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Teach you to encapsulate a Python strategy into a local file
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
善
2020-07-09 10:21:31
0
1298
FMEX trading unlocks the optimal order volume optimization Part 2
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
善
2020-07-07 10:47:04
0
1283
FMEX trading unlocks the optimal order volume optimization
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
善
2020-07-03 15:55:46
0
1336
Analysis and Realization of Commodity Futures Volume Footprint Chart
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
善
2020-07-03 11:06:48
0
1554
FMEX排序解锁最优下单量优化
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
小草
2020-07-03 09:30:03
0
2364
调用钉钉接口实现机器人推送消息
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
发明者量化-小小梦
2020-07-02 12:03:23
4
4987
FMEX交易解锁最优下单量优化
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
小草
2020-07-01 15:07:51
5
2948
Simple Volatility EMV Strategy
Summary Unlike other technical indicators, “Ease of Movement Value” reflects changes in price, volume, and popularity. It is a technology that combines pric
善
2020-07-01 10:39:17
0
1440
手把手教你把一个Python策略封装成本地文件
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
发明者量化-小小梦
2020-06-30 10:48:18
3
3551
Deviation rate BIAS trading strategy
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
善
2020-06-30 09:58:26
0
1508
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 I thought about w
善
2020-06-23 09:55:35
0
2385
FMZ量化麦(My)语言--界面图表
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
发明者量化-小小梦
2020-06-22 09:44:17
0
2664
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 differ
善
2020-06-20 10:52:34
0
1289
Interfacing with FMZ robot using "Tradingview" indicator
Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and v
善
2020-06-19 11:08:22
0
1560
FMZ量化麦语言(My)--麦语言交易类库参数
麦语言编写趋势策略确实十分简单,得益于封装,只需使用几行代码就可以写出一个策略。在发明者量化(FMZ)交易平台上使用麦语言,除了查询麦语言文档:发明者量化My语言(Mylang)文档之外,缺少一些指导文章。本篇我们就一起来玩转FMZ上的麦语
发明者量化-小小梦
2020-06-17 17:47:34
2
2913
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 store
善
2020-06-17 10:59:26
0
1410
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 f
善
2020-06-16 10:30:19
0
1425
Python version of commodity futures intertemporal hedging strategy
Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this
善
2020-06-12 15:57:51
0
1496
Some Thoughts on the Logic of Crypto Currency Futures Trading
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
善
2020-06-10 09:31:57
0
1325
Enhanced analysis tool based on Alpha101 grammar development
Summary The FMZ platform launched a trading factor analysis tool based on “WorldQuant Alpha101”, which provides a new weapon for developers of quantitative
善
2020-06-09 09:34:58
0
1903
Teach you to upgrade the market collector backtest the custom data source
Previous article Teach you to implement a market quotes collector taught you how to implement a market collector. We
善
2020-06-06 08:53:02
0
1342
基于逐笔成交的高频回测系统兼论K线回测的缺陷
我在币安做空超涨做多超跌多币种对冲策略时,同时发布了一个回测引擎。并第一篇报告基于一小时K线回测,验证了策略的有效性。但实际公开策略的休眠时间时1s,是一个相当高频的策略,用小时K线回测显然无法得出精确结果。后来补充了[分钟线回测](h
小草
2020-06-04 16:48:02
7
5439
FMZ simulation level backtest mechanism explanation
Backtest architecture The FMZ platform backtest program is a complete control process, and the program is polling non-stop according to a certain frequenc
善
2020-06-04 09:46:50
0
1431
The best way to install and upgrade FMZ docker on Linux VPS
Note “One-click Rent a docker VPS” is a expensive way of running FMZ docker, we usually don’t recommend it, it designed mainly for new users to get famil
善
2020-06-03 09:23:30
0
2071
Commodity Futures R-Breaker Strategy
Summary The R-Breaker strategy was developed by Richard Saidenberg and published in 1994. It was selected as one of the top ten most profitable trading str
善
2020-06-02 08:57:10
0
1794
数字货币期货交易逻辑的一点思考
数字货币期货交易逻辑的一点思考 问题场景 长久以来,数字货币交易所持仓API接口的数据延迟问题总是困扰着我。一直没有找到合适的处理方式,这个问题的场景我来复现下。通常合约交易所提供的市价单其实为对手价,所以有时候用这个所谓的“市价单”有些不靠谱。因此我们在写数字货币期货交易策略时,大部分用的是限价单
发明者量化-小小梦
2020-06-01 09:52:45
6
2569
Teach you to implement a market quotes collector
The support of market quotes data is indispensable when researching, designing and backtest trading strategies. It is not realistic to collect all the data fro
善
2020-05-30 10:03:39
0
1417
Python Version Commodity Futures Moving Average Strategy
It is completely transplanted from the “CTP Commodity Futures Variety Moving Average Strategy”. Since the Python version
善
2020-05-28 13:17:45
0
1385
Market quotes collector upgrade again
Supporting CSV format file import to provide custom data source Recently, a trader needs to use his own CSV format file as a data source for FMZ platform b
善
2020-05-26 14:25:15
0
1286
行情收集器再升级--支持CSV格式文件导入提供自定义数据源
行情收集器再升级–支持CSV格式文件导入提供自定义数据源 最近一个用户需要让自己的CSV格式文件作为数据源,让发明者量化交易平台的回测系统使用。发明者量化交易平台的回测系统功能众多,使用简洁高效,这样只要自己有数据,就可以进行回测了,不再局限于平台数据中心支持的交易所、品种。 设计思路 设计思路其
发明者量化-小小梦
2020-05-23 15:44:47
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