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...
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...
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 ...
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...
The purpose of this article is to describe some experience in strategy development, as well as some tips, which will allow readers to quickly grasp the key point of trading strategy development. When ...
When writing a quantitative trading strategy, using the K-line data, there are often cases where non-standard cycle K-line data is required. For example, 12-minute cycle K-line data and 4-hour K-line ...