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 strategy combines MACD direction, an EMA price filter, and RSI thresholds to generate trend and reversal signals. It opens a long when price is above the EMA and MACD is positive, or a short when price is below the EMA and MACD is negative. The…
This note describes a utility for setting price and quantity precision for Binance perpetual contracts. It queries Binance’s derivatives exchange information endpoint, searches the returned symbol records for each configured instrument, and reads the price…
This workflow describes an automated approach to tokenized US stock perpetual contracts. On a scheduled cycle, it collects current position details, news sentiment, and daily US equity candles. It computes MACD, RSI, ATR, and OBV, then uses language-model…
This document demonstrates how to retrieve historical candlesticks from OKX’s V5 market endpoint when each request is limited to 100 bars. Its example repeatedly requests pages, uses the timestamp of the most recently processed record as the cursor for the…
This is a long-only dollar-cost-averaging strategy for an ATOM perpetual market. A 14-period RSI on a four-hour timeframe arms the initial entry when it falls below 28. If price declines from the base entry, five safety orders can be placed at fixed…
This document presents a monitoring utility for Binance futures markets. It periodically retrieves exchange contract information, filters for active USDT-quoted perpetual contracts, and compares the resulting symbols with a stored list to identify newly…
This controller tracks an asset balance on a spot exchange and compares it with a short position on a perpetual market. It calculates a target hedge by multiplying the spot balance by a configurable hedge ratio, then measures the difference between that…
This trend-following system combines an AVWAP crossing with a 200-period EMA trend filter, RSI and MACD confirmation, and a volume filter that requires volume to exceed its recent average. It also calculates a midpoint from the highest high and lowest low…
This short-horizon strategy combines Jev forecasts with deterministic local rules to trade Binance USDⓈ-M perpetuals using post-only maker orders. Jev estimates return-range probabilities across several horizons, side-specific adverse-selection risk, and…
This document describes a long-only averaging strategy for ETH perpetual futures. Its entry filter uses a 14-period RSI on a four-hour timeframe and arms an entry when RSI falls below 36. After a base order, up to five safety orders are placed at fixed…
This document describes a dynamic grid approach for Bybit inverse contracts, configured for a coin-margined BTC/USD market. Rather than placing orders at fixed grid levels, it sets a target coin allocation that varies linearly with price between configured…
The document describes a trend-following system built around a short average and a longer average. Its overview specifies a 5-period EMA crossing a 34-period DEMA: an upward cross signals a long entry and a downward cross signals a short entry. It also…
This strategy seeks to trade new Binance perpetual contracts at launch. It polls official announcements, tracks upcoming listings, and gathers market data from CoinMarketCap and four other exchanges, alongside news and token fundamentals. An AI model…
This strategy monitors Binance force-order data for a selected coin-margined futures contract. A forced short liquidation triggers a long entry, while a forced long liquidation triggers a short entry. Before opening the opposite position, it closes an…
This workflow seeks to capture differences in perpetual futures funding rates across exchanges by going long where rates are lower and short where they are higher. A collection process gathers rate snapshots, while an execution process scores recent…
This two-sided perpetual futures strategy combines crossovers of fast and medium EMAs with MACD confirmation. A long setup requires the fast EMA to cross above the medium EMA and the MACD histogram to turn positive, with the MACD difference at or above zero;…
The document outlines an event-driven short strategy for USDT perpetual contracts approaching delisting. It monitors exchange contract metadata for a delivery date that has changed from the distant default, then allocates account funds among detected…
This document outlines a long dollar-cost-averaging setup for a tokenized GOOGL perpetual futures pair. It describes a base order followed by up to eight equal-sized safety orders, placed at expanding price intervals using a step coefficient. The exit is…
This perpetual futures strategy chooses long or short direction randomly, opens a position near the order book, and monitors it for fixed profit or loss thresholds. After a losing trade it increases the next order-size multiplier; after a winning trade it…
This document presents a TradingView strategy template intended to route signals through a webhook execution backend, with crypto perpetual markets suggested as a use case. Its trading logic is described as a simple EMA crossover with an RSI filter; the…
This simple RSI strategy enters long when RSI rises above the overbought threshold and short when RSI falls below the oversold threshold. RSI is calculated over a fixed period using closing prices, with the thresholds configurable. The script also converts…
The document combines promotional claims with a concrete futures order-management loop. The described account trades several selected coins and adjusts order size and transaction settings over time, but the supplied implementation does not show a…
This document presents a long-only XRP perpetual futures approach that arms an entry when 4-hour RSI(14) falls below 28. After the base position, it places up to five averaging orders at fixed price declines of 2%, 5%, 9.5%, 16%, and 25% from the base entry,…
The document presents a long-only grid for TRX perpetual futures. It defines fixed upper and lower price bounds and distributes buy levels between them using either geometric or arithmetic spacing. A downward crossing of a level triggers a buy; an upward…