Quantitative trading Quantitative systemic traders, enter rules + exit rules + fund management are all quantified. The typical is the turtle trading rules. Yo

Strategy name: Channel strategy based on ATR volatility index Strategy idea: Channel Adaptive Strategy, Fixed Stop + Floating Stop Data Cycle: Multi-Cycle /

Strategy Name: Upgraded Thermostat Strategy Data cycle: 1H Support: Commodity Futures, Digital Currency Futures, Digital Currency Spot

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

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

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

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

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

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

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

The previously written intertemporal arbitrage strategy requires manual input of the hedging spread for opening and closing positions. Judging the price differ

Background introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and v

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

Ported from the JavaScript version of Commodity Futures Intertemporal Hedging-Hundred Lines of Code Implementation, this

Summary The FMZ platform launched a trading factor analysis tool based on "WorldQuant Alpha101", which provides a new weapon for developers of quantitative

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

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

It is completely transplanted from the "CTP Commodity Futures Variety Moving Average Strategy". Since the Python version

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