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: 682
This guide describes an analysis tool for calculating and plotting expressions over market time series, with syntax influenced by the public Alpha101 formula collection. It lists arithmetic and conditional operators alongside functions for lagging…
This FAQ collects practical guidance for operating strategies on the FMZ platform. It explains where runtime logs are stored, notes that the standard order query returns pending orders, and suggests using an exchange’s underlying API when filled-order…
This trading essay argues that traders should respond to observed price changes and predefined system signals instead of becoming attached to a directional forecast. It highlights how an open position can bias judgment toward evidence that supports the…
The article explains how limit order books work and why large visible orders can expose traders to front running and adverse selection. Iceberg orders reduce that exposure by displaying only part of a larger order, though hiding demand can also make…
The essay examines how randomness can make a trader’s successful record look like evidence of skill, using the analogy of a chance-generated literary achievement. It argues that market prices can fluctuate for reasons unrelated to near-term business value,…
Turtle Soup is described as a short-term reversal approach that seeks to exploit failed breakouts associated with trend-following systems. The article contrasts it with the classic Turtle method, which enters in the direction of a 20-day high or low and may…
The author describes turning a strategy intended to earn money into one intended to accumulate bitcoin. The original approach bought cautiously and sold quickly; the reversed version spends most of its time holding the asset, sells cautiously, and buys more…
The author discusses practical issues in compounding returns from perpetual-futures funding-rate strategies. They describe high taker fees and possible price slippage during hedging, the need to correctly complete a partially executed leg, and a profit…
The document explains Kaufman’s adaptive moving average (AMA) as an adjustment to conventional moving averages, whose fixed speeds can lag sharp trends or turn repeatedly in noisy markets. It introduces an efficiency ratio that compares net price change with…
The document shows a simple two-sided quoting loop for BTC/USDT. On each tick, it reads the order book, places a sell price just below the best ask and a buy price just above the best bid, cancels existing orders, and repeats after a short delay. Its title…
This Chinese-language reference catalogs TA-Lib indicators and gives brief descriptions, function signatures, output shapes, and usage examples. Its visible sections cover trend measures such as moving averages, Bollinger Bands, and Parabolic SAR, followed…
This stock-screening recipe selects members of a designated metaverse sector when their latest close is above the prior close and the MACD signal line, DEA, is rising. The proposed final filter also requires a six-period RSI above 50. The document provides…
This essay explains black swan events as rare occurrences with unusually large consequences and focuses on the distinction between known risks and unknown unknowns. It uses historical market crashes, a casino liability, terrorism, an epidemic, and the…
The article examines three futures strategies in China’s oilseed complex: soybean crush spreads, soybean oil versus palm oil substitution spreads, and soybean oil versus soybean meal companion spreads. It outlines the production and consumption logic behind…
This Chinese-language tutorial section explains two ways to request exchange API data. For endpoints that do not require authentication, such as market data unrelated to account details, it describes using an HTTP query function and gives examples for…
This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and…
This explainer describes how Bitcoin wallets create key pairs and addresses, and how transactions transfer value by referring to earlier transaction outputs. It walks through transaction fields such as identifiers, inputs, outputs, lock time, signatures, and…
Across a series of personal essays, the author argues that futures traders should prioritize survival over rapid gains. The main practices are keeping positions small, capping losses with predefined stops, following the prevailing trend, simplifying analysis…
This short Python example sketches a grid approach for ETC/USD using 15-minute data. It builds price levels by repeatedly increasing a starting level by five percent, locates the current price within those levels, and places an initial buy. The intended loop…
Algorithmic trading turns explicit rules based on variables such as price, timing, quantity, or mathematical models into instructions that monitor markets and place orders. The document illustrates a moving-average crossover and surveys strategy families…
This market commentary explains the divergence between large, established A-share companies and smaller, often high-valuation stocks through shifts in economic, monetary, and regulatory conditions. It argues that improving results in traditional cyclical…
The document explains several bare candlestick patterns: morning and evening stars, bullish and bearish engulfing patterns, and red or black three-soldier sequences. It assigns bullish or bearish interpretations to these formations and suggests using stars…
The post defines bullish and bearish three-candle patterns using consecutive closes, close locations within each candle, and limited opposing shadows. It proposes reversing positions when the opposite pattern appears: bullish formations close shorts and open…
This Chinese-language forum post raises a backtesting problem: gaps in stored Bitcoin market data can leave an open position without later bars on which the strategy could close it. The example describes a long period of missing exchange candles and asks how…