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 compares an asynchronous script that requests market data for many cryptocurrency pairs in a local VS Code run with its behavior in a live environment. The local log shows updates arriving about a second apart, while the live log shows selected…
This tutorial explains how to configure and assess a quantitative strategy backtest, using a platform example and a regime-switching futures strategy. It covers selecting a historical period and bar interval, choosing simulated or closer-to-market data,…
This tutorial builds a simple long-only momentum strategy for AAPL using short and long simple moving averages. It buys when the shorter average rises above the longer one and sells when it falls below. The worked example uses 100-day and 400-day lookbacks,…
The document introduces a trading model that combines GARCH forecasts of next-period volatility with quantile regression to estimate upper and lower value-at-risk boundaries. It explains how ARCH models use past squared returns and how GARCH adds lagged…
This example shows how to plot futures price records alongside MACD indicator lines using separate vertical axes. It configures one axis for the price chart and assigns the DIF, DEA, and MACD series to a second axis, then updates those lines as new records…
This post raises a practical indicator-validation question: why does a platform’s 14-period ATR on one-minute swap records differ from a Binance value at the same stated time, while the 20-period moving averages are relatively close? It shows example…
This tutorial explains how to work with timestamps in a trading platform’s JavaScript and Python environments. It describes JavaScript timestamps as millisecond values and introduces the platform’s _D function for displaying a timestamp as a readable date…
This strategy modifies a two-way martingale by opening a position against the current exposure when price reaches a configurable hedge threshold. It describes settings for initial order size, take-profit distance, leverage, position growth, and the…
This article presents dynamic time warping (DTW) as a way to find price series with shapes similar to a manually selected reference pattern. Unlike point-by-point comparison, DTW can align sequences whose patterns unfold at different speeds or have…
This platform guide demonstrates basic BitMEX futures operations through FMZ: selecting a contract, reading ticker and account data, submitting market and limit orders, checking positions and orders, and canceling resting orders. It also shows changing…
This code commentary explains a directional spot trading bot that can open either a long or short position, add to the position as price moves against it, and close when a profit target or stop-loss condition is reached. It exposes settings for order size,…
Day trading seeks to profit from short-term price moves caused by temporary imbalances in supply and demand. Traders typically close positions before the session ends, focusing on price action rather than long-term company fundamentals. The document says…
This forum question discusses two problems encountered while using Kaufman’s Adaptive Moving Average (KAMA) in a Python trading environment. First, a user reports that passing platform market records directly to the TA-Lib KAMA function fails because it…
This FMZ reference explains Pine script structure, including version directives, indicator or strategy declarations, statements, comments, indentation, and line wrapping. It introduces time series as values indexed across bars and shows how square-bracket…
This article describes a cash-and-carry approach to crypto perpetual futures: hold spot while shorting a matching perpetual position to collect funding when the rate is positive. It explains that funding payments help keep perpetual prices near spot, and…
The document explains volume profiles, also called chip-distribution charts in stock trading, as a way to display trading activity at different price levels over a selected period. It describes dividing the visible candles’ price range into bins and tallying…
This platform announcement describes support for trading Binance BTC-USDT futures through an algorithmic trading system. It lists a maximum leverage of 20 and explains that leverage is applied automatically, with required margin rising as notional position…
The document discusses using time of day to refine entries and exits. It notes that liquidity often follows a U-shaped intraday pattern, with greater activity near the open and close, and that traders may observe price or volume changes around the close. It…
This document is a reference table of reported fees and fee-page locations for numerous cryptocurrency exchanges, covering spot markets and several derivatives venues. Some entries state maker and taker rates or broad fee estimates; others refer to linked…
This conclusion to a chart analysis tutorial explains how traders use price patterns to infer possible direction and estimate potential moves. It names formations such as head and shoulders, triangles, cup and handle, tops and bottoms, flags, pennants,…
The document argues that investors should define conditions for leaving a position in advance and reassess holdings against their original investment rationale. It uses Warren Buffett and George Soros as examples: Buffett may sell when a company no longer…
This short exchange API note investigates a buy order on BTS, a cryptocurrency, using a limit price set above the latest quoted price. The author compares account balances before and after the order and reports that entering a quantity of 20 resulted in a…
The author describes FMZ, formerly BotVS, as a platform intended to make automated trading easier for users with limited programming experience. The article highlights cross-exchange strategy portability, learning materials and templates, simulated…
The article introduces Bayesian reasoning through an informal example of estimating whether someone is single. It begins with a prior probability, then revises that estimate using observed clues and rates estimated from comparison groups. The central lesson…