Preface This article introduces the design and implementation of PaperTrader, a simulation trading system based on the FMZ Quant platform and driven by real ticker conditions. The system matches order...
Preface The backtesting system of the FMZ Quant Trading Platform is a backtesting system that is constantly iterating, updating and upgrading. It adds functions and optimizes performance gradually fro...
Preface The FMZ Quant Trading Platform was established too early. At that time, there were very limited exchanges and currencies, and there were few trading modes. Therefore, the initial API design wa...
At present, there are many digital currency futures exchanges. However, as a futures derivative, there are few exchanges in the market for digital currency option trading. Deribit and BitMEX support o...
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...
Commodity futures CTP and cryptocurrency API exchange have significant differences. Familiar with cryptocurrency exchange programming trading doesn't mean familiar with commodity futures CTP programmi...
Summary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the backtest is to verify the logic and feasi...