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Exploration of Counter-Trend Short-Term Mean Reversion Strategy: A Learning Practice of “Volatility Statistical Arbitrage”

A Brief Discussion on the Development Record of A Cryptocurrency Trend Indicator

Visual Enhancement Tool! Use Renko and Heikin Ashi to Understand Market Trends on FMZ

Building A Multi-Account Walkthrough System That Supports MyLanguage and Pine Strategy Language Based on FMZ

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Wednesday, July 2, 2025
  • Strategies

High frequency backtesting system based on transaction by transaction and defects of K-line backtesting

I released a backtesting engine in the article “Study on Multi-currency Hedging Strategy of Binance Futures” (https://www.fmz.com/digest-topic/5584). And the first report is based on the o...

Lydia
November 30, 2022
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What You Need to Know to Familiar with MyLanguage on FMZ — Parameters of MyLanguage Trading Class Library

It is really simple to write trend strategies in MyLanguage. Thanks to encapsulation, we can write a strategy with only a few lines of code. In addition to querying MyLanguage Doc: MyLanguage Doc of F...

Lydia
November 29, 2022
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What You Need to Know to Familiar with MyLanguage on FMZ — Interface Charts

In the previous article, we have learned about the template parameters of the “MyLanguage Trading Class Library” of MyLanguage. This template comes with the creation of MyLanguage strategy...

Lydia
November 29, 2022
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  • Experience

Take you to analyze the Sharpe ratio, maximum drawdown, return rate and other indicator algorithms in the strategy backtesting

Some performance indicator algorithms of the strategy are often discussed by group members, and an algorithm has also been disclosed in the API document of FMZ. However, it is not easy to understand w...

Lydia
November 28, 2022
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Modeling and Analysis of Bitcoin Volatility Based on ARMA-EGARCH Model

Recently, I have made some analysis on the volatility of Bitcoin, which is wordy and spontaneous. So I simply share some of my understanding and code as follows. My ability is limited, and the code is...

Lydia
November 15, 2022
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  • Strategies

[Binance Championship] Binance Delivery Contract Strategy 3 – Butterfly Hedging

Recently, Binance futures launched the second “Binance Championship” (address: https://www.binancezh.com/cn/futures/activity/anniversary-competition/129-38599440). The official FMZ Quant p...

Lydia
November 11, 2022
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The Use of Servers in Quantitative Trading

When we carry out the programming and quantitative trading, we can use any device to run the quantitative trading program (a robot program that operates the account to trade according to a certain tra...

Lydia
November 11, 2022
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Solution to Get the http Request Message Sent by the Docker

When testing and debugging the strategy code, or running the robot on the real bot, the exchange interface often reports errors. At this time, go to the exchange interface API document to query the re...

Lydia
November 10, 2022
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A brief explanation of why it is not feasible to achieve asset movement on OKX through a contract hedging strategy

Recently, OKX currencies have become game coins, and many of bros are considering whether it is feasible to transfer the “game coins” out by contract hedging to realize losses and profits ...

Lydia
November 10, 2022
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Detailed Explanation of Futures Backhand Doubling Algorithm Strategy Notes

This strategy is a strategy that was applied to Digital Currency 796 Futures Exchange long time ago. Futures contracts are currency-based, that is, the margin is deducted by currency (for example, BTC...

Lydia
November 10, 2022
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