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

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

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

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

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

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

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

“Penny Jump” Commodity Futures High Frequency Trading Strategy written by C++ Summary The market is the battleground, the buyer and the seller are always

From Many friends asked me to write a grid and market maker strategy,But I generally decline directly. Regarding these strategies, first of all, you must

简介 大家好，我是“奥克量化”。由于前段时间，我开发的行情趋势提醒【监控大盘】广受大家的喜爱，并且有【奥克量化】同名服务号的同步提醒，让新老韭菜在行情趋势的判断上，有了新的参考。借此热度，开始着手对接FMZ的扩展API，来实现机器人之间

Summary The traditional Relative Strength Index (RSI) uses two lines to reflect the strength of the price trend. This kind of graph can provide investors

Binance futures multi-currency hedging strategy’s recent review and minute-level K-line backtest results Three research reports on Binance’s multi-currency h

Just a rough simulation, so that everyone has a specific concept of the amount of lost margins. You can download the notebook and upload it to the FMZ researc

The original research report address: https://www.fmz.com/digest-topic/5584 You can read it first, this article won’t have duplicate content. This article will

Summary People who have done financial trading will probably have an experience. Sometimes the price fluctuations are regular, but more often it shows an u

JavaScript version SuperTrend strategy There are many versions of the SuperTrend indicator on the TV. I found a relatively easy-to-understand algorithm an

JavaScript版本SuperTrend策略 TV上的SuperTrend指标有多种版本，找了一个比较容易看懂的算法移植的，对比在发明者量化交易平台回测系统TV图表上加载的SuperTrend指标，发现略有差异，暂时没弄明白原因，期盼各位读者大神指导，我先抛砖引玉。 SuperTrend 指标

在程序化交易、量化交易中研究策略、设计策略、回测分析时离不开行情数据的支持。市面上的所有数据都收集也不现实，毕竟数据量太大。对于数字货币市场来说，发明者量化交易平台上支持有限的交易所、交易对的回测数据。如果想回测一些暂时不支持数据的交易所、交易对。可以使用自定义数据源来进行回测，但是这个前提是要自己有数据才行。所以就

一、摘要 沃伦 · 巴菲特的导师本杰明 · 格雷厄姆曾经在《聪明的投资者》一书中，曾经提到过一种股票债券动态平衡的交易模式。 这种交易模式非常简单： - 把手中 50% 的资金投资于股票基金，剩下 50% 投资于债券基金。即

简介 FMZ身为量化交易平台，主要是为了服务程序化交易者。但也提供了基础的交易终端，虽然功能简单，有时候也能起到大用，比如交易所繁忙无法打开，而API还是可以工作的，此时可以通过终端就可以撤单，下单，查看行情账户等。为了完善交易终端的体验，现在增加了插件功能。有时候，我们需要一个小功能来辅助交