Month: December 2018

The Difference between Quantitative Trading and Subjective Trading

Quantitative trading Quantitative systemic traders, enter rules + exit rules + fund management are all quantified. The typical is the turtle trading rules. You are given the model and you know what to do. The model is written in detailed language and you can understand it. This is a systematic trading model that can be

MyLanguage basic grammar and instruction description (Part 4/4)

Preview: Example 2: Goup A buying long instructions, the closing price up cross the 5-period moving average line, according to the theoretical available 50% of funds to buy long Application in the stock model Application in filtering model 1. The instruction does not specify the number of trading lots, and the number of buying lots

MyLanguage basic grammar and instruction description (Part 3/4)

Instructions for use of the BK instruction: 1. Used for commodity futures and cryptocurrency spots or futures to open positions for buying long. 2. Used for stock market to buy, but with STOCKT0 or STOCKT0_PLUS loaded on the stock market does not appear signal // followed by the text interpretation of the use method Application

MyLanguage basic grammar and instruction description (Part 2/4)

FMZ Quant Platform Syntax 1. Writing Rules (1) All words need to be capitalized; (2) Each line of statements ends with ";"; (3) Mark the "//" before the comment line; 2. Variable Naming “O” “H” “L” “C” is a system keyword and cannot be used as a variable name. 3. Trading Order Conflicts The filter

MyLanguage basic grammar and instruction description (Part 1/4)

Grammar Operator Self-programming module supported operators Operator meaning example +Addition CLOSE+OPEN; return the sum of the closing price and the opening price. -Subtraction CLOSE-OPEN; returns the difference between the closing price and the opening price. *multiplication CLOSE*OPEN; returns the product of the closing price and the opening price. /Division CLOSE/OPEN; return quotient of the closing

Learning steps and methods of Mylanguage

Why learn programming languages: 1. The trading strategy written by others is difficult for you to adjust. I often hear people say that the previous model that runs well is not performing well recently and wants another new strategy. In fact, there is no single strategy that can adapt to the market forever. Generally, in

Options, Futures, and Other Derivatives (10th Edition)

For courses in business, economics, and financial engineering and mathematics. The definitive guide to derivatives markets, updated with contemporary examples and discussionsKnown as “the bible” to business and economics professionals and a consistent best-seller, Options, Futures, and Other Derivatives gives readers a modern look at derivatives markets. By incorporating the industry’s hottest topics, such as the securitization

Upgraded Thermostat Strategy

Strategy Name: Upgraded Thermostat Strategy Data cycle: 1H Support: Commodity Futures, Digital Currency Futures, Digital Currency Spot Main chart:upper track, formula: TOP^^MAC+N_TMPTMP; / / upper track of bolllower track, formula: BOTTOM^^MAC-N_TMPTMP;//lower track of boll Secondary chart:CMI, formula: CMI: ABS(C-REF(C,N_CMI-1))/(HHV(H,N_CMI)-LLV(L,N_CMI))*100;//0-100 the larger the value, the stronger the trend, CMI <20 is oscillation, CMI>20 is trend Backtest

Channel strategy based on ATR

Strategy name: Channel strategy based on ATR volatility index Strategy idea: Channel Adaptive Strategy, Fixed Stop + Floating Stop Data Cycle: Multi-Cycle Main chart:Draw UBAND, formula: UBAND ^^ MAC + MATR;Draw DBAND, formula: DBAND ^^ MAC-MATR; Secondary chart:none Backtest on FMZ Quant to know more Source Code: