as dollar cost averaging or grid trading, and may connect technical indicators with risk management…
The Market Capture strategy starts with a market sell, then adds positions at fixed grid intervals as price moves. An upward move from the initial sell triggers a buy; continued movement adds further buys at intervals from the previous buy. If price reverses…
Hummingbot version 2.2.0 adds two trading controllers to its V2 framework. The Arbitrage controller is designed to trade price differences between spot venues, including automated market makers and central limit order books. It supports configurable exchange…
This asynchronous example implements a futures grid around a chosen starting price. It creates multiple long and short trigger levels using repeated percentage steps, assigns a trade size to each level, and starts a watcher task for every grid interval. A…
The document describes a high risk recovery approach that opens an opposite trade when price moves against an existing position by a defined pip distance. If price continues in the new direction, the gains on the newer position may eventually offset the…
This document describes a ProRealTime trend strategy that enters when weighted rate of change, MACD, and stochastic conditions align. It adds to positions as price moves favorably by a volatility-adjusted grid step, with the step derived from recent and…
The document outlines a two-sided stepped grid strategy. It sets a grid distance, opens a long after a decline by that distance and a short after a rise by the same distance, then closes a position when price has moved two grid distances upward. Initial…
The document describes an Expert Advisor that places buy and sell orders at expanding Fibonacci-based intervals, adjusting grid spacing and position sizes to market conditions. Its proposed filters combine Market Profile value areas with ADX trend strength…
This tutorial extends a multi-symbol cryptocurrency contract-spread monitor into a grid-based hedging strategy. It pairs longer-term contracts with perpetual contracts, tracks spread levels, and opens or closes offsetting positions when grid thresholds are…
The author warns that a martingale strategy can show attractive returns during calmer conditions while accumulating exposure that may lead to severe drawdowns or liquidation when volatility rises. The post recounts an anecdotal case in which several live…
BreakTrend is described as an indicator for grid strategies, which can suffer losses when an early entry goes against a strong developing trend. The indicator waits until a sizable move has occurred, then signals when a reversal or pullback may be possible.…
This tutorial outlines the design of a simple cryptocurrency spot grid strategy. It defines an equal-difference grid around an initial price, with grid levels extending both above and below that starting point. Each level stores its price and whether a buy…
The document explains grid trading as a contrarian approach for markets that fluctuate around a reference price. An investor divides capital into units, buys as price falls through grid levels, and sells as it rises, seeking to realize gains from repeated…