Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
662 documentos
The article explains the Aroon indicator, which measures how many bars have elapsed since the period’s highest high and lowest low. Aroon Up and Aroon Down range from zero to one hundred; their relative position is used to assess trend direction, while…
This article adapts a fixed-allocation rebalancing idea to Bitcoin and cash. It begins from equal market values, calculates half the gap between cash and the Bitcoin position, and trades when the imbalance exceeds a threshold. When Bitcoin’s value rises…
This guide explains how FMZ trading terminal plugins can run short, task-specific scripts for manual trading. It distinguishes immediate execution, intended for brief tasks, from background execution, which runs like a bot and is suited to longer strategies.…
This update reviews how competition has altered a cryptocurrency perpetual funding-rate arbitrage approach. It reports that positive entry premiums and extreme negative premiums had become less common, while slippage made attempts to capture premium…
This article explains two approaches to trading repeated price swings: equilibrium rebalancing and fixed-level grids. Equilibrium trading maintains a target split between cash and coin, selling when the coin allocation rises above its target and buying when…
The document describes Penny Jump, a high-frequency idea that reacts to unusually large displayed limit orders. It interprets a large bid as possible buying support, then proposes placing a bid one tick above that price to improve queue position. If the…
This article presents a long-only dynamic grid framework for linear perpetual contracts that separates trade timing from total capital allocation. The grid sets entry and batch exit levels, with spacing constrained by minimum and maximum bounds, recent ATR…
This research examines dynamic delta hedging for Bitcoin options using adjustments informed by the implied volatility smile. It compares standard Black–Scholes delta with several smile-based and locally parameterized alternatives, including methods designed…
This document outlines a Python framework for managing a strategy across several cryptocurrency perpetual contracts. It organizes shared state by symbol and separates initialization, market-data updates, contract precision lookup, account and position…
The document shows how to run exchange requests concurrently from a JavaScript trading strategy by calling Go-backed asynchronous functions. It begins with sequential order-book requests and explains that waiting on each request in turn can add latency,…
This article turns a rolling-position idea into a rule-based trading framework. It proposes using EMA5 and EMA10 crossovers to enter long or short positions, then checking whether the moving-average relationship still supports the trade after each…
The document introduces value at risk as an estimate of portfolio loss over a chosen horizon at a specified confidence level. It outlines parametric, historical simulation, and Monte Carlo approaches, then focuses on historical simulation: calculate…
This analysis examines the first part of an OKCoin strategy ported to FMZ. It explains how the bot builds a short rolling price series from weighted prices across the first three order-book levels, and estimates recent trade volume with an exponentially…
APFF is a framework for ranking a changing universe of crypto perpetual futures and combining interpretable signals into a long-short portfolio. Its seed factors cover momentum, short-term reversal, funding, premium, and open-interest behavior.…
This tutorial proposes pairing a rule-based bidirectional grid with an AI-assisted workflow. The grid handles routine entries and exits, while workflow nodes monitor market data and positions, check trigger and cooldown conditions, gather sentiment…
The article explains a rule-based dollar-cost averaging approach in which a trader opens an initial position, adds to it when price reaches specified decline thresholds, and exits at a profit target or stop loss. The order size may stay constant or grow by a…
This study uses one day of aggregated HOOK/USDT trade data to examine buy volume over different time intervals, trade frequency, and price impact. It argues that interval-level volume distributions can be approximated by scaling a model of single-trade…
This article distills advice attributed to 19 cryptocurrency traders, focusing on habits for handling volatile markets. It recommends writing a plan with clear entry, exit, and contingency rules, then following it when preset conditions occur. It also…
This tutorial explains a trend-following use of Keltner channels. It first describes a channel built around an average price and a range-based width, then presents an upgraded version using an exponential moving average for the center line and average true…
This article outlines a system that turns an analyst’s posts on X into potential trades in US equity perpetual futures. It proposes collecting posts through an RSS feed, asking a language model to identify explicitly named tickers and classify direction and…
This beginner-oriented tutorial describes a directional futures strategy that looks for local turning points in two exponential moving averages. It opens long when both averages turn upward and short when both turn downward, closing an opposing position…
This tutorial designs a deliberately random dYdX futures strategy to illustrate automated trading logic. It chooses long or short at random, enters using order-book prices with a slippage allowance, and exits at fixed profit or loss thresholds. After a loss,…
The document describes short-running plugins that add manual trading helpers to a trading terminal. Immediate plugins execute code through a debugging process, can return a chart or table, and have a stated runtime limit; longer-running tasks use background…
The document explains how separate live trading strategies can exchange signals and data through a broker using a platform's communication interface. It outlines a publisher and subscriber architecture: strategies connect as clients, while a protocol server…