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 note explains the Dual Thrust system, a breakout approach associated with futures, foreign exchange, and equity markets. It derives a range from recent highs, lows, and closes, then scales that range by a parameter to set thresholds around the next…
This document explains a workflow for turning TradingView strategy alerts into live orders through FMZ and an exchange. Earlier integrations sent trade actions through webhook parameters or JSON messages. The newer approach sends the strategy’s current…
This document describes a waterfall-style trend strategy built from three lines, each formed by averaging three exponential moving averages at progressively longer lengths. It proposes going long when price is above all three lines and they are ordered…
This document presents a trend-following strategy based on Ease of Movement (EMV), an indicator combining changes in price range and trading volume. It describes EMV as a measure of price movement relative to volume: readings above zero indicate a stronger…
This document explains how to use FMZ’s extended API to monitor and control many live trading bots from a central strategy. Its example retrieves robot records in paginated batches, filters them by strategy and status, and displays bot identifiers, names,…
The article compares two token-selection ideas: buying low-priced coins and rotating into coins with low market capitalization. It describes a weekly ranking approach, selecting the twenty lowest-priced assets for one index and the ten lowest-cap assets for…
The article describes FMZ’s built-in database interface, based on SQLite, as a way to persist structured strategy data beyond the simpler state-saving function. It outlines basic relational database operations, including creating tables, inserting records,…
This tutorial explains how to extend a visual strategy editor with custom modules by defining blocks in a JavaScript template. It uses a built-in trading library as an example of the block definition format, then walks through adding a simple test block and…
The document introduces relative strength as a momentum approach: compare an asset’s performance with a benchmark or similar assets, favor stronger performers, and exit holdings that weaken. It says this approach is most useful in markets with clear trends…
The document walks through a Python implementation of a Donchian channel strategy for a futures market. It defines the channel from the highest high and lowest low over a lookback period, with the midpoint between them. A close above the upper boundary opens…
The article develops an upgrade to a cryptocurrency spot hedger operating across two exchanges. It adds separate spread thresholds for each trading direction, allowing the strategy to respond when price differences are persistently asymmetric and inventory…
The document explains how a strategy lessor can attach a short metadata string to a rental registration code and have the strategy interpret it as a usage tier. Its example assigns different maximum spot holdings to codes with different tier labels, while an…
The document presents a framework for estimating the probability that Bitcoin will finish above a round’s benchmark, conditional on its current price distance, time remaining, volatility, and recent drift. It separates this forecast from Polymarket prices,…
This analysis tests whether cryptocurrency futures trade arrivals follow a Poisson process, using aggregated YGGUSDT trades from a volatile trading day. It examines buy-side trade intervals and the number of orders observed per second. The observed…
This tutorial introduces Ethereum interaction through FMZ, starting with platform components, hosted runners, Web3 connection settings, and the debugging tool. It demonstrates reading account balances, chain identifiers, gas prices, block heights, and block…
This guide explains how to connect Claude Desktop to FMZ through the Model Context Protocol (MCP). It walks through obtaining FMZ MCP configuration credentials, adding the configuration to Claude Desktop, restarting the app, and authorizing tool access. The…
This tutorial outlines a simple martingale-style strategy for cryptocurrency perpetual futures. It places long and short entry orders around the current price, cancels the remaining order after one fills, then sets a closing order relative to the open…
This introductory tutorial explains time-series market data, OHLC bars, and exchange tick snapshots, distinguishing event-by-event updates from periodic snapshots. It describes how finer data granularity can make a backtest more closely resemble live…
The document develops a relative-value strategy that trades EWY against Samsung Electronics and SK Hynix, which are major ETF holdings. It argues that this same-account basket avoids several practical frictions in trading Korean cash equities against…
This document outlines an automated research and execution workflow for mining factors across liquid crypto perpetual contracts. At scheduled intervals, it selects markets by trading volume, classifies volatility conditions, reviews the health and coverage…
The document introduces a backtesting system for European-style Bitcoin options and explains how option contracts are identified, priced, traded, and monitored alongside spot or futures positions. Its examples sell a call while buying spot or futures, then…
This overview compares six programming language categories for quantitative trading: visual programming, EasyLanguage-style tools, Python, Matlab and R, C++, and Java or C#. It evaluates them qualitatively on functional range, speed, extensibility, and…
This educational example designs a deliberately random futures strategy for dYdX. A random draw selects long or short exposure, and a fixed stop profit or stop loss defines when to close the position. After a losing trade, the strategy increases its position…
This tutorial introduces cross-period hedging by pairing a long position in one futures contract with a short position in another. It derives how the combined result depends on the spread changing between entry and exit, then notes that fees and slippage…