I. Origin of the story Mr. Ran, my good friend, has observed this indicator for a long time and recommended it to me before the… ( Read More )
RSI2 Mean Reversion Strategy using in futures
Larry Connors RSI2 Mean Reversion Strategy From Many friends asked me to write a grid and market maker strategy,But I generally decline directly. Regarding these… ( Read More )
Solution of numerical calculation accuracy problem in JavaScript strategy design
When writing JavaScript strategies, due to some problems of the scripting language itself, it often leads to numerical accuracy problems in calculations. It has a… ( Read More )
FMEX trading unlocks the optimal order volume optimization Part 2
The collapse of FMEX has harmed many people, but it recently came up with a restart plan and formulated rules similar to the original mining… ( Read More )
FMEX trading unlocks the optimal order volume optimization
FMEX's shutdown has entrapped a lot of traders, it recently came up with a restart plan, and developed rules similar to the original "trading is… ( Read More )
Analysis and Realization of Commodity Futures Volume Footprint Chart
Summary Quantum footprint chart is an advanced chart analysis tool, the English name is "Footprint Charts". It shows the trading activity of each price in… ( Read More )
Simple Volatility EMV Strategy
Summary Unlike other technical indicators, "Ease of Movement Value" reflects changes in price, volume, and popularity. It is a technology that combines prices and volume… ( Read More )
Evaluation of backtest capital curve using "pyfolio" tool
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… ( Read More )
Python version of Commodity Futures Intertemporal Bollinger Hedge Strategy (Study purpose only)
The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price difference is more subjective.… ( Read More )
Commodity "futures and spots" Arbitrage Chart Based on FMZ Fundamental Data
Summary Some people may be unfamiliar with the word "arbitrage", but "arbitrage" is very common in real life. For example, the owner of a convenience… ( Read More )