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.
1,747 documents
This automated crypto futures system ranks liquid USDT perpetual contracts using a composite score built from four EMA relationships across multiple timeframes. It selects the strongest positive and negative signals, then combines those scores with recent…
This document describes a periodic BTC/USDT futures strategy that adds long exposure using a fixed investment amount. The selected schedule is weekly or monthly, and the order quantity is calculated by dividing the investment amount by the current close. It…
This JUP grid strategy buys as price crosses grid levels downward and sells as it crosses upward to the next level. Users set upper and lower price bounds, choose geometric or arithmetic spacing, and allocate investment across the grid slots. The published…
The document describes an automated cryptocurrency perpetual futures system organized around data collection, AI decisions, order execution, and position monitoring. It combines short-interval candles for entry timing with longer-interval trend context,…
This basic Binance futures grid method records an initial reference price when it starts. It places a short-side order when price is above that anchor and a long-side order when price is below it, using a configurable order value and grid spacing. The…
This document outlines a long-only grid strategy for XMR perpetual markets. It divides a chosen price interval into a set of levels, with either geometric or arithmetic spacing. The design buys as price crosses downward through grid levels and sells as it…
This document outlines an intraday mean-reversion approach for BTC/USDT perpetual futures on a five-minute chart. It looks for price to approach the prior day's high or low and requires a recently confirmed RSI divergence pivot, alongside volume above its…
This code example retrieves the account’s Binance futures positions through an account API endpoint and converts nonzero USDT-margined positions into a normalized position structure. The fields include symbol, absolute position size, entry price, unrealized…
This trading bot scans USDT perpetual contracts and builds candidate lists from hourly candles. One screen requires a bullish candle, volume above the previous candle, a positive KDJ crossover, and a positive crossover of the seven- and twenty-five-period…
This document describes a short-only strategy for XMR perpetual futures. It opens a short when a five-minute RSI with a length of nine crosses down through 80. If price rises against the position, it allows up to three averaging orders at progressively…
This Bitcoin swap strategy chooses an initial direction by comparing the latest daily candle’s high-low range with a fixed threshold: it opens long above that threshold and short otherwise. It uses a configurable order size, leverage, and price offset. After…
This BTC long-only strategy uses a low RSI reading on a four-hour timeframe to arm an entry, then averages into the position through five fixed price-deviation orders. Each successive order is larger, with sizing scaled from the base order. The strategy…
The document describes a long-only ETH price grid with configurable upper and lower bounds, number of levels, and geometric or arithmetic spacing. It buys when price crosses a grid level downward and sells after an upward crossing to the next level. The…
This document describes a live dashboard for comparing funding rates across Binance, Huobi, OKEX, Gate, and Bybit. It gathers rates for symbols quoted in USDT, converts them to percentage values, associates rates with symbols, and displays each venue's rate…
This short-only BCHUSDT perpetual strategy opens when a 9-period RSI sampled from the 5-minute timeframe crosses downward through 80. It is intended to run on a 15-minute chart. If price rises above the initial short entry, the strategy can add up to three…
This document describes a long-only ETH strategy that arms an entry when 4-hour RSI(14) falls below 28. It adds up to five averaging orders at fixed price deviations from the base entry, with order sizes increasing by a stated 1.8 scaling factor. The…
This strategy runs repeating long grid orders across selected traditional-asset perpetual contracts, such as equity indices, gold, oil, and currencies. It scans USDT perpetual markets, filters for TradFi instruments, scores candidates by average daily…
This strategy scans traditional finance perpetual contracts and ranks them by average daily high-low range as a percentage of closing price. It selects the most volatile eligible markets, then builds proportional price grids around current prices. Grid…
This trading-terminal plugin checks the spread between a perpetual swap and a dated future, with Deribit as its stated default venue. It calculates the difference between the future’s best bid and the swap’s best ask, then compares that difference with a…
This document describes an execution tool for BTCUSDT perpetual futures that receives trade instructions and submits them through an exchange API. Its Python logic reads account balance, leverage, price, and current long and short positions, then scales the…
This workflow describes a process for sizing USDT-margined perpetual futures positions from available account balance and a configurable equity fraction. It reads market contract value and quantity precision, converts the chosen risk amount into contract…
This Binance futures program calculates a target position from the price's percentage move relative to a stored initial or user-defined reference price. A grid interval and position value determine how exposure changes as price moves; the program submits…
This example opens a randomly chosen long or short position in a Bitcoin perpetual futures market. If the position’s unrealized loss exceeds its margin, it adds another order in the same direction; it closes the position when profit exceeds a fixed target.…
This document describes a data collection utility for monitoring perpetual futures funding rates across several exchanges. It starts a worker for each configured exchange, periodically retrieves market funding data, and stores results by symbol for later…