数字货币期权策略回测初探 最近发明者量化交易平台升级了回测系统，支持了数字货币期权回测，本次支持了Deribit交易所的一些期权数据。因此我们对于期权交易的学习，以及策略验证有了更好的工具。 Deribit 期权回测 回测系统中定义的Deribit期权为欧式，一张合约价值为

Recently, more and more TradingView users have connected the TradingView chart signal to FMZ platform (FMZ.COM) and let the robot strategy on FMZ execute the t

Traders who design trading strategies often ask me how to design timing functions for strategies so that strategies can handle certain tasks at specified times

Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts o

Summary The price is either up or down. In the long run, the probability of price rise and fall should be 50%, so to correctly predict the future price, yo

Introduction FMZ.COM, as a quantitative trading platform, is mainly to serve programmatic traders. But it also provides a basic trading terminal. Although

About us This trading system is quantitatively designed by 泊宇量化. we are a team that has been committed to researching quantitative trading strategies for a

If the price of Bitcoin one day in the future will be the same as it is now, what strategy will you adopt to gain profit? The easy way to think of is to sell i

When using digital currency quantitative trading robots, when there are multiple robots running on a server, if you visit different exchanges, the issue is not

WeChat group is a public place where like-minded friends gather, and the WeChat group in the quantitative trading circle is no exception. Recently, many FMZ u

如果未来某一天的比特币价格将和现在相同，你将采取怎样的策略来获取收益？很容易想到的方法是涨了卖出，跌了就买入，等待价格再恢复时，就赚取了中间的差价。具体如何执行呢？涨了需要卖出多少，卖早了显然亏了，同样买入过早也会少赚。平衡策略与网格策略都是为了解决这个问题，它们也十分相似，本文将具体介绍这两个策略。 策略简

Summary Strictly speaking, Martingale is a method of position management. It can be traced back to the eighteenth century and has been enduring for hundred

This article brings two classic strategies for transplantation: Iceberg commission (buy/sell). The strategy is transplanted from the Iceberg commission JavaSc

Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven’t found a suitab

Summary Until now, secondary market transactions have been flooded with a variety of trading methods. Among them, how to “entering the lowest price” and “e

多机器人行情共享解决方案 在使用数字货币量化交易机器人时，当一个服务器上要跑多个机器人，如果访问不同的交易所，此时问题不大，不会出现API请求频率问题。如果需要有多个机器人同时运行，并且都是做同一个交易所，同一个交易对的量化交易策略。这个时候就有API请求频率限制的问题了。那么如何在用最少的服务器的情况下解决

[ARMA-EGARCH对波动率的建模和分析.ipynb](/upload/asset/120cfd6edfd3ac0d5c2d7.ipynb?name=ARMA-EGARCH%E5%AF%B9%E6%B3%A2%E5%8A%A8%E7%8E%87%E7%9A%84%E5%BB%BA%E6%A8%A1%E5%92

When writing JavaScript strategies, due to some problems of the scripting language itself, it often leads to numerical accuracy problems in calculations. It ha

Many developers who write strategies in Python want to put the strategy code files locally, worrying about the safety of the strategy. As a solution proposed i

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 to unlock their d

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 mining” for un

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

FMEX倒闭坑了不少人，但最近拿出了一个重启方案，并且制定了和原来挖矿类似的规则用于解锁债务。对交易挖矿，已经给出了一篇分析文章，https://www.fmz.com/bbs-topic/5834 。排序挖矿也有优化的空间。虽然人不应该两次踏入同一个坑，但在FMEX有债权的，不妨参考下，具体的能运行在FMZ量化平

一、摘要 现实交易中为了能及时了解发明者量化机器人交易状态，有时候我们需要将机器人所执行的交易结果发送到微信、邮箱、短信等等。但每天上百条各种各样的信息，使得对这些信息已经不敏感，导致重要的信息不能及时查收，所以本篇通过调用钉钉群接口实现机器人推送消息。 二、钉钉群机器人 钉钉群机器人是一个高

FMEX倒闭坑了不少人，但最近拿出了一个重启方案，并且制定了和原来交易挖矿类似的规则用于解锁债务，交易解锁较为复杂，本文将给出一个下单方案，用于判断什么时候有利润，以及最优下单量。虽然人不应该两次踏入同一个坑，但在FMEX有债权的，不妨参考下，具体的能运行在FMZ量化平台的实盘策略可能也会放出。 排序解锁相关优化的

Summary Unlike other technical indicators, “Ease of Movement Value” reflects changes in price, volume, and popularity. It is a technology that combines pric

手把手教你把一个Python策略封装成本地文件 本篇讲了两种方案，文末的另一种方案更加简单（推荐）。 有不少使用Python语言编写策略的开发者希望把策略代码文件放在本地，担心策略安全性。正如FMZ API文档中提出的一种方案： 策略安全性 在发明者量化交易平台上开发策略，策略

Summary As the saying goes, This world will seperate after long time united. Also will do the opposite after long time pliting. And this phenomenon a

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 I thought about w

上一期文章我们一起学习了麦语言的「麦语言交易类库」模板参数，这个模板是麦语言策略创建时自带的，封装了一些交易中需要设置的功能。本期文章我们继续来了解一些关于在发明者量化交易平台使用麦语言的内容。 麦语言策略参数 麦语言的策略参数和在发明者量化交易平台上的其它语言一样，在策略编辑页面设置，例如我们以麦语言版