Skip to content

FMZ Quant

Building An Extraordinary Quantitative World

  • Home
  • Announcement
  • Strategies
  • Experience
  • Reading List
  • Tools
  • Tutorials

Tag: backtesting

  • Home
  • backtesting
  • Page 3
Lydia
Balanced Pending Order Strategy (Teaching Strategy)
Posted on December 19, 2022May 8, 2025

Balanced Pending Order Strategy (Teaching Strategy)

The essence of the strategy described in this article is a dynamic balance strategy, that is, the value of the balance currency is always equal… ( Read More )

Lydia
Thoughts on asset movement through contract hedging strategy
Posted on December 19, 2022May 8, 2025

Thoughts on asset movement through contract hedging strategy

Recently, there has been a lot of news about the digital currency market and the exchange. For a time, all currency friends were in a… ( Read More )

Lydia
Many years later, you will find this article is the most valuable one in your investment career - find out where the returns and risks come from
Posted on December 19, 2022May 8, 2025

Many years later, you will find this article is the most valuable one in your investment career - find out where the returns and risks come from

Many years later, Ah Jiu, who has grown up, recalled his childhood youthful years, he forgot the Golden Cross and the Bearish Crossover, he forgot… ( Read More )

Lydia
The Journey of Detours from an Experienced Programmer
Posted on December 9, 2022May 8, 2025

The Journey of Detours from an Experienced Programmer

I. Preface Women are afraid to marry the wrong man, while men are afraid to enter the wrong profession. This sentence is really engraved on… ( Read More )

Lydia
Example of Python MACD drawing
Posted on December 1, 2022May 8, 2025

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 )

Lydia
Dynamic Balance Strategy Based on the Digital Currency
Posted on December 1, 2022May 8, 2025

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 )

Lydia
High frequency backtesting system based on transaction by transaction and defects of K-line backtesting
Posted on November 30, 2022May 8, 2025

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 )

Lydia
What You Need to Know to Familiar with MyLanguage on FMZ -- Parameters of MyLanguage Trading Class Library
Posted on November 29, 2022May 8, 2025

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 )

Lydia
What You Need to Know to Familiar with MyLanguage on FMZ -- Interface Charts
Posted on November 29, 2022May 8, 2025

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 )

Lydia
Take you to analyze the Sharpe ratio, maximum drawdown, return rate and other indicator algorithms in the strategy backtesting
Posted on November 28, 2022May 8, 2025

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 )

Posts navigation

Older
Next

Categories

  • Announcement
  • Books
  • Crypto News
  • Experience
  • Reading List
  • Strategies
  • Tutorials

Recent Posts

  • Design of Real Ticker Driven Simulation Trading System Based on FMZ Quant Trading Platform
  • Using AI to Learn Strategy Design Reversely: A New Way to Improve Quantitative Trading Skills
  • The Go-Anywhere Quantitative Journey Starts from FMZ
  • Quantitative Practice of DEX Exchanges (4) - Strategy Access Test of WOOFi / EdgeX
  • Practice of Web3 Tron Encapsulated and Access to SunSwap DEX Based on FMZ Platform

Recent Comments

  • Ruby on Channel strategy based on ATR volatility indicator

Archives

  • May 2025
  • April 2025
  • March 2025
  • February 2025
  • January 2025
  • December 2024
  • November 2024
  • October 2024
  • September 2024
  • August 2024
  • July 2024
  • April 2024
  • February 2024
  • January 2024
  • December 2023
  • November 2023
  • October 2023
  • August 2023
  • July 2023
  • June 2023
  • April 2023
  • March 2023
  • February 2023
  • January 2023
  • December 2022
  • November 2022
  • October 2022
  • September 2022
  • August 2022
  • July 2022
  • April 2022
  • August 2020
  • July 2020
  • June 2020
  • May 2020
  • October 2019
  • September 2019
  • August 2019
  • July 2019
  • May 2019
  • April 2019
  • March 2019
  • February 2019
  • January 2019
  • December 2018

Meta

  • Log in
  • Entries feed
  • Comments feed
  • WordPress.org
Copyright © 2025 FMZ Quant. All Rights Reserved | Corpopress by Theme Palace