FMZ Quantfmzquant.hashnode.devยทJul 10, 2024High-frequency backtest system based on each transaction and the defects of K-line backtestWhen I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the first report was based on the one-hour K-line backtest, which verified the effectiveness of the strategy. But the sleep time of the a...BacktestingAdd a thoughtful commentNo comments yetBe the first to start the conversation.
