Looking at a not-so-reliable trading idea — the K-line area trading strategy, in this article, we will explore the concept and try to implement the script. Main Idea of the K-Line Area Strategy ...
In the previous article, various methods for calculating mid-price were introduced, and a revised mid-price was proposed. In this article, we will delve deeper into this topic. Data Required We need o...
The previous article demonstrated the need for dynamically adjusting parameters and how to evaluate the quality of estimates by studying the order arrival intervals. This article will focus on depth d...
In the previous article, I introduced how to model cumulative trading volume and analyzed the phenomenon of price impact. In this article, I will continue to analyze the trades order data. YGG recentl...
Accumulated Trading Amount Modeling In the previous article, we derived an expression for the probability of a single trade amount being greater than a certain value. We are also interested in the dis...
I have written two articles on high-frequency trading of digital currencies, namely “Digital Currency High-Frequency Strategy Detailed Introduction” and “Earn 80 Times in 5 Days, the...
In the initial design of FMZ strategy, if asynchronous concurrent operations are required, the exchange.Go() function can only be used to achieve concurrent execution of FMZ encapsulated int...
When designing trend strategies, it is often necessary to have a sufficient number of K-line bars for calculating indicators. The calculation of indicators relies on the data provided by the exch...
I wrote an article in 2020 introducing high-frequency strategies, https://www.fmz.com/bbs-topic/9750. Although it received quite a bit of attention, it was not very in-depth. More than two years ...
If the price of Bitcoin is going to be the same as it is today, what strategy will you take to make profits? It is easy to think of a way to sell when the price rises, and buy when it falls, and earn ...