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.
4,613 documents
The document describes FMEX’s five-minute sorting-unlock cycles, which distribute credits among users according to the size of their resting orders at selected book levels. It frames order placement as an allocation problem: divide a fixed amount among price…
The document describes a mean-reversion DCA strategy that uses Bollinger Bands both to identify extreme closes and to scale entry spacing with recent volatility. It generates signals only when a closed candle crosses beyond a band, then anchors up to four…
The article presents a single-instrument trading system that cycles through market perception, decision, execution, trade review, and playbook updates. It structures technical indicators covering trend, momentum, volatility, and volume, and combines that…
This tutorial describes a workflow for sizing perpetual futures orders from available account balance and automating exits with take-profit and stop-loss conditional orders. It obtains market metadata, including contract value, quantity limits and precision,…
This strategy screens USDT perpetual contracts for strong 24-hour gainers, then collects open interest, funding rates, market capitalization, and daily candles. Hard filters remove crowded shorts, low open interest, and coins that have already pulled back.…
This article surveys stop-loss approaches and shows how to express several of them as trading rules. It covers price levels based on support or resistance, fixed limits from entry, trailing exits that follow favorable price movement, retracement exits from a…
This article describes a Python framework for automated cryptocurrency trend trading, organized as a class with separate modules for market setup, data persistence, commands, orders, risk controls, trend signals, and status reporting. Its example trend…
This document explains how a strategy provider can use metadata attached to a platform registration code to apply different operating limits to different renters. Metadata is a string set when creating a code, and the strategy reads it at runtime to select a…
This Python strategy follows price moves without technical indicators. It stores a reference price and compares the latest price with it; when price rises or falls beyond a configurable fraction, it places a buy or sell order and resets the reference to the…
This Chinese course chapter introduces commodity trading advisors (CTAs), describing trend following, mean reversion, arbitrage, and strategies across different holding periods. It explains trend-following returns as a pattern of frequent small losses and…
The article proposes a market-neutral strategy for volatile crypto perpetual futures. It ranks contracts using price momentum and funding rates, then holds equal-notional long and short baskets so performance depends on relative strength rather than…
The article develops a market-neutral rotation strategy for volatile perpetual futures. It ranks contracts using a composite of price momentum and funding rates, taking long positions in the strongest names and shorts in the weakest with balanced notional…
This essay argues that traders can undermine their results through gambling-like behavior, uncritical trust in prominent commentators, and decisions driven by intuition without a defined plan. It explains how confident predictions can appear successful…
This article explains two approaches to trading repeated price swings: equilibrium rebalancing and fixed-level grids. Equilibrium trading maintains a target split between cash and coin, selling when the coin allocation rises above its target and buying when…
This article presents a long-only dynamic grid framework for linear perpetual contracts that separates trade timing from total capital allocation. The grid sets entry and batch exit levels, with spacing constrained by minimum and maximum bounds, recent ATR…
This article turns a rolling-position idea into a rule-based trading framework. It proposes using EMA5 and EMA10 crossovers to enter long or short positions, then checking whether the moving-average relationship still supports the trade after each…
The article explains a rule-based dollar-cost averaging approach in which a trader opens an initial position, adds to it when price reaches specified decline thresholds, and exits at a profit target or stop loss. The order size may stay constant or grow by a…
This tutorial designs a deliberately random dYdX futures strategy to illustrate automated trading logic. It chooses long or short at random, enters using order-book prices with a slippage allowance, and exits at fixed profit or loss thresholds. After a loss,…
This article explains how win rate, payoff ratio, trading frequency, and position risk work together to determine a strategy’s realized results. It frames trade quality as net expectancy after fees, slippage, and funding, and recommends measuring outcomes in…
The article adapts risk parity to contracts representing BTC, equities, gold, and crude oil. It aligns hourly price data, calculates log returns, estimates covariance with an exponentially weighted scheme, and iteratively adjusts signed weights to bring…
This course excerpt introduces commodity trading advisor strategies as systematic or discretionary approaches that can extend beyond commodities into other futures and financial markets. It surveys trend and countertrend trading, arbitrage, market making,…
This tutorial presents a two-sided, staged position strategy using ATR to set price thresholds around a reference level. As price crosses successive upper or lower levels, the system adds short or long exposure, with trade size increasing by level. It exits…
This article explains how win rate, average payoff, trading frequency, and position size work together to shape a strategy’s expectancy and account-level risk. It calculates net expectancy per trade after costs, argues that win rate must be considered…
This installment describes a two-part order synchronization design for futures accounts. A reusable library embedded in a strategy monitors changes in the reference account’s long and short positions. It calculates the change from an initial position…