Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn't mean familiar with commodity futures CTP programming. we… ( ( Read More ) )
Multi-level percentage take profit strategy
Summary Stanley Kroll mentioned in his book "Kroll on Futures Trading Strategy" that his taking profit methods is divided into three parts: when the target… ( ( Read More ) )
Quickly implement a semi-automatic quantitative trading tool
In commodity futures trading, intertemporary arbitrage are a common trading method. This kind of arbitrage is not risk-free. When the unilateral direction of the spread… ( ( Read More ) )
Application of the K-line shadow part in trading strategy
Summary The K line itself has little value, it is just a container of the price data. Starting from the lowest Tick data stream, it… ( ( Read More ) )
Cryptocurrency quantitative trading strategy exchange configuration
When beginner designs a cryptocurrency quantitative trading strategy, there are often various functions requirements. Regardless of the programming languages and platforms, they all will encounter… ( ( Read More ) )
Tick-level transaction matching mechanism developed for high-frequency strategy backtesting
Summary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the… ( ( Read More ) )
Trading strategy development experience
The purpose of this article is to describe some experience in strategy development, as well as some tips, which will allow readers to quickly grasp… ( ( Read More ) )
How does the K Line data processing in quantitative trading
When writing a quantitative trading strategy, using the K-line data, there are often cases where non-standard cycle K-line data is required. For example, 12-minute cycle… ( ( Read More ) )
"Penny Jump" Commodity Futures High Frequency Trading Strategy written by C++
Summary The market is the battleground, the buyer and the seller are always in the game, which is also the eternal theme of the trading… ( ( Read More ) )