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 funding-rate trade that pairs a short perpetual futures position with a long spot position of equal size. It proposes opening the hedge when both the funding rate and quoted spread meet configured thresholds, collecting funding…
This example shows how to run a double exponential moving average strategy through an event-driven trading system. It creates an event engine, subscribes to tick updates, and sends those updates to a strategy callback. A websocket supplies live market data,…
This document contains daily open, high, low, close, and volume observations for Bitcoin priced in USDT during 2020. The rows are timestamped at 08:00 and show the market's changing price and trading volume through the year. The visible records include sharp…
This introductory explanation presents functions as reusable blocks of code. It covers defining a function with def, choosing a descriptive name, calling the function, documenting it with a docstring, and returning a value. A market-data example retrieves…
This example describes a two-sided grid for a futures market. It tracks open buy and sell limit orders, checks their statuses, and after a fill places a replacement order on the opposite side at a configured percentage gap. It also maintains another order…
This document explains how to configure a trading application to store historical data and connect to an exchange. It compares SQLite, MongoDB, and MySQL settings, describes database fields such as driver, database name, host, port, and authentication…
This example implements a spot grid that keeps one buy and one sell order working around the latest top of book. At timed intervals, when neither side has an outstanding order, it places orders offset from the best bid and ask by half the configured grid…
This strategy places paired long and short limit orders around the market, then rebuilds the grid after fills using the last filled price and a position-dependent step. It tracks net position and average entry price with a grid position calculator. When…
This implementation describes a streaming market-data process for a crypto derivatives instrument. After an authenticated connection, it subscribes to position and order-book topics. It initializes bid and ask maps from a snapshot, then applies incremental…
This document describes a spot trading interface that retrieves balances and market data, submits buy and sell orders, and reports order status. Its execution workflow checks an order after submission and can cancel and replace an unfilled or partially…
The document presents a rules-based BTCUSD trading example that derives three directional signals from recent price bars: RSI thresholds, CCI thresholds, and a comparison between fast and slow simple moving averages. It sums those signals and scales the…
The document introduces Python dictionaries through a sample exchange response containing a trading symbol and its latest price. It explains key-value storage, unique keys, mutable contents, and how dictionaries differ from indexed sequences. The example…
This document presents an exchange interface for perpetual futures that combines account and market queries with order placement, cancellation, and status checks. Its buy and sell routines submit orders, inspect their reported state, and can react to…
The document outlines a cryptocurrency futures system that combines MACD direction signals with Bollinger Band breakouts. It proposes opening a long position when MACD forms a bullish crossover with its fast line above zero and price breaks the upper band,…
The document explains a market-neutral approach to perpetual futures funding. When funding is positive, it proposes buying spot and shorting an equal amount of the perpetual contract; when funding is negative, it proposes borrowing and selling spot while…
The document shows a workflow for backtesting two strategies on different cryptocurrency markets, then adding their result data frames to form a combined portfolio series. A helper configures each run with market, interval, date range, transaction costs,…
This strategy uses 15-minute bars to calculate Bollinger Bands, a simple moving average, and average true range. When flat, it places stop entries at the upper and lower Bollinger bands, allowing a move beyond either boundary to initiate a long or short…
This document is a time series of two-hour BSV/USDT candles. Each visible row records a timestamp, opening and closing prices, the high and low for the interval, and volume. The observations show price movement and trading activity over portions of late…
This strategy uses hourly bars to trade breakouts from Donchian channels. When flat, it places stop orders at the upper and lower boundaries of a longer channel, using average true range (ATR) to set trade size. Its risk allocation is divided by twice the…
The document outlines a long and short cryptocurrency strategy that combines MACD direction with Bollinger Band breakouts. Long entries require a bullish MACD cross with the fast line above zero and a price break above the upper band; short entries use the…
This guide describes capabilities for building and operating automated cryptocurrency strategies. It covers exchange order actions, market and position data access, indicator calculations, and example strategies. Its execution assistant can cancel unfilled…
The document shows how a graphical trading application is assembled from an event engine, a main engine, exchange gateways, and several trading applications. The configured components include strategy execution, backtesting, data management and recording,…
The document demonstrates a WebSocket client that authenticates, subscribes to level-two order-book feeds, and maintains separate bid and ask maps for each symbol. It handles snapshot messages by loading initial levels, then applies inserts, updates, and…
The document implements a Turtle-style breakout strategy using Donchian channel levels for entries and exits, with ATR-based stop placement and position sizing. It tracks the trade’s high and low, moves stops as prices advance, and adds to positions at…