Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.
Dokumentu skaits: 662
This article outlines a Fisher Transform indicator computed from bar highs and lows. It normalizes the midpoint against the highest high and lowest low over a lookback period, blends that value with the prior normalized value, clamps extreme inputs, and…
The document describes a spot arbitrage method that compares order books across exchanges to identify temporary price gaps. It proposes collecting market data concurrently, combining asks and bids, and adjusting prices for exchange fees before ranking…
This article develops adjusted mid-price estimates from high-frequency order book and transaction data. Using top-of-book bid and ask quantities, it starts with the standard midpoint and tests volume-weighted and nonlinear imbalance adjustments. It then…
This strategy description adapts grid trading to perpetual contracts tracking traditional assets such as equity indexes, commodities, and currencies. It periodically ranks eligible markets by average daily high–low range over a lookback window, excludes…
The article introduces Bayesian statistics through its historical development, from De Moivre’s forward probability questions to Thomas Bayes, Richard Price, and Laplace’s work on inverse probability. The central idea is to infer an unknown parameter from…
This installment describes a rough simulation intended to illustrate potential losses from a Binance futures strategy that shorts assets judged to have risen too far and goes long on assets judged to have fallen too far. The document points readers to a…
This article develops a systematic approach to finding multi-asset relative-value baskets rather than manually selecting pairs. It arranges log prices in a matrix, uses singular value decomposition to separate common factors from residual directions, and…
The article presents a two-part workflow for newly listed crypto perpetual contracts. A slower analysis process detects exchange announcements, tracks candidate tokens, and gathers basic token metrics, news, and derivatives data such as prices, funding…
This article describes a workflow intended to interrupt impulsive crypto trades by requiring a trader to state a reason before acting. It combines the trade idea with position information, news-based sentiment, and technical indicators such as MACD, RSI,…
The document introduces visual programming for trading strategies, showing how to select candle data, calculate price changes, and express patterns such as a sharp rise with higher volume or a price gap. It also reviews moving averages, MACD, and KDJ as…
This tutorial outlines a statistical arbitrage approach for crypto perpetual contracts. It screens historical closing prices for highly correlated pairs, then trades deviations in their price ratio: when the ratio is above its reference level, it buys one…
The article describes a spot-style cross-currency hedge using two crypto assets, such as LTC and ETH quoted in USDT. Instead of trading an absolute price spread, it tracks one asset's price relative to the other. As the ratio rises through preset grid…
This strategy screens USDT perpetual contracts for strong 24-hour gainers, then collects open interest, funding rates, market capitalization, and daily candles. Hard filters remove crowded shorts, low open interest, and coins that have already pulled back.…
This proof of concept runs four AI models in parallel on the same market data. Each model makes independent decisions using multiple timeframes and technical indicators, then trades in a virtual account. The system ranks models by realized profit and copies…
This article surveys stop-loss approaches and shows how to express several of them as trading rules. It covers price levels based on support or resistance, fixed limits from entry, trailing exits that follow favorable price movement, retracement exits from a…
This article describes a Python framework for automated cryptocurrency trend trading, organized as a class with separate modules for market setup, data persistence, commands, orders, risk controls, trend signals, and status reporting. Its example trend…
This document explains how a strategy provider can use metadata attached to a platform registration code to apply different operating limits to different renters. Metadata is a string set when creating a code, and the strategy reads it at runtime to select a…
This article examines whether top-of-book bid and ask quantities can improve estimates of short-term price movement. Using Binance YGG book ticker data from a volatile day, it defines quote imbalance from the relative sizes of the best bid and ask queues,…
This document describes the design of a reusable plotting library for strategies that need several charts. Its proposed interface supports candlestick records, time-series points, horizontal reference lines, titles, and event flags, with per-chart…
This Python strategy follows price moves without technical indicators. It stores a reference price and compares the latest price with it; when price rises or falls beyond a configurable fraction, it places a buy or sell order and resets the reference to the…
This brief example shows how to submit BitMEX orders through an exchange IO interface. It demonstrates a post-only limit order by setting the passive-execution instruction, then shows a bulk request containing two limit orders for the same contract. A final…
This document explains how FMZ’s JavaScript strategies can run custom functions in parallel. It describes creating worker threads, passing arguments, joining a thread to obtain its return value and elapsed time, and forcibly terminating a worker. It also…
The document reconstructs a TradingView strategy that combines a fast and slow exponential moving average with buy and sell signals from a range filter indicator. A long entry requires a bullish range-filter signal, the fast EMA above the slow EMA, and a…
This tutorial describes a library for connecting FMZ strategies to Uniswap V3 through Web3 functions. It introduces registering token addresses, retrieving token-pair prices and wallet balances, and swapping between tokens. The examples include an…