สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
เอกสาร 662 รายการ
This tutorial shows how to adapt a simple price-chasing strategy from one trading pair to several pairs managed by a single robot. Its buy and sell rules remain unchanged: it compares the latest price with a stored reference price and trades when the move…
This tutorial describes how to route live WebSocket market data into an existing trading strategy without editing the strategy’s own code. It uses a reusable template library that runs initialization logic before the strategy, identifies the exchange…
The document develops a rolling-position approach that reinvests realized profits into later trades to compound returns during trends. It outlines three decisions: how to enter, when to add another position after a take-profit, and when to stop. The example…
This chapter presents practical ways to refine a trading strategy before deployment. It recommends acting on real-time prices when a closing-price model delays entry or exit, while emphasizing that the benefit depends on the strategy’s logic. For parameter…
The document explains why candle-based backtests can mislead, especially for high-frequency and multi-instrument strategies. Candles omit the timing of trades and bid-ask quotes, making it hard to reconstruct simultaneous prices or realistic fills. They also…
The article proposes an automated workflow for finding relative-value baskets from a universe of instruments. It arranges log prices in a time-by-instrument matrix, uses singular value decomposition to estimate common movement and residual directions, and…
The document presents a daily pivot-point framework built from the prior session’s high, low, and close. It calculates a central pivot, three support levels, three resistance levels, and intermediate levels. The author interprets price behavior between the…
This article walks through a backtest performance-analysis routine that takes starting assets, timestamped cumulative profits, the evaluation period, and a trading-year convention. It describes how the routine derives cumulative and annualized returns,…
The document explains Average True Range (ATR) as a measure of price movement and describes how Wilder associated high readings with panic-driven declines near market lows, and low readings with quieter consolidation or market tops. It presents the…
The article proposes a relative-value strategy linking the South Korea ETF EWY with Samsung Electronics and SK Hynix. It explains why the author avoids trading the visible cash-equity versus perpetual-contract basis: trading-hour mismatches, currency…
The article compares four logistic-regression update schedules for predicting the direction of the next bar: a fixed model, per-bar online updates, periodic rolling retraining, and updates triggered by deteriorating recent loss. The models share the same…
The article outlines a framework for running a strategy across several crypto perpetual contracts using a unified set of platform functions. It describes initializing per-symbol state, retrieving contract precision and market quotes, aggregating account and…
The article presents a simple long-only strategy for crypto perpetual contracts. Starting from the current price, it places buy orders at fixed intervals below that level, increasing order size by a configured ratio as price falls. When a long position…
This document outlines a utility for collecting and monitoring perpetual futures funding rates across several exchanges. It assigns a worker thread to each platform, applies platform-specific request delays, and uses different retrieval methods depending on…
This document develops a daily trend indicator for crypto markets using the sequence of candle highs and lows. It classifies a bullish trend when both rise across consecutive days and a bearish trend when both fall. The process uses only completed daily…
This document describes a monitoring tool that collects perpetual futures funding rates from several exchanges, stores results separately for each platform, and displays them in a shared table. Exchange-specific polling intervals and market lookup methods…
This article describes a system in which several AI models receive the same market information, make independent trading decisions, and trade in separate virtual portfolios. The system ranks them by realized profit and directs the live account to follow the…
This article presents a simple cryptocurrency spot copy-trading bot that monitors one reference account and mirrors its trades in other accounts. Its detection method compares the reference account’s total base-asset holdings, including frozen balances, with…
This educational article introduces dynamic delta hedging for cryptocurrency options. It reviews the main option sensitivities: delta to the underlying price, gamma to changes in delta, theta to time decay, and vega to implied volatility. The central method…
This article explains how to expand a single-pair cryptocurrency grid strategy into a multi-asset spot system. It outlines practical design needs: retrieving aggregated market data and account balances, assigning different grid intervals and order sizes to…
This chapter explains how backtesting helps validate trading signals, check strategy logic, and uncover implementation defects, while warning that historical simulation is not a forecast of future returns. It describes several ways simulations can…
This article explains a JavaScript implementation of SuperTrend built from average true range and smoothed upper and lower bands. The indicator switches between bands as closing prices cross them, producing an upward or downward trend state. A sample…
This tutorial presents a beginner framework for testing factors across a universe of USDT perpetual futures. It starts with hourly price, volume, trade count, and aggressive-buy data, then describes factor evaluation through forward-return regressions,…
This article outlines a three-class SVM model that labels future price movement as up, down, or sideways. It describes candidate inputs from recent price changes, volatility, RSI, time of day, trade flow, and order-book depth, and discusses feature…