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 two-sided trend-following strategy uses a fast 10-period simple moving average and a slow 13-period average. A fast average crossing above the slow one opens a long position; a downward cross opens a short position. When the signal reverses, the…
This rules-based strategy combines a stack of five exponential moving averages with RSI and Stochastic conditions. It enters long when the averages are ordered upward and both oscillators remain below specified overbought thresholds; it enters short when the…
This short-only trend-following strategy uses a fast and a slow exponential moving average to define a bearish crossover signal. Traders can calculate the averages on the chart timeframe or select another timeframe, and the strategy plots the averages as a…
This perpetual futures strategy watches a weighted price estimate derived from several levels of the order book and compares recent values to detect sharp upward or downward moves. A threshold scaled to the latest estimate defines a burst. On an upward…
This educational strategy trades BTC USDT perpetual futures when price moves more than a configurable percentage away from a tracked base price. An upward move triggers a long entry and a downward move triggers a short entry, provided there is no open…
This document describes a long-only ETH perpetual futures system that uses average true range (ATR) to set price levels around the midpoint of each completed candle. It divides the ATR-scaled range into grid increments, with inner levels used for adding to a…
This document presents a long only averaging strategy for leveraged perpetual futures. It seeks an entry when a fast timeframe RSI crosses below an oversold threshold while a slower timeframe’s fast EMA is above its slow EMA. If price falls after entry, up…
This educational strategy applies an exponential moving average to typical price and adds or subtracts a multiple of Average True Range to form upper and lower bands. A close crossing above the upper band opens a long position; a close crossing below the…
This example places a set of limit buy orders below the current Bitcoin price and sell orders above it on a Binance perpetual futures contract. The order prices step progressively farther from the ticker price, while order quantities increase in tiers as…
This research and paper-trading framework searches baskets of TradFi perpetual contracts for mean-reverting combinations. It arranges log prices in a time-by-asset matrix, uses singular value decomposition to estimate shared trends, and treats the remaining…
This educational implementation monitors Bitcoin option positions on Deribit, reads their aggregate account delta, and uses the Bitcoin perpetual future as a hedge when the absolute delta exceeds a configurable threshold. The example supports selecting an…
This perpetual futures grid strategy adapts its range, direction, and exits using recursive estimates rather than a fixed lookback window. A Kalman filter estimates local trend and volatility, while recursive AR(1) estimation on a cointegration residual…
This Pine Script strategy represents a long-only Bitcoin perpetual-futures bot configuration. Its entry concept combines a fast moving average crossing below a slower moving average with a low Commodity Channel Index reading. The documented source settings…
This Binance perpetual-futures strategy maintains short exposure across a selected altcoin basket and offsets it with long exposure in Bitcoin or other chosen assets. It repeatedly checks account positions and prices, then adjusts contracts when their values…
This screening method ranks trading perpetual futures by the average daily range of their recent candles, with the stated lookback default set to 30 days. For each eligible contract quoted in USDT, it calculates each candle’s high-to-low range as a…
The document describes a portfolio strategy for BTC, gold, a US equity index, and crude oil perpetual contracts. It estimates covariance from recent 15-minute log returns with an EWMA scheme, then iteratively assigns weights intended to equalize assets’ risk…
This Pine Script describes a long-only dollar-cost-averaging strategy calibrated in its comments for INJ perpetual futures on a three-minute chart. A lower-timeframe RSI crossing upward through a configurable level arms the base entry. A separate RSI…
This is a long-only dollar-cost averaging framework for an AMZN perpetual contract. It arms a base entry when the 4-hour RSI falls below its configured oversold threshold, then places up to five additional buy orders at fixed declines from the base entry.…
This crypto pair strategy trades BTC against ETH when BTC has a sufficiently strong intraday move and outperforms or underperforms ETH. It takes the stronger leg in the direction of BTC’s move and the weaker leg in the opposite direction, aiming to capture…
This document outlines a long-only grid strategy calibrated for an ENA perpetual market. It sets upper and lower price boundaries and distributes grid levels between them, using either geometric or arithmetic spacing. The description says the bot buys as…
This document describes an event-driven system that tracks posts from a selected X account and uses a large language model to extract named stocks, direction, confidence, and rationale. It filters out ambiguous or low-confidence posts, then checks whether…
This prototype scans Binance TradFi perpetual contracts for price shocks associated with the minute-by-minute roll-off of the prior day's price path. It calculates five-minute and thirty-minute shock measures, selects candidate contracts, and submits a…
This long-only strategy for JUPUSDT perpetual futures uses a 4-hour RSI below 28 to arm an entry. It adds up to five averaging orders at fixed declines of 2%, 5%, 9.5%, 16%, and 25% from the base entry, with order sizes increasing by roughly 1.8 times per…
The workflow pits multiple language models against one another as virtual traders, each with a separate simulated account and tracked performance. Models receive daily, hourly, and five-minute price data with RSI, MACD histogram, ATR, and OBV, then issue…