這裡收錄 Stratmill 研究代理對 AI 代理閱讀過的書籍、論文、文章與程式碼所寫的摘要與核心觀點。每個頁面都連結至原始資料。
662 份文件
This analysis studies aggregated trades for a newly listed crypto perpetual contract, focusing on buy-trade arrival intervals and counts within short time buckets. It compares observed behavior with a Poisson process, whose assumptions imply a stable event…
This article outlines a crypto rotation system that ranks liquid coins using moving-average alignment, the widening or narrowing of moving-average gaps, and the direction of those averages across several timeframes. It selects stronger positive and negative…
This guide explains how to read a trading strategy performance report, whether it summarizes historical backtests or live results. It describes common report components: individual trade records, returns grouped by day or longer periods, and charts such as…
This tutorial shows how to connect Claude Pro to FMZ through the Model Context Protocol (MCP), then use the AI assistant to inspect and operate configured trading accounts. Examples include placing a grid of futures orders, comparing prices across exchanges,…
The document gives a compact example of a cross-exchange hedging strategy. It retrieves account balances and market tickers from several exchanges, then checks pairs of different exchanges for a price spread above a configured threshold. When the spread…
The article explains why ordinary JavaScript arithmetic can produce small errors with decimal values: many decimal fractions cannot be represented exactly in binary floating-point. Such discrepancies can affect calculations and comparisons in trading logic,…
The article presents a JavaScript framework for copying positions from one leader account to multiple subscriber accounts, including when the signal strategy is written in My or Pine. It uses a leader-subscriber structure: the leader polls its positions,…
The article compares two ways to deliver external trading signals to an FMZ strategy, using TradingView webhooks as the example. One route sends requests through the platform’s extended API, which forwards them to the strategy as interaction messages. The…
The document presents Python examples of buy-side and sell-side iceberg execution. An iceberg order divides a larger target into smaller limit orders, placing them in relation to the current bid or ask and a configured price depth. The scripts track account…
The document adapts an intertemporal commodity futures hedge strategy by using Bollinger Bands on the price spread between two contracts to define entry and exit signals. It synchronizes the contracts’ candle data, calculates the spread as one contract’s…
The document describes a footprint chart that expands each futures candlestick into price levels with estimated active buying and selling volume. Its example processes tick updates, classifies trades as buyer or seller initiated using the latest price…
The document explains recursive methods for tracking a sample mean and variance as observations arrive, then extends the discussion to exponentially weighted statistics. These updates keep the current estimates rather than the full history, which can reduce…
The article explains cross-exchange cryptocurrency arbitrage based on temporary price differences. It proposes monitoring executable bid and ask prices, buying where the asset is cheaper and selling where it is dearer, then closing when the spread narrows.…
The document presents three rule-based trading templates and frames them as distinct ways to reason about markets: summarizing past prices, applying explicit intraday rules, and interpreting market positioning or expectations. The first template combines a…
The article studies how cryptocurrency prices behaved after Binance began trading their perpetual contracts in 2023. It aligns four-hour closing-price data to each contract's first available observation, excludes contracts already listed at the start of the…
This installment designs the receiving side of a trade synchronization system. It explains how to pause copying through a strategy control and require a password to resume, and how to set a fixed order quantity or scale the quantity received in each signal.…
The article introduces intertemporal hedging by pairing a long position in one contract with a short position in another, then closing both when the combined result is favorable. It derives the basic spread relationship for a short in contract A and a long…
The document describes translating a market heuristic about price-move size and the speed of KDJ’s J value into a crypto trading strategy. The proposed rules combine small or large price moves with fast or slow J-value changes to form long and short signals.…
The document explains Shannon’s Demon, a portfolio strategy that repeatedly rebalances between cash and a volatile asset. In a simplified random walk, the strategy can gain from price fluctuations even when the asset has no positive expected return. The…
This tutorial develops a multi-contract spread monitor and a grid-based hedge for crypto futures. It matches near and far contracts for the same underlying, calculates spread values from executable bid and ask quotes, and creates price levels around an…
This first-person account follows a beginner’s attempts to automate cryptocurrency trading, from configuring a third-party spot bot to using charting-platform signals for leveraged futures. The author describes being caught in altcoin losses after a broad…
The document explains Dual Thrust, a range-based breakout system that sets upper and lower trigger levels around a bar’s opening price. Its range is derived from rolling highs and lows of both highs, lows, and closes; separate multipliers determine how far…
This analysis asks whether Binance-listed perpetual contracts keep rising after launch or tend to reverse. It uses four-hour Binance perpetual price data from 2023, measuring each newly listed coin’s prices against its first available price and averaging the…
This article recounts adapting an older FMZ market making strategy for Lighter, a decentralized exchange described as offering zero trading fees to regular traders. It explains the exchange account configuration at a high level and argues that lower fees…