When carrying out an algorithmic trading strategy it is tempting to consider the annualised return as the most useful performance metric. However, there are many flaws with using this measure in isola

Backtesting is the research process of applying a trading strategy idea to historical data in order to ascertain past performance. In particular, a backtester makes no guarantee about the future perfo

Traders and investors can turn precise entry, exit and money management rules into automated trading systems that allow computers to execute and monitor the trades. One of the biggest attractions of s

The term “stock exchange” tends to conjure up images of a room crowded with men in suits – one hand pressing phone firmly to ear, the other waving furiously in the air. And once upon a time those icon

Intro To Algo Trading I discussed the different types of trading which includes algorithmic, discretionary, and hybrid trading. Let’s say you are intrigued by algorithmic trading. What is it exactl

Bernard Baruch was born in 1870 in South Carolina and graduated from the City College of New York. Baruch is a successful example of starting from scratch and a stock trader who is good at grasping op

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function main(){ var tradesData = ""; while(true){ var huobiTrades = exchanges[0].GetTrades()[0];

”` var account = _C(exchanges[0].GetAccount); // Get the account information before the strategy starts running, and then assign it to the global variable account var coinValue = {};

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”` cpp auto d = exchange.GetDepth(); if (d.Valid) { Log(d.Asks[0], d.Bids[0]); } TId ffff; auto ff=exchange.Go(“Sell”,d.Bids[0].Price,0.05); if(ff.wait(ffff)){

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In the Forex trading system, the Pivot Points trading method is a classic trading strategy. Pivot Points is a very simple resistance support system. Based on yesterday’s highest, lowest and closing p

最近在学量化，也没啥基础，敲点东西慢慢来。 今天敲了个小脚本用于统计最近50天(貌似平台用OK模拟回测只能50天？)的单边行情(连续上涨或连续下跌)出现次数。 本来是想写个↓ 《识别震荡与趋势，真的很简单！》 https://www.fmz.cn/bbs-topic/1638 利用后一周期的新低来对比此周期的新高，这种思想来判断趋势的。上行和下行趋势都可以用。 感谢作者发的这个文

使用 通用协议 插件 实现 JS 语言 并发 任务 一直以来，总想 在使用JavaScript 编写策略的时候使用 一个 完全 脱离主程序的并发 逻辑 不停获取 行情，或者做一些其它操作。 python 语言可以 直接在策略里面使用 多线程 库， JavaScript 则没有办法实现。 不过 并发 获取行情 也有 更简单的处理 可以使用 exchange.Go 函数。 -

var a = exchange.Go(“GetTicker”); //GetTicker 异步多线程执行 var b = exchange.Go(“GetDepth”); var c = exchange.Go(“Buy”, 1000, 0.1); var d = exchange.Go(“GetRecords”, PERIOD_H1); //上面四种操作是并发多线程异步执行, 不会耗时,

每次回测，买入和卖出的时间点都不是整点。我希望是每一个5分钟收线，或1小时收线时计算开仓逻辑。 并且我用record = exchange.GetRecords(PERIOD_M15) t = _D(record.Time[-1]/1000) 获取的时间和买入开仓的日志时间相差12个小时，这是怎么回事？ /upload/asset/26c2454b95850bdba775228d1

检测 各个交易所 GetAccount , GetTicker 接口策略 代码 方便看下各大交易所 接口状态。 JavaScript 源码(无策略参数直接运行) ”` function E(obj) { if (!obj) {

C++策略编写知识点 之 C++ 内存回收 在编写C++策略前有些 基础知识还是需要知道的，不求孔乙己式的精通， 最起码要知道这些规则。 以下为转载资料 #### C++内存对象大会战 如果一个人自称为程序高手，却对内存一无所知，那么我可以告诉你，他一定在吹牛。用C或C++写程序，需要更多地关注内存，这不仅仅是因为内存的分配是否合理直接影响着程序的效率和性能，更为

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我最近在用KDJ指标，发现拿到的指标都非常小。0.000xxx级别的。 按照，KDJ的描述，K，D的值一般来说应该是50左右的啊。

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### 核心观点 美国市场里两个股指期货相邻的两个季度的价差，三天左右的波动在-7和-6之间，有一些“小毛刺”，波动率只有0.25，这个市场非常难赚钱，而且它的流动性也不好；而中国市场上下波动范围起码有15个点左右，我们的波动性是美国市场的50倍。我看了这张图之后我非常的振奋，对同伴们说，这个市场应该是可以赚到钱的。 高估值和资产荒会造成一个不稳定的市场。美国2008年是因为流动性

Shannon’s Demon via. https://blog.enigma.co/is-there-a-free-lunch-in-the-crypto-markets-c4aa331443f1 An in-depth look at one quantitative trading strategy Hello to all! This is Enigma’s first

1，2，3买入法 1，“123”图形是指：价格突破近期的趋势线，然后回落，当它再次走向与原来趋势相反的方向时，就形成了123图形。 下图代表的是一个买入图形，图中在A点价格突破了前期的明显下降趋势，当价格上升至B点，然后又回落至低点C，并再次开始上升时，即为“123”买入图形。 2，从2到3的回落空间必须至少达到1至2点的0.382倍幅度以上。买入点为D。如果价