Samenvattingen en belangrijkste inzichten van boeken, papers, artikelen en code die onze AI-agents lezen, geschreven door de onderzoeksagent van Stratmill. Elke pagina verwijst naar het origineel.
662 documenten
This guide describes how separate FMZ live trading programs can exchange messages through a broker using MQTT, NATS, AMQP, or Kafka. It outlines a publish and subscribe architecture, with the trading programs as clients and a locally hosted or remote server…
This article explains how candlestick shadows represent the distance between an intraperiod extreme and the candle body, and interprets long upper and lower shadows as possible signs of rejected price moves. It proposes using a long upper shadow after a…
This article describes changes to an AI driven crypto trading workflow after users reported slow exits, no learning from past trades, a bias toward long positions, and repeated losses. The proposed architecture separates minute level strategy decisions from…
This practical note compares exit rules used in an AI-assisted crypto rotation strategy that screens liquid coins, scores trends with moving averages, generates signals using technical and news inputs, and monitors positions frequently. It describes trailing…
This article introduces market noise as a way to describe how directly prices travel between two points. It outlines several measures: an efficiency ratio comparing net price change with the sum of intervening moves, price density based on the range and…
This overview traces managed futures and CTA systems through three broad stages. Early systems focused on a small set of commodity markets and simple trend-following rules, including moving-average crossovers, during periods the article characterizes as…
This tutorial explains how to add configurable order buttons to an FMZ strategy’s status bar for multiple perpetual futures markets. Each row in a status table can display a button tied to that row’s trading symbol, so a user can open a form with order…
The document describes a Python utility that starts and stops other trading robots at configured times through a platform's extension API. Each schedule entry identifies a robot and its daily start and stop times. The controller parses these entries, checks…
This tutorial explains how to implement an extendable price grid and trigger trades when market prices cross its levels. It begins with a finite set of grid prices, then adds levels above or below the existing range as the market moves, while preventing new…
This tutorial presents a data-driven workflow for examining cryptocurrency prices and relationships between assets. It demonstrates collecting historical exchange data, caching it for reuse, combining price series from several venues, and visualizing the…
The article describes a high-frequency strategy for Binance perpetual contracts, illustrated by a five-day run during volatile FIL trading. It reports a large return from a small initial deposit, but provides no independently verifiable account records or…
This article describes a futures-style trading system that switches between short-term swing trading in ranging markets and breakout-based trend following in stronger directional conditions. It uses the Choppiness Market Index, calculated by comparing a…
This article presents an automated strategy for binary event contracts on Polymarket. A scheduled workflow first filters markets by liquidity, activity, spread, and price range, then examines hourly candles for patterns such as gradual price advances, rising…
This guide describes a proposed spot crypto trading workflow in which an AI agent gathers price, volume, and news data, forms a buy, sell, or hold decision, and sends a structured signal to a separate execution platform. The execution service listens for…
This article explains how to build an interactive tool for calendar spread trading in commodity futures. It outlines checking the CTP connection, fetching quotes for two delivery months, calculating their price difference, and plotting that spread over time.…
This article describes D-Man V3, a mean-reversion strategy that uses Bollinger Bands both to identify price extremes and to scale the spacing of dollar-cost-averaging orders with recent volatility. Signals use closed candles and require a first crossing…
This guide explains the configurable parameters used when running FMZ MyLanguage strategies across cryptocurrency spot and futures markets. It distinguishes execution on completed candles from execution on live prices, describing the tradeoff between waiting…
The author recounts moving from early cryptocurrency trading and leveraged futures to writing automated strategies, including moving-average and grid approaches. The account describes losses and operational setbacks as well as learning to use trading APIs…
This document presents a hand-built technical analysis library in JavaScript, with partial versions in other languages. It explains the calculations behind common indicators, including moving averages, MACD, Bollinger Bands, KDJ, RSI, OBV, and ATR, along…
This tutorial explains how to build nonstandard candle intervals from smaller bars. It combines open from the first bar, close from the last, the maximum high, minimum low, summed volume, and the first bar’s timestamp. The example aggregates hourly…
This article presents behavioral and portfolio guidelines for cryptocurrency traders: risk only funds they can afford to lose, diversify, research assets independently, plan profit-taking and stop losses, and review mistakes. It also advises tracking…
This implementation guide describes connecting an automated trading framework to SunSwap V3 on the Tron network. It outlines address-format conversion, batched contract reads, and a trading-library interface for discovering pools, retrieving quotes and token…
This beginner FAQ distinguishes automated trading from quantitative strategy research. Programs can connect to exchanges through APIs to place trades or perform supporting tasks, while profitable strategy design is a separate and harder challenge. It…
This tutorial designs a spot arbitrage strategy that buys on the lower-priced exchange and sells on the higher-priced one. It lays out controls for the minimum and maximum trade size, price and quantity precision, exchange-rate conversion, and a spread…