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 )
Upgrade Edition of Keltner Channel trading Strategy
Introduction to the Keltner Channel trading Strategy The Keltner channel is a trading system invented by Chester W. Keltner in the 1960s. Its core idea… ( Read More )
Introduction to RangeBreak Strategy
The RangeBreak strategy was originally derived from futures and foreign exchange trading and is a type of intraday breakthrough strategy. In the <<Futures Truth Magazine>>(US… ( Read More )
Trading strategy based on box theory
The origin of the box theory The first contact box theory was seen in the book <<How I Made $2,000,000 in the Stock Market>> by… ( Read More )
The evolution of "moving average line" operation
The double moving average line strategy, by establishing the m-day and n-day moving average line, which these two moving average lines must have intersections during… ( Read More )
"Chaos operation" strategy source code analysis
Lawrence primer graphic Foreword The term "chaos" originally refers to the description of the chaotic state of the universe. The idea is that the result… ( Read More )