I released a backtesting engine in the article "Study on Multi-currency Hedging Strategy of Binance Futures" (https://www.fmz.com/digest-topic/5584). And the first report is based on the… ( Read More )
What You Need to Know to Familiar with MyLanguage on FMZ -- Parameters of MyLanguage Trading Class Library
It is really simple to write trend strategies in MyLanguage. Thanks to encapsulation, we can write a strategy with only a few lines of code.… ( Read More )
High-frequency backtest system based on each transaction and the defects of K-line backtest
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… ( Read More )
Similarities and differences between commodity futures and cryptocurrency exchanges API
Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn't mean familiar with commodity futures CTP programming. we… ( Read More )
How to break through the Tick receiving limit of commodity futures
What is Tick? For example, transaction data can be imagined as a river, and Tick is the data of a section of the river. The… ( Read More )