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 describes how to configure FMZ for the Tron network and use its interfaces to inspect accounts, blocks, transactions, and TRC20 tokens. It also explains querying TRX balances through a JSON-RPC endpoint, including converting wallet address…
The document describes routing TradingView strategy alerts into an FMZ strategy through its built-in HTTP service. It outlines an approach using an expected signal message format, IP allowlisting and password checks, then validating fields such as exchange…
This guide explains how to use FMZ’s Dial function to connect to cryptocurrency exchange WebSocket feeds, subscribe to channels, read messages, and manage multiple connections. It contrasts WebSocket streams with REST calls, noting the potential advantages…
This first-person account traces a programmer’s path into cryptocurrency trading, from mining Litecoin to cross-exchange arbitrage, grid strategies, market making, and taking liquidity. It describes how apparent opportunities changed as prices moved,…
The document walks through turning a trading idea into an FMZ strategy: gather closing prices, calculate short and long moving averages, define entry and exit conditions, and send orders. Its example uses a 10-period average for shorter-term direction and a…
This analysis studies aggregated buy-trade amounts and price movements using exchange trade data. It resamples individual transactions into fixed time intervals and tests whether the distribution of total traded quantity can be approximated by scaling a…
This research note develops a three-leg hedge across perpetual, near-dated, and deferred delivery futures. It defines a butterfly spread as the deferred contract price plus the perpetual price minus twice the near-dated contract price. A long spread position…
This article describes a rule-based DCA approach for digital assets. After an initial entry, the strategy adds positions when price falls by a preset percentage, potentially increasing each order by a chosen multiple. It stops adding at a defined order limit…
This tutorial introduces a visual, block-based way to assemble trading strategies. It explains how blocks connect, accept adjustable inputs and default values, and can be moved, copied, resized, and configured. The examples use a trading platform’s modules…
The document explains a simple grid strategy written in Pine and describes how to run it in an FMZ environment. It anchors grid levels to the first live price, then places limit orders at fixed intervals above or below that level according to a long, short,…
The article proposes assigning trading tasks to tools suited to their uncertainty and computational cost. Deterministic checks, such as moving-average signals, position limits, and stop losses, are presented as fast and repeatable rules. Language models are…
The article develops a paired-order strategy for short-duration binary prediction markets. Since one of two mutually exclusive outcomes should pay one dollar at settlement, buying both sides below a combined cost of one can lock in a gross payout advantage.…
The document compares pending orders on decentralized exchanges with custom trading through smart contracts. Aggregators monitor prices and liquidity, then execute qualifying orders, sometimes sharing or retaining any improvement beyond the user's limit…
This experimental strategy combines a short- and long-period EMA crossover with sentiment analysis of recent cryptocurrency news. It collects RSS items from multiple sources, filters and orders them by recency, and sends the technical signal, news, and…
The document presents PaperTrader, a simulated account layer for testing strategies against real-time exchange tickers. It aims to fill the gap between historical backtesting and live trading by simulating order placement, matching, fees, asset changes,…
This case study describes building an automated concentrated-liquidity strategy for V3 and V4 pools. After two of three newly discovered tokens could not be sold, the author distinguishes token-level sell restrictions from liquidity removal and concludes…
This tutorial explains how to use a trading platform’s extended API to change parameters across multiple stopped bots. It first filters bots by strategy and stopped or error status, then retrieves each bot’s detailed configuration. Because restarting with…
This development guide covers practical safeguards and data handling for automated trading, using JavaScript examples on a crypto-focused platform. It recommends checking market data for missing or internally inconsistent values, retrying or discarding…
This tutorial describes a Python grid strategy for a cryptocurrency price range. It divides the range into fixed price levels, places a buy order when the market is between adjacent levels, and, after a buy fills, places a sell order above the entry to seek…
This article introduces wavelet transforms as localized, multi-scale filters for financial price series. It explains how wavelet basis functions and their coefficients can separate low-frequency movement from faster fluctuations, then describes a simplified…
The document explains a historical currency-margined futures strategy built around repeated position entry, a profit-taking order, and a reverse trade when a stop-loss condition is reached. After a loss, the system cancels outstanding orders, closes or…
The document introduces Value at Risk (VaR) as an estimate of portfolio loss over a chosen horizon and confidence level. It contrasts parametric, historical simulation, and Monte Carlo approaches, then walks through historical simulation: calculate portfolio…
The document describes a Python framework for a futures trend strategy, organized as a class with separate modules for market decisions, order handling, account calculations, risk controls, and persistent data. Its trend signal uses price relative to an EMA…
This article compares bar-based and tick-based backtests, focusing on how coarse bars can hide the path prices took within a period. That ambiguity can produce unrealistic fills or conceal whether a stop would have triggered before a favorable exit. It also…