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.
19,452 documents
The document describes a graphical workflow for downloading historical bars, configuring a CTA strategy backtest, reviewing performance statistics, and inspecting trades on a candlestick chart. Data can come from a domestic market data service, an…
The document walks through preparing a Python environment, installing a trading framework, and launching its graphical interface. The example registers exchange gateways and applications for strategy execution, historical data recording, risk controls,…
This document provides four-hour candlestick observations for BSV/USDT. Each entry records a timestamp, open, high, low, close, and volume. The series shown runs from late November through the end of December 2018 and offers a coarser view of price movement…
This document presents 30-minute candlestick observations for BSV/USDT, with timestamps and open, high, low, close, and volume fields. The visible sample starts at the end of November 2018, includes records from early December, then skips ahead to late…
This document contains 30-minute candlestick records for BIX/USDT. Each row reports a timestamp, open, high, low, close, and trading volume. The visible records begin in July 2018 and resume near the end of December after an omitted portion, so they provide…
This strategy combines Bollinger Bands with MACD to enter long or short positions when price crosses an outer band and MACD points in the same direction. It calculates bands from closing prices, uses a rolling standard deviation to size positions against a…
The document presents a workflow for evaluating individual trades from a Turtle-style strategy backtest on an hourly Bitcoin instrument. It configures a backtest with a historical date range, fees, slippage, contract size, tick size, and starting capital,…
This application example connects a trading engine to a crypto exchange, loads a channel-based CTA strategy, and starts it. Separately, it requests recent hourly bars for a symbol through a market-data endpoint, converts the response to a tabular format,…
This document describes a wrapper for trading delivery futures. It places buy and sell orders, checks their status, and can respond to unfilled or partially filled orders using price-based cancellation, timed cancellation, or automatic cancellation. When an…
This guide explains spread trading across related instruments, contrasting it with single-instrument trend strategies. It presents several approaches: latency-sensitive arbitrage between equivalent markets, threshold or Bollinger Band mean-reversion trades…
The strategy computes fast and slow exponential moving averages from hourly price bars and treats a crossover as a directional signal. A bullish crossover sets a long bias, while a bearish crossover sets a short bias. Before calculating the indicators, it…
This spot strategy generates signals from a fast and a slow moving average. It identifies a bullish crossover using completed bar values rather than the current bar, which is intended to avoid signals that flicker while a bar is forming. A bullish cross…
This strategy uses Bollinger-style price bands to enter long or short positions when a bar reaches beyond the upper or lower band. It adds a directional filter based on the difference between the latest close and a close from an earlier lookback: positive…
The document sketches a scheduled accumulation strategy for a crypto trading pair. A broker object stores an exchange connection, symbol, investment amount, latest bid and ask, and most recent order identifier. A scheduler periodically refreshes quotes,…
This HTTP client code illustrates basic operations for an exchange trading API: request signing, server-time retrieval, order creation and cancellation, open-order and position retrieval, and historical candle loading. Private requests add a timestamp and…
This code describes an exchange-trading wrapper that submits orders, checks their status, and optionally manages unfilled quantities. Its order workflow can cancel and reissue an order after a price move or a configured wait, using the remaining amount after…
This implementation describes a two-sided spot grid. It tracks buy and sell limit orders, checks their exchange status, and, when one fills, places a replacement order on the other side at a configured percentage gap. It rounds prices and quantities to…
This guide describes configuring and running an automated cryptocurrency grid trader for spot or futures markets. Its settings include the trading pair, percentage spacing between grid levels, per-order quantity, price and quantity precision constraints, and…
This document describes a client for futures exchange HTTP endpoints. It covers public market data requests for exchange specifications, order books, candlesticks across several intervals, recent prices, and best bid and ask quotes. It also defines common…
The document introduces Python's built-in functions, explaining that they are available without importing a module and highlighting common conversion and arithmetic tools. Examples include converting values to numbers or sequences, finding minima and maxima,…
The document surveys several ways to seek returns in cryptocurrency markets: lending assets through deposit products, supplying liquidity to earn fees, collecting perpetual-futures funding, trading price differences between contracts with different…
The document explains design choices for a cryptocurrency trading framework, focusing on Python, asyncio, and RabbitMQ. It presents Python as a practical language for quickly changing strategies and argues that asynchronous I/O can handle many network…
This program wires a double exponential moving average strategy to a Bitcoin perpetual futures market. It creates an authenticated HTTP client, subscribes to websocket market data, and passes incoming ticks to the strategy. A background scheduler…
This example describes a directional strategy that uses two exponential moving averages on hourly bars. It compares a 15-period average with a 50-period average and treats a crossover between the latest and prior readings as a change in direction. When flat,…