Many developers who write strategies in Python want to put the strategy code files locally, worrying about the safety of the strategy. As a solution proposed in the FMZ API document: Strategy security...
Summary As the saying goes, This world will seperate after long time united. Also will do the opposite after long time pliting. And this phenomenon also exists in the futures market. There is no varie...
Foreword A few days ago, it was found that the profit and loss curve output of the FMZ strategy backtest result was relatively simple, so I thought about whether to obtain the income result data and t...
Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and various docking is a very complete financia...
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 backtest, which verified the eff...
Previous article Teach you to implement a market quotes collector taught you how to implement a market collector. We have implemented a robot program that collects market quotes together. Ho...
Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequency. The data returned by each market and tradin...
It is completely transplanted from the "CTP Commodity Futures Variety Moving Average Strategy". Since the Python version of the commodity futures strategy does not yet have a multi-variety strategy, t...
Summary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the backtest is to verify the logic and feasi...
Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts of the hedging strategy from the most clas...