The following code just a framework of above ideas, you need adjust the detail for your trading choices. Also, please beware of the exchanges houses commission fee and other restriction policy. Coding...
Support C++ 11, compatible with various platforms (Windows/Linux/Mac). Cloud compile. for more information, please see: https://www.fmz.com/bbs-topic/2293...
The commodity futures library implements the strategic framework of the $.CTA function. With this strategy framework, a multi-variety strategy of concurrent stable and real market strategy can be achi...
Background In 1994, Covel picked up an issue ofFinancial World and skimmed through an article titled “Wall Street’s TopPlayers.” Amongst famous investors like George Soros and Julian...