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...
Summary In the previous section, we showed you how to read the strategy backtesting performance report by focusing on several important performance indicators. In fact, it is not hard to write a strat...
Summary The significance and importance of backtesting is undoubted. When doing quantitative backtesting, the strategy should be placed in the historical environment as real and close as possible. If ...