Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn’t mean familiar with commodity futures CTP pro...
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 price is reached, one third of t...
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 continues to expand, the arbitr...
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 is divided into segments according to the time period. The first pri...
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 var...
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 backtest is to verify the logic and feasi...
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 the key point of trading strategy development. When ...
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 K-line data and 4-hour K-line ...