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
The document describes a spot trading scheme that opens a position with a fixed profit target, then adds to the position as price moves against it in an attempt to lower the average entry price. If losses or available capital prevent further additions, an…
This brief post asks whether a sample API request creates a conditional Gate futures order. The snippet specifies a BTC contract, a short opening direction, a trigger price, limit pricing, and a good-till-cancelled time policy. The author reports that live…
The article explains a spot-and-futures spread trade: buy the cheaper leg and sell the more expensive one, then close as the price gap narrows. Its examples start with spot priced at 10 and futures at 15, and show the combined position retaining a five-unit…
The document introduces the Kelly criterion through repeated bets with known win probabilities and gain or loss sizes. It explains why a positive expected value alone does not justify risking all available capital: large bets expose a strategy to ruin and…
The article outlines a long-only strategy for crypto contracts that attempts to buy during declines using a grid-like sequence of limit orders. Starting from a reference price, it places further buys at progressively lower intervals, with order size…
This essay groups futures-market participants into exchanges and brokers, commercial firms linked to the underlying supply chain, institutional or large traders, and ordinary individual traders. It argues that exchanges and brokers earn transaction fees,…
The document walks through a basic LSTM workflow for forecasting Bitcoin prices from daily market data. It loads open, high, low, close, volume, and weighted-price fields; checks for missing and zero values; replaces zeros with missing values and carries the…
This beginner tutorial explains the FMZ automated trading platform and outlines how to prepare a bot: create a strategy, connect an exchange, deploy a local or server-based executor, configure a bot, and monitor it. It describes support for several…
The post describes a change in an automation workflow: indicator alerts containing simple command names previously triggered FMZ actions, but strategy-generated alerts now reach FMZ without opening trades. In the TradingView example, order entries attach…
The document describes a simple launch-time buying approach for a newly listed crypto pair. A continuously running script checks the clock, selects the PI/USDT market, and, once a specified opening time has arrived, submits two buy orders at different prices…
This article outlines a high-frequency strategy research framework for China’s order-driven markets, using Level 1 order book data and support vector machines (SVMs). It proposes extracting features such as best bid and ask prices and sizes, derived depth…
This FAQ explains implementation details for quantitative strategies built with FMZ workflows. It covers supported runtime requirements, JavaScript code nodes, sequential node execution, trigger timing, passing outputs between connected nodes, and using…
The article proposes modifying a range-trading grid to generate trading volume, aimed at market makers or traders seeking lower fees. It describes using maker orders to add positions as price falls, then closing profitable positions after a larger rebound…
Active trading seeks short-term gains from price movements, commonly in liquid and volatile markets. The document describes technical analysis as a tool for identifying opportunities and notes that frequent trading may be needed because short-term price…
This introductory explanation builds from the Markov chain assumption: the next state depends on the current state rather than the full history. It then describes a hidden Markov model (HMM), where observable data are probabilistically linked to an…
This tutorial explains how to build a basic Donchian channel breakout system in Python on a quantitative trading platform. It defines the channel using the highest high and lowest low over a lookback window, with a midpoint between the boundaries. A close…
The article contrasts discretionary investing and technical analysis with rule-based trading, arguing that systematic methods are more consistent but are not automatically durable. It proposes that enduring strategies should be grounded in observable market…
This tutorial introduces C++ concepts used in a simple quantitative trading program: identifiers, comments, statements, variables, arrays, functions, operators, control flow, and a loop-based strategy structure. It uses a MACD example in which the fast and…
The article argues that capital management should take priority over choosing individual securities, because losses can require disproportionately large gains to recover. It presents position sizing as a way to preserve the ability to keep trading and says…
The article proposes evaluating a strategy with a second layer of rules that manages exposure, filters, equity curves, or risk. It argues that a trading signal can lose effectiveness as similar approaches become crowded, and that judging deterioration by…
This platform tutorial explains how to display clickable buttons in a strategy’s status panel and receive their commands inside a running strategy. Buttons can appear alone or in a table, and their command field can carry text or, after a reported platform…
The author describes why converting discretionary trading into fixed rules can be difficult: decisions may combine many implicit features and weights, and traders adapt as market conditions change. The post compares this challenge to recognizing a familiar…
The strategy monitors Binance announcement listings for delisting notices, extracts the named assets, and checks whether the account holds them or has open orders in their markets. It cancels matching orders and repeatedly submits sell orders for eligible…
This template explains how to build a live trading chart around candle, line, flag, and horizontal-level series. It organizes chart settings and series in shared state, then exposes functions for adding or updating records, plotting labeled data points,…