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662 dokumenti
The article presents a Python workflow for collecting perpetual-futures candlesticks, simulating a grid strategy, and examining how its parameters affect results. The grid logic buys after price falls below a calculated level and sells after it rises above…
This article outlines a same-price buy-and-sell approach intended to increase reported trading volume and potentially qualify for exchange rebates, fee discounts, or incentives. It distinguishes this volume-oriented method from conventional market making,…
The document describes a proposed arbitrage method for binary prediction contracts. Since complementary Yes/No or Up/Down shares settle so that one pays out, the strategy looks for moments when the combined purchase price is below the payout. It attributes…
This beginner FAQ distinguishes program trading, which automates exchange actions through an API, from quantitative trading, which uses strategies to seek returns. It explains API keys and the difference between request-based REST access and…
The article recommends using AI to study existing strategy code instead of relying on it to generate a complete trading system from a loosely specified idea. Its learning process is to select an existing strategy, ask for an explanation of its structure and…
The document presents a speculative reversal method based on the signed distance between closing prices and a moving average, summed from the latest price crossing. A large negative area is treated as evidence of an extended decline and can trigger a long…
This tutorial explains several ways to organize exchange objects in a cryptocurrency strategy. For a strategy that processes multiple trading pairs, it contrasts switching the pair on one exchange object with assigning separate objects to each pair. It then…
The document describes a pipeline that turns a financial influencer’s posts into trading signals for Binance stock perpetual contracts. It proposes collecting posts through an RSS feed, asking an LLM to identify explicitly named tickers, direction,…
This article examines how the number of price levels affects a grid strategy. Fewer grids create wider spacing and larger allocations per trade, but may miss smaller price swings. More grids create more trading opportunities while shrinking each allocation…
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…
The document outlines an automated crypto trading workflow split between an AI agent and a trading platform. The AI gathers price, volume, and news data, classifies sentiment, and emits a structured buy, sell, or hold signal. An executor receives that signal…
This tutorial translates a closing-price ATR and EMA strategy from a domain-specific language into a JavaScript framework for digital currency futures. It calculates true range and ATR, smooths the average of each bar’s high, low, and close into a midline,…
The document introduces a data science research environment as a way to study hedging concepts in crypto trading. It focuses on spot-futures hedging, where positions in spot and futures are paired to analyze price differences and the process of opening and…
The document describes a workflow for trading newly listed crypto perpetual futures. It separates slower analysis from rapid launch monitoring: an analysis process tracks exchange announcements, gathers token fundamentals, news, and cross-exchange market…
This article expands a single-pair spot grid into a system that can trade several crypto pairs with distinct settings. It explains practical design choices: collecting aggregated market prices and account balances, tracking assets by pair, and encoding…
The document explains how perpetual futures funding payments help keep contract prices near spot prices, then describes a market-neutral carry trade: short a perpetual contract and buy the same asset in spot to collect positive funding. It outlines screening…
This document describes RangeBreak, an intraday breakout method that centers trading levels on the current day’s open and offsets them by a multiple of the previous day’s high-low range. A move above the upper level signals a long entry, while a move below…
This article presents several ways to quantify how orderly or erratic price movement is. It describes the efficiency ratio as net price change divided by the sum of intervening changes, price density as the price points contained within a period’s high-low…
This document explains a trend-following strategy based on an upgraded Keltner Channel. The channel uses the average of high, low, and close as its input, an exponential moving average as its center line, and average true range to set the upper and lower…
This document shows how to translate a My-language trading strategy into JavaScript when the original language makes custom data handling difficult. Its reusable framework separates market-data processing, signal generation, and order execution, with a state…
The document explains a calendar-spread hedge between near-dated and deferred cryptocurrency futures. A positive spread position buys the nearer contract and sells the deferred one; the reverse position sells the nearer contract and buys the deferred one.…
The document presents a short-term cryptocurrency mean-reversion approach that looks to buy during a decline when volatility rises sharply. It defines a falling market as price below a moving average and elevated volatility as ATR exceeding its own moving…
This document describes a cryptocurrency strategy that shorts currency-margined perpetual contracts to seek funding payments. It explains that these contracts are denominated in fixed-value units and that, in the author’s example, the coin balance changes…
The document introduces average true range (ATR) as a measure of price movement and explains how its level may reflect changing market conditions. It associates unusually high ATR with panic and possible turning points, and low ATR with consolidation or…