Summary Unlike other technical indicators, "Ease of Movement Value" reflects changes in price, volume, and popularity. It is a technology that combines prices and volume… ( Read More )
Deviation rate BIAS trading strategy
Summary As the saying goes, This world will seperate after long time united. Also will do the opposite after long time pliting. And this phenomenon… ( Read More )
Evaluation of backtest capital curve using "pyfolio" tool
Foreword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so… ( Read More )
Python version of Commodity Futures Intertemporal Bollinger Hedge Strategy (Study purpose only)
The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price difference is more subjective.… ( Read More )
Interfacing with FMZ robot using "Tradingview" indicator
Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and various docking is a very complete… ( Read More )
Commodity "futures and spots" Arbitrage Chart Based on FMZ Fundamental Data
Summary Some people may be unfamiliar with the word "arbitrage", but "arbitrage" is very common in real life. For example, the owner of a convenience… ( Read More )
High-frequency backtest system based on each transaction and the defects of K-line backtest
When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line… ( Read More )
Python version of commodity futures intertemporal hedging strategy
Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this strategy is a simple teaching strategy, intended to show the design… ( Read More )
Some Thoughts on the Logic of Crypto Currency Futures Trading
Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven't… ( Read More )
Crocodile line trading system Python version
Summary People who have done financial trading will probably have an experience. Sometimes the price fluctuations are regular, but more often it shows an unstable… ( Read More )