Just a rough simulation, so that everyone has a specific concept of the amount of lost margins. You can download the notebook and upload it to the FMZ research environment, and run the code yourself. ...
The original research report address: https://www.fmz.com/digest-topic/5584 You can read it first, this article won't have duplicate content. This article will highlights the optimization pr...
Click the research button on the Dashboard page, and then click the arrow to enter. Open the uploaded .pynb suffix file and press shift + enter to run line by line. There are basic tutorials in the us...
Summary Parabolic steering is a very strange technical analysis indicator, invented by Welles Wilder, the full name of the abbreviation is "Stop and Reverse", referred to as "SAR". This is a very simp...
There are many interesting strategies on the square page (https://www.fmz.com/square) of the FMZ Quant platform. Back then, most of the cryptocurrency exchanges API interface were using the rest&...
Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn't mean familiar with commodity futures CTP programmi...
Summary Stanley Kroll mentioned in his book "Kroll on Futures Trading Strategy" that his taking profit methods is divided into three parts: when the target price is reached, one third of the position ...
In commodity futures trading, intertemporary arbitrage are a common trading method. This kind of arbitrage is not risk-free. When the unilateral direction of the spread continues to expand, the arbitr...
Summary The K line itself has little value, it is just a container of the price data. Starting from the lowest Tick data stream, it is divided into segments according to the time period. The first pri...
When beginner designs a cryptocurrency quantitative trading strategy, there are often various functions requirements. Regardless of the programming languages and platforms, they all will encounter var...