สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
เอกสาร 662 รายการ
This article presents a short-term trading idea based on a claimed lead-lag relationship between two related crypto contracts. When the leading contract moves, the strategy measures the relative price change and trades the lagging contract if the difference…
This document describes a signal-routing setup in which a TradingView Pine alert sends a webhook message to a locally hosted service, which then forwards a command through FMZ’s API to a running trading bot. It covers configuring the alert’s expiration,…
This article examines a proposed strategy that takes opposing BTC and ETH perpetual positions based on their relative moves. It explains why equal contract counts do not create a balanced hedge, then describes estimating ETH’s return beta against BTC,…
This document explains a threshold-based rebalancing strategy adapted from a stock-and-bond allocation model to a cash and Bitcoin portfolio. It starts with equal values in cash and BTC, then sells BTC after appreciation or buys it after a decline when the…
The document presents an FMZ teaching strategy that adds positions at successive price levels spaced by multiples of ATR. It builds short positions when price rises through upper levels and long positions when price falls through lower levels, increasing the…
The article studies whether a predictable change in the displayed 24-hour return can influence later prices. As older price moves leave the rolling window, the displayed return changes mechanically even if the current price stays flat. The proposed signal…
This tutorial introduces FMZ as an interface for interacting with Ethereum through an RPC node. It explains the platform setup at a high level, then demonstrates querying an address balance, identifying the connected chain, and retrieving gas-price…
The document explains a workflow for sizing futures orders from a percentage of available account balance, then attaching conditional take-profit and stop-loss orders after an entry fills. Its quantity method converts the chosen balance allocation into coin…
This essay presents trading as a sequence of uncertain outcomes rather than a contest in precise forecasting. It argues that emotional habits such as taking small profits while holding losses, seeking quick gains through large positions or short-term…
This hands-on guide describes connecting FMZ to Vertex, a decentralized exchange with spot and perpetual markets. It explains wallet and subaccount configuration, the use of a wallet or delegated signing key, and the need to account for USDC costs on…
This guide compares two ways to deliver external trading signals, such as alerts from a charting system, to a running FMZ strategy. With the platform extension API, an external request is forwarded through the platform and received by the strategy as an…
This platform guide explains how to configure strategy inputs and runtime interaction controls. It covers numeric, Boolean, string, dropdown, and encrypted-string parameters, along with required versus optional values, grouping, and filters that show or hide…
The article proposes a long-only grid strategy for crypto contracts, motivated by the view that a long position has a bounded loss if the asset falls to zero while potential gains are not similarly capped. It places successive buy orders at intervals below…
This article outlines a relative-value strategy that trades two futures contracts on the same cryptocurrency with different expiries. It treats their price difference as a spread that may revert toward its recent range. The example uses weekly and quarterly…
The author describes a high-frequency strategy traded on a newly listed crypto perpetual contract during a period of heavy volume, sharp price swings, and large differences between futures and spot prices. The account reportedly grew from 100 USDT to 8,800…
The article weighs the effects of adding stop logic to a frequent crypto trading strategy. Its example estimates the theoretical gain or missed profit from canceled orders by recording their prices and quantities, then comparing those prices with later…
This research explores two approaches to trading baskets of Binance perpetual contracts. The first shorts a selected group of altcoins while holding a similarly valued Bitcoin position, aiming to reduce exposure to broad market moves. The second compares…
This overview introduces six approaches for newer cryptocurrency traders: long-term holding with scheduled purchases, day trading, scalping, swing trading, RSI signals, and avoiding coordinated pump groups. It describes the basic time horizon or decision…
The document outlines an automated workflow for combining cryptocurrency market data and news into recurring trading reports. It collects candlesticks across 15-minute, hourly, and daily intervals, standardizes and merges them, and retrieves recent articles…
The document explains HANS123, an intraday breakout method that uses the opening range to set the day’s trading boundaries. In its futures example, the strategy measures the high and low of the first 30 one-minute bars, then takes a long position if price…
This personal account traces the author’s path from hardware development into cryptocurrency mining and automated trading. It describes early Litecoin mining, holding coins through a severe decline, and later selling during a recovery. The trading discussion…
This introductory example shows how to monitor an exchange announcement page for new listings. It repeatedly requests the page, parses its HTML, and checks whether the link for the latest announcement has changed. When it detects a new link, it logs a…
This introductory example shows how to monitor an exchange announcement page for new listings. It repeatedly requests the page, parses its HTML, and checks whether the link for the latest announcement has changed. When it detects a new link, it logs a…
This article presents prompt design as one part of building an AI-assisted trading system. It argues that instructions should provide current market and account context, specify the desired decision format, and define the model’s role and risk constraints.…