A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 662
This tutorial shows how to assemble trading workflows with a visual programming interface. Examples cover counting configured exchange objects, iterating through them to retrieve names, reading a trading pair, placing orders, listing open orders, looking up…
This beginner guide surveys common crypto strategy categories, including arbitrage and hedging, trend following, grid style reversion, and high frequency approaches. It also distinguishes strategies by design, such as single or multiple instruments,…
FMZ’s simulation level backtest polls a strategy at intervals and synthesizes ticker updates from underlying candlestick data. This lets strategies that react to ticker changes run in a backtest, while a real market level backtest uses recorded ticker data…
This tutorial demonstrates how to add several synchronized charts to a trading strategy so that price series and indicators can be inspected across different candle intervals. Its example configures separate candlestick panels for hourly, 15-minute, and…
This tutorial presents examples for building simple market monitors with exchange data. One example repeatedly collects spot prices for Binance pairs, stores timestamped observations in rolling per-symbol windows, calculates percentage change from the oldest…
This article explains why OHLC candlestick backtests can mislead when evaluating high-frequency or multi-instrument strategies. Bars omit the timing of their highs and lows, do not show the best bid and ask needed to model matching, and cannot reliably…
This document outlines a crypto perpetual futures strategy that treats unusually large liquidation flows as directional signals. It builds a per-token baseline from historical liquidation amounts, compares recent activity with that baseline using a Z-score,…
This high-frequency market microstructure analysis uses Binance best-bid and best-ask price and size data for YGG on a volatile day. It examines how quote spread and top-of-book quantities changed, then defines imbalance from the relative sizes of the best…
This document presents a futures indicator intended to help identify comparatively low-price conditions. It first reviews chart patterns such as double bottoms, head-and-shoulders formations, and triple bottoms, then defines a bottom indicator as the count…
This tutorial adapts a Curve stablecoin-pool trading idea for the FMZ Web3 interface. It outlines encrypting a wallet private key offline, storing the encrypted value through a protected strategy parameter, and decrypting it at runtime before loading it into…
This document describes a workflow for finding and trading funding rate spreads across centralized and decentralized perpetual exchanges. It collects cross-exchange rates, filters markets to configured venues, and keeps minute-level snapshots to score how…
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 explains a cryptocurrency futures intertemporal hedge that trades the spread between near and deferred contracts. When the deferred contract trades above the near contract, the described position sells the deferred contract and buys the near…
This personal account follows a programmer’s move from early cryptocurrency trading to managing money for friends and relatives, developing trading tools, and later building automated strategies. The author describes an early winning trade and rapid growth…
The article develops a market-neutral rotation strategy for volatile crypto perpetuals. It ranks contracts using both price momentum and funding rates, goes long the strongest group and short the weakest with balanced notional, and estimates factor weights…
The document presents two ways to inspect HTTP requests sent by a hosted trading process when an exchange API call fails. One uses a packet-capture script on the host to print matching HTTP traffic; the other runs a local listener and points the strategy's…
This overview introduces grid trading as a way to trade repeated price movement by placing orders at defined price levels. It distinguishes grid nodes, spacing, and range, then contrasts a bounded grid with a rebalancing approach that maintains a target…
The document describes FUSE, a monitoring tool that places timestamped financial headlines on a candlestick chart. It fetches flash updates and longer articles through a standardized interface, normalizes their different fields, removes duplicates, and…
The document explains how to calculate and implement a SuperTrend signal using a midpoint price and ATR-based upper and lower bands. True range is calculated from the current high-low range and gaps from the previous close; ATR is smoothed, then multiplied…
The document explains two approaches that seek to trade price fluctuations: a balance strategy that restores a target share of portfolio value in crypto, and a grid strategy that places buys and sells at preset price levels. It distinguishes their inventory…
This interview-style overview explains quantitative trading as the use of programs, mathematical models, and data to gather market information, generate decisions, and place orders. It introduces exchange APIs, automated execution, preset strategies such as…
The document presents a framework for assessing Bitcoin’s market cycle by combining macroeconomic measures, capital flows, exchange activity, derivatives positioning, and on-chain indicators. Examples include central-bank money supply, Bitcoin ETF and…
This article presents a simple random K-line generator for testing strategies in simulated market conditions. Its proposed workflow creates bars with configurable time ranges, intervals, initial price, trend categories, and volatility settings; saves the…
This article explains two limit order book signals. Volume imbalance compares displayed quantity at the best bid and ask, scaled so that positive values indicate relative bid-side pressure and negative values indicate ask-side pressure. Order flow imbalance…