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.
682 documentos
This article outlines a Turtle-style trend-following system for stocks. It frames a complete trading plan around market selection, position size, entry, loss exits, profitable exits, and trade rules. Position size is tied to account equity and the 20-day…
The document explains why futures backtests need a method for joining contracts with different expiries and prices. It compares three approaches: Panama adjustment, proportional adjustment, and a rollover series that blends adjacent contracts over several…
The document presents a question about why simulated market purchases do not appear to match the requested quantity. The example submits a market buy for ten ETH once per hour, then logs the order, trades, and account state. In the shown log, the order…
The document describes an intraday volatility breakout approach proposed for EUR/USD and the DAX on 30-minute and hourly charts. It compares a one-period average true range with an average daily high-low range calculated over the prior three days. When…
The announcement describes a change to FMZ automated trading bot charges: billing is calculated in hourly periods beginning when a bot starts, with a minimum charge for the initial hour. Stopping a bot does not pause that hour, and restarting within the same…
This example concerns displaying two live price series on a chart with separate vertical axes. The configuration defines a primary axis for one market and a secondary axis on the opposite side for another, with labels formatted in USDT. The script then…
The essay argues that short-term traders should place individual trades within a broader strategy. It describes adapting to brief, fast-moving market themes: smaller traders may benefit from flexible entries and exits, while large investors need greater…
This tutorial distinguishes bar data from tick data and explains why the distinction matters when handling market time. Bars summarize open, high, low, close, and volume over a chosen interval. The text describes a common domestic tick snapshot as a frequent…
This article frames trading-server selection around stability, latency, and computing performance. It argues that a home computer and consumer internet connection can introduce interruptions or competing workload, and suggests placing a trading process on a…
This tutorial describes a market data layer for an event-driven trading system. An abstract DataHandler interface lets strategies and portfolios access data through the same methods in historical simulations and live trading, reducing the need to duplicate…
This Chinese-language post outlines a stock screen using daily amplitude above 1 and a day’s maximum decline between 4% and 5% in magnitude, then ranking qualifying stocks by a measure described as fund strength. The accompanying discussion frames the sharp…
This announcement outlines a multi-factor strategy for OKX that ranks a universe of coins by a composite factor value and divides them into three roughly equal groups. It proposes going long the lowest-ranked group and short the highest-ranked group. If…
This document presents source code for a technical analysis library, with implementations shown in JavaScript and C++ and a title that also refers to Python. Shared helper routines handle missing values, moving differences, rolling sums and averages, and…
This article recommends five books as an entry path into quantitative and algorithmic trading. It starts with accessible overviews of retail systematic trading and professional quant funds, then points readers toward execution algorithms and exchange…
The article discusses why a systematic strategy can lose effectiveness as market behavior, participant expectations, trading rules, or strategy usage change. It raises strategy capacity as a concern: if many traders adopt similar signals, their combined…
This teaching example builds a continuously polling order-placement bot around the current bid and ask. It cancels all existing pending orders, computes the midpoint, and places buy orders below it and sell orders above it at successive spread intervals.…
This tutorial demonstrates how to calculate MACD and Stochastic RSI from candle records and plot their values alongside price candles. It describes MACD’s three output series—DIF, DEA, and histogram—and shows how a chart can update the latest bar while…
This tutorial outlines how to connect Polymarket through FMZ and use its exchange interface to inspect markets, retrieve prices and order-book depth, check balances and positions, place or cancel orders, and redeem eligible positions. It explains that valid…
The document explains short puts as a mildly bullish to neutral strategy: the seller collects premium if the underlying stays above the strike, while gains are limited and losses can grow if the price falls. It proposes selling slightly out-of-the-money puts…
This reflective account traces a trader’s attempts to find reliable market predictions. The author moves from familiar indicators such as MACD, KDJ, and RSI to custom indicator programming, time-series methods including ARIMA and GARCH, neural networks,…
This introductory guide explains foundational concepts for automated cryptocurrency trading, using the FMZ platform as its main example. It covers exchange accounts and internal asset wallets, APIs for market data and order actions, and API keys with…
This guide defines a price gap as a discontinuity between consecutive bars and describes how chartists interpret gaps in relation to trends. Common gaps are small and frequent, and often fill, so the document treats them as offering little directional…
The document describes a daily directional forecasting strategy for SPY using a quadratic discriminant analysis model trained on the prior two S&P 500 returns. It maps predicted up days to a fixed long position and predicted down days to a fixed short…
The document explains a limit order tactic for investors who want to buy a stock at a better price than the current ask. It first distinguishes investors, who take liquidity with marketable orders, from market makers, who post bids and offers to earn the…