Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
Liczba dokumentów: 682
The article explains why a high win rate alone does not ensure long-run profits. Traders may close winners too early and let losing positions grow, so the size of gains and losses matters alongside their probabilities. It also argues that trading systems…
The article presents a basic monitoring tool for detecting new cryptocurrency listing announcements. It explains a simple workflow: repeatedly fetch an exchange announcement page, parse its HTML, inspect a selected link, and alert when that link changes. The…
This first-person account describes problems encountered when commissioning a custom trading strategy through a community marketplace. The author says the requirements were fixed, the quoted price was accepted, and deadline extensions were tolerated, yet the…
This technical reference summarizes Kraken futures contract conventions and limitations relevant to automated trading. It distinguishes inverse contracts, which use cryptocurrency collateral, from linear contracts such as an XRP-to-BTC contract, and…
This guide treats a trading strategy as a complete set of rules covering what to trade, position size, entries and exits, order placement, and responses to unusual conditions. It surveys broad strategy families and recommends trend trading as an accessible…
This guide explains how to connect a custom exchange to a hosted quantitative trading platform through a generic protocol plugin. The plugin runs an HTTP endpoint that receives JSON requests, identifies the requested operation by method name, forwards…
The document explains mean reversion as the tendency for prices or business performance to move back toward a longer-term center after unusually strong or weak periods. It connects this idea to contrarian investing: investors may examine past laggards as…
The document presents an implementation of a Dual Thrust style breakout system. On a new bar, it calculates a range from the larger of the recent high-to-low-close and close-high-to-low ranges, then places upper and lower trigger rails around the bar’s open…
The article argues that even a carefully designed and tested trading system may have a limited useful life. It contrasts the view that a robust system should work across future market conditions with the author’s view that performance should be reviewed…
This tutorial extends a multi-symbol cryptocurrency contract-spread monitor into a grid-based hedging strategy. It pairs longer-term contracts with perpetual contracts, tracks spread levels, and opens or closes offsetting positions when grid thresholds are…
The author recounts using Kelly-style position sizing, mathematical optimization, historical backtests, and a neural network to investigate trading systems. The discussion first explains why a positive win rate alone does not prevent ruin: bet size and…
This post shares a tick-driven script intended to send alerts when a bar crosses above a 200-period moving average after price was below it, with CCI above a threshold. It checks multiple crypto symbols and timeframes, waits for a new bar, then logs a…
The article explains why automated trading needs explicit order-state management. A signal does not guarantee a fill: an order may remain open, fill partially, be canceled, or require a replacement. The program should track the action it submitted and wait…
This Chinese-language overview groups trading systems into trend-following, countertrend oscillation, swing, arbitrage and hedging, and intraday categories. It names examples built around moving averages, breakouts, oscillators, chart patterns, spreads, and…
The author warns that a martingale strategy can show attractive returns during calmer conditions while accumulating exposure that may lead to severe drawdowns or liquidation when volatility rises. The post recounts an anecdotal case in which several live…
This post reports an intermittent runtime error in a live trading script when code attempts to read a position’s price field. The author asks whether the cause could be a null custom field or missing price data, and whether wrapping the position query in a…
This introductory guide covers core JavaScript concepts that can help a reader understand or write scripts, including numeric values, strings, variables, arrays, objects, control flow, functions, scope, closures, and constructors. Examples show how these…
The essay argues that traders should accept uncertainty instead of relying on confident market forecasts. It treats technical and fundamental interpretations as fallible explanations that may sometimes coincide with subsequent price moves, but cannot…
The document addresses how to count distinct configured exchange accounts when a multi-exchange strategy contains many exchange objects, potentially associated with different currencies. Its example identifies each account using the combination of exchange…
The document explains how limit order books can reveal displayed supply and demand, liquidity concentrations, spread changes, and shifts in intraday buying or selling pressure. It proposes tracking order book changes alongside price to investigate support…
This article proposes using discrete-time signal-processing ideas to reduce the lag of moving-average trend indicators. It starts from an exponential moving average, frames the relationship between closing prices and the EMA as a transfer function, and…
This note explains two cash-and-carry approaches to perpetual futures funding. When funding is positive, it buys spot and shorts the perpetual contract to collect payments from longs. When funding is negative, it describes borrowing and selling spot while…
This tutorial outlines the design of a simple cryptocurrency spot grid strategy. It defines an equal-difference grid around an initial price, with grid levels extending both above and below that starting point. Each level stores its price and whether a buy…
The example outlines a periodic rebalancing strategy for a portfolio held across exchange markets. It tracks each asset’s quantity and estimated value, compares that value with a target share of total portfolio value, and places a buy or sell when holdings…