Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.
662 dokument
This document outlines a Dual Thrust breakout system attributed to Michael Chalek and shows how it is expressed in FMZ Mylanguage. The method uses a lookback range built from recent highs, lows, and closes. At the next session’s open, it sets upper and lower…
The document explains how stale position data from a digital currency exchange can cause a futures strategy to submit duplicate opening orders. Limit orders may fill quickly even while the position interface still reports the earlier position, leading the…
The article presents Larry Connors’ short-term RSI(2) mean-reversion approach, which seeks pullbacks within a broader trend. A long-term moving average defines the trend regime, while very low RSI readings signal potential long entries in an uptrend and very…
This strategy treats the regression slope of a smoothed price range as a measure of market speed or momentum. It calculates the highest high and lowest low over 35 bars, averages those two levels, smooths that midpoint with a moving average, and measures the…
This article explains a JavaScript implementation of the Fisher Transform and how to plot its output alongside candlestick prices on FMZ. The indicator starts with each bar’s midpoint, normalizes it against the period’s highest high and lowest low, smooths…
The article describes integrating Jev, a model that returns choices, scores, or probabilities, into a Binance USDT-margined perpetual strategy. It feeds the model order-book data, recent trades, short-term price changes, and volatility, while local code…
The document teaches a basic intraday strategy built around Bollinger Bands and shows how to implement it with a JavaScript CTA framework. It describes the bands as a moving-average centerline with upper and lower boundaries derived from price dispersion, so…
This tutorial explains how to translate a MyLanguage crossover strategy into JavaScript. The example calculates a WaveTrend-style oscillator from typical price using exponential averages, then smooths it with MyLanguage’s weighted SMA. Because the platform’s…
The document introduces relative strength as a momentum approach: compare assets with a market benchmark or with one another, favor stronger performers, and reduce exposure to weaker ones. It says the method is most suited to markets with clear trends and…
This article addresses how to choose an options contract after forming a directional view. It proposes comparing contracts across strikes, expiries, implied-volatility valuations, and execution conditions, pooling candidates from Deribit, Binance, and OKX.…
This tutorial explains how to call FMZ’s extension API from JavaScript. It walks through constructing requests, signing parameters with an MD5 hash, and calling API methods. The examples cover retrieving a node list, sending a message to another robot with…
This article describes a two-way workflow connecting an AI agent, the AI-Trader signal platform, and FMZ strategy execution. In one path, an agent uses FMZ’s MCP interface to read data from a running strategy and publish a corresponding signal. In the other,…
This Chinese course chapter introduces commodity trading advisors (CTAs), describing trend following, mean reversion, arbitrage, and strategies across different holding periods. It explains trend-following returns as a pattern of frequent small losses and…
This example addresses exchange API request limits that can arise when several trading bots need the same instrument data. It proposes a market-data relay: one provider bot requests candlestick data from the exchange, keeps the latest records in memory, and…
This tutorial describes a simple market-data collector for quantitative research and strategy backtesting. A Python trading bot requests exchange candlesticks and stores completed bars in MongoDB, initially writing the available history and then appending…
This overview introduces grid trading as a way to trade price fluctuations without forecasting a single market direction. It explains the basic approach of placing buy and sell orders at price levels across a range, then compares this with rebalancing, which…
This teaching example demonstrates a two-contract commodity futures hedge that monitors the price difference between contracts A and B. It opens opposing positions when the spread exceeds a configured threshold, then closes them when the spread reaches a…
This article builds a Bitcoin trading agent with a recurrent neural network and Proximal Policy Optimization. The policy selects among holding, buying, or selling, while a custom backtest environment returns rewards based on changes in account value relative…
This tutorial explains time-series bars and tick data, then uses a simple EMA crossover strategy to connect market data with backtesting. It describes OHLCV bars and finer-grained snapshots, noting that smaller data intervals can represent intraperiod price…
This guide describes how to connect to dYdX v4 and use its indexer and chain interfaces for market data, account and position queries, orders, transfers, and transaction lookups. It distinguishes the indexer, which serves REST and WebSocket data, from…
The article explains Penny Jump as a high-frequency tactic that looks for unusually large displayed orders in the book. A trader may step ahead of a large bid by one price increment, hoping to benefit if the bid supports the market and prices rise, or to…
This document describes a monitoring system for price differences between decentralized and centralized exchanges. It groups configured venues by exchange type, normalizes symbol names that vary across platforms, loads market precision, and requests order…
The document develops the Psychological Line (PSY), an indicator that measures the share of rising bars over a lookback period, into a directional strength measure. The basic count treats every up or down bar equally, so it misses the size of price moves.…
This article explains a one-times-leveraged short position in a coin-margined perpetual contract as a way to seek funding payments while keeping the position’s dollar value relatively stable. It describes how fixed-value contracts change the amount of coin…