JavaScript Version Strategy address: https://www.fmz.com/strategy/345 In this article, let's practice porting a simple JavaScript strategy. Through the strategy porting, we can become more familiar with… ( Read More )
Cross-period Arbitrage Strategy of Digital Currency Based on Bollinger Band
I. Summary George Soros put forward an important proposition in "The Alchemy of Finance" written in 1987: I believe the market prices are always wrong… ( Read More )
Example of Python MACD drawing
As a matter of fact, before making this example code, there is already a JavaScript version of the MACD indicator drawing example on the strategy… ( Read More )
Dynamic Balance Strategy Based on the Digital Currency
I. Summary Benjamin Graham, Warren Buffett's mentor, has mentioned a dynamic balance trading mode of stocks and bonds in the book "The Intelligent Investor". The… ( Read More )
SuperTrend V.1 -- Super Trend Line System
I. Origin of the story Mr. Ran, my good friend, has observed this indicator for a long time and recommended it to me before the… ( Read More )
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… ( Read More )
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.… ( Read More )
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… ( Read More )
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… ( Read More )
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… ( Read More )