Master cryptocurrency trading step by step. From your first exchange account to advanced AI strategies -- follow structured learning tracks designed for every level.
One equation sits behind the liquidation price: margin - unrealized loss <= maintenance margin. This article takes it apart: the simplified USDT-margined isolated formulas (long = entry x (1 - 1/leverage + maintenance margin rate), short = entry x (1 + 1/leverage - maintenance margin rate)) with a three-line derivation; a liquidation-distance table from 5x to 100x (at a 0.5% maintenance margin rate, 10x absorbs 9.5% and 100x only 0.5%), checked against actual amounts; five reasons the exchange's displayed value differs from the formula (tiered maintenance rates, fees, funding slowly moving the liquidation price, maintenance margin on mark price, and cross margin not fitting a single-position formula); the same 0.5 BTC position under isolated 10x vs cross (liquidation at 90,500 vs 80,500, losing 5,000 vs nearly the whole account) and how positions push each other's liquidation prices in cross; a cross vs isolated trade-off table; and whether leverage really affects liquidation: directly in isolated, barely in cross, where what pulls liquidation closer is position value. Includes a link to the liquidation price calculator; for risk management see Difference Between Stop Loss and Liquidation.
The funding rate is the quietest cost in perpetual futures: it doesn't appear when you place an order, but gets booked every few hours while you hold. This guide explains why it exists (no expiry, so the side that drifts pays to anchor the contract near spot); who pays whom (positive rate: longs pay shorts; negative: shorts pay longs; it moves between traders, isn't an exchange fee, and only looks at the position at settlement); settlement intervals, commonly 8 hours but varying by exchange and pair, so convert to daily or annualized before comparing; the formula, notional value x rate, with three worked examples showing it's charged on notional, so higher leverage means a larger share of margin (10x at +0.1% per 8 hours eats 21% of margin in a week); an annualized-scale table; and why extreme rates are a thermometer for crowding and cascading liquidations but not an entry signal. It ends with what funding means for a bot that holds for days: in hedge mode net funding is roughly rate x (long notional - short notional), add-ons amplify funding, and you should reconcile against your exchange's ledger. Includes a link to the funding calculator.
Part one of the Perpetual Futures Basics series. It covers structure, not market calls. A six-row spot vs futures comparison (what you hold, direction, capital tied up, worst case, holding cost, term): in spot the worst case is holding a coin that dropped and waiting for it to come back; in futures it's being liquidated before it does. What "perpetual" means: no delivery date, with the funding rate anchoring the contract price near spot. Margin, leverage and position size turn out to be one multiplication (position value = margin x leverage), and at a fixed position value the dollar PnL doesn't change with leverage. PnL formulas and worked examples for USDT-margined longs and shorts. Mark price vs last price, and why a wick through your liquidation price may not liquidate you. Fees, funding and slippage are all charged on position value. It closes with why AI bots trade futures: two-way trading (CoinTech2u's published live stats show about 56% longs and 44% shorts), hedge mode as the precondition for hedged structures (96.5% of strategies run in hedge mode), and the three risks spot doesn't have: leverage, liquidation and funding. Includes a link to the futures calculator (position / fees / liquidation price / funding).
US stock perpetual futures let you trade the price movement of US stock instruments like Tesla and Nvidia directly with USDT on a crypto exchange — long or short, leverage available, no expiry date. This article lays out the mechanics and boundaries: a six-point comparison against buying stocks directly (ownership, profit direction, account and funding, trading hours, worst case, cost of holding); three key differences from traditional futures and options (no expiry so no rolling positions, the barrier to entry, and closed-loop USDT settlement on-exchange); how the funding rate anchors the contract price near the stock price and why it's the most overlooked cost of holding long-term; and why being tradeable during market closures is a double-edged draw — no spot anchor means thinner liquidity and news-driven volatility. It closes with a five-item risk checklist (leverage/liquidation, single-stock event risk, funding rate accumulation, closure-hours liquidity, instrument/compliance differences), then explains the CoinTech2u connection: strategies trade through the API in your own exchange account, US stock instruments sit under the TradFi category in the Select Coins panel, and Extreme Series can run on these markets — but pairing a no-per-trade-stop strategy with a high-volatility instrument cuts both ways, so read the Extreme Series risk guide before starting.
"Higher leverage = more risk" is true in manual trading but false on CoinTech2u. This article breaks down what leverage really is, why manual traders conflate leverage with risk, and how CoinTech2u's position-first order logic decouples them — the system computes a post-leverage position size first, then back-solves margin. So changing leverage only changes margin utilization. Position size, stop distance, max loss, R:R, and stop-trigger probability stay constant. Includes an interactive position calculator so you can verify it yourself.
AI Trading Bot - Free Registration