During these five years, We are moving step by step. The FMZ Quant walk from the swamp to the bright road, we are continually always working hard to build a good quantitative trading platform. Overcome thousands of tech difficulties, from the "blockchain asset trading" to the "global commodity futures trading". Today, under months of hard work, we finally make our platform fully compatible with the "My Language".
What is the "My Language"?
The so-called "My language" is a set of programmatic functions that extend from the early stock technical indicators. Encapsulating the algorithm into a single function, users only needs to call the row function like "building block" to implement the strategy logic.
Why is the FMZ Quant platform need compatible with the My Language?
We believe that whether it is C++, Python, JavaScript or any programming language, the nature of its hosting is the same, that is, "strategy writing!" The market is like a battlefield. The strategy is like a commander, in order to survive and make profit, rather than to compare which one is more elegant in programming languages. I believe most people will agree with this view. Especially the trader in the market who came here is to make profit, not research computer science.
Although we have already supported many mainstream languages for developing strategies, we still choose to further backwards to support the function highly integrated My language. We will also support the EasyLanguage language in the future, in order to help more users and achieve cross-platform rapid development and real-time trading all around the world.
How many percent of the My language does the FMZ Quant compatible with?
We are compatible with: Data References, Statistical Functions, Mathematical Functions, Logic Loops, Time Functions, Plotting Functions, Control Functions, Signal Functions, Position Functions, Indicator Functions, Order Functions, etc…
- Support cross-contract reference
- Support cross-cycle references
- Support cross-contract and cross-cycle references
- Support cross-indicator references
- Support market Tick Data
- Support REF backtracking data reference
- Support all technical indicators
- Support one open position and one close position mode, adding position mode
- Support index data mapping main trading contract
- Support automatic shifting and changing the time of main trading contract
- …too much to say
At present, about 95% compatibility has been achieved, which has met the strategy development and real-market applications of most users. At the same time, we have deleted such as: misleading future function, optimization backtesting function, Fundamental analysis function…
To be frank, achieving full 100% compatibility is not impossible, but unnecessary. We firmly believe in and practice the concept of “strategy writing first”. In the long run, most of the strategy logic for making money is actually not complicated at all. The difficult part is to stick to these simple strategies.
In addition, some functions in the My language are repeated. For example, the functions of the three functions IF, IFELSE, and LOOP2 are exactly the same, and we have also made better adaptation and support.
Not Only Compatible, But Also Free To Expand
What if the strategy need to be highly customized? or if it is mainly a high-frequency arbitrage strategy?
Don't worry, we have already thought of it. The FMZ Quant quantitative trading platform is not only compatible with the My language, but also gives the My language extremely high scalability. When the users use the my language to write strategy, they can also "summon" the great JavaScript to help, customize the function modules, and combine the advantages of these two programming languages together(example above).
In addition, we have open sourced the underlying library of the FMZ Quant trading platform compatible with the My language, in order to facilitate the authors of the strategy to understand more deeply, see how we are compatible with the My language at the core.
What are the advantages of us after compatibility of My language?
Backtesting Accuracy
I believe that many quantitative traders have the same experience of overfitting. The reason is that on most quantitative trading platforms, backtesting K-line data is too "perfect", this "perfect" will create a "good" illusion.
For example: When using the 1-hour K-line to backtest, the problem is, Because the actual data changes that occur within 1 hour are not known, users only saw the after 1 hour results. some orders may not be executed when the k line is completed, but will be executed when in these overfitting backtest environment. A small difference, accumulated, will be very different from the real results.
Therefore, in Bar-level data backtesting, we always insist on using 99% precision Tick data, and in the backtesting, we can flexibly adjust the data granularity according to our own needs.
Software Fee
Free is often the most expensive. But for those software costs nearly 10,000 or even tens of thousands of dollars a year, how many quantitative traders can't match. We adopt a more user-friendly and flexible charging method. That is 0.1 dollar / hour, and only the users are billed when the strategy is running in the real market. Simulated trading environment and backtest trading are free.
Convenient deployment
It supports Windows, Linux, Mac, ARM architecture routers, Raspberry Pi and other operating system deployments, and even mobile phones can manage uses' trading strategies through various of parameters.
How To Use?
step 1: registration and login on FMZ Quant official website: www.fmz.com
Step 2: Enter the dashboard
Step 3: Click on the writing strategy
Step 4: Select the My language and choose the trading library.
Step 5: Write a strategy
For the strategy code writing, please refer to the My language API documentation:https://www.fmz.com/bbs-topic/2606
"Lazy boy"'s Angel
In order to take care of those "lazy boys", we have built in hundreds of various strategy modules that can be used directly, including: strategy model examples, technical indicators, morphological recognition, etc… click anywhere if you don't understand.
Trading Strategies Feast
On our official website (www.fmz.com), we have prepared a large-scale strategy feast for the quantitative traders to share a variety of, well-tested performance, trading strategy source code. At the same time, our official blog (https://blog.mathquant.com) also shares information and tutorials for quantitative trading, which include varieties of videos, articles, books and tools. No matter you are a pro or rookie, you will find useful information here.