Summary The R-Breaker strategy was developed by Richard Saidenberg and published in 1994. It was selected as one of the top ten most profitable trading strategies by “Futures Truth” magazi...
The support of market quotes data is indispensable when researching, designing and backtest trading strategies. It is not realistic to collect all the data from every market, after all, the amount of ...
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...
Supporting CSV format file import to provide custom data source Recently, a trader needs to use his own CSV format file as a data source for FMZ platform backtest system. our platform’s backtest...
From Many friends asked me to write a grid and market maker strategy,But I generally decline directly. Regarding these strategies, first of all, you must have a strong mathematical knowledge, at least...
Summary The traditional Relative Strength Index (RSI) uses two lines to reflect the strength of the price trend. This kind of graph can provide investors with an operation basis, which is very suitabl...
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. ...
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 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 t...
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...