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 ) )
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 ) )
Teach you to implement a market quotes collector
The support of market quotes data is indispensable when researching, designing and backtest trading strategies. It is not realistic to collect all the data from… ( ( Read More ) )
Based on the use of a new relative strength index in intraday strategies
Summary The traditional Relative Strength Index (RSI) uses two lines to reflect the strength of the price trend. This kind of graph can provide investors… ( ( Read More ) )