FMZ Quantfmzquant.hashnode.dev·Jul 10, 2024Python 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 difference is more subjective. In this article, we will change the previous hedging strategy to t...bollinger bands
FMZ Quantfmzquant.hashnode.dev·Jul 10, 2024Interfacing with FMZ robot using "Tradingview" indicatorBackground introduction TradingView is a good market quotes drawing tool. The pine script is also a powerful existence! Backtesting, alarming, and various docking is a very complete financial tool. But there are two issues that have been plaguing us....tradingview
FMZ Quantfmzquant.hashnode.dev·Jun 26, 2024JavaScript version SuperTrend strategyThere are many versions of the SuperTrend indicator on the TV. I found a relatively easy-to-understand algorithm and transplanted it. Compared with the SuperTrend indicator loaded on the TV chart of FMZ trading platform backtest system, I found a sli...JavaScript
FMZ Quantfmzquant.hashnode.dev·Jun 24, 2024Calculation and application of DMI indicatorsIntroduction to DMI indicators The DMI indicator is also called the momentum indicator or the trend indicator, the full name is “Directional Movement Index (DMI)”. It was created by American technical analysis guru Wells Wilder, it's a medium and lon...indicator
FMZ Quantfmzquant.hashnode.dev·Jun 24, 2024Detailed usage and practical skills of energy tide(OBV) indicator in quantitative tradingWhat is the energy tide? There is an idiom like this in ancient times: "always prepare supply before soldiers." There is also a similar statement in the trading business: "Trading volume always before the price." It means the rise and fall of prices ...trading,
FMZ Quantfmzquant.hashnode.dev·Jun 21, 2024The meaning and trap of backtestingSummary Backtesting is the most different place between quantitative trading and traditional trading. According to the real market data that has happened in history, the simulation strategy signal triggers and matches the transaction quickly, and the...trading,
FMZ Quantfmzquant.hashnode.dev·Jun 21, 2024How to implement strategies in C++ languageSummary In the previous article, we explained the premise of implementing the trading strategy from the introduction of C++ language, basic grammar, and strategy structure. In this article, we will continue the previous part and implement a feasible ...trading,
FMZ Quantfmzquant.hashnode.dev·Jun 20, 2024How to implement strategic trading in JavaScript languageSummary In the previous article, we introduced the fundamental knowledge that when using JavaScript to write a program, including the basic grammar and materials. In this article, we will use it with some common strategy modules and technical indicat...JavaScript
FMZ Quantfmzquant.hashnode.dev·Jun 20, 2024How to implement strategies in MylanguageSummary In the previous article, we explained the premise of realizing the trading strategy from the aspects of the introduction of the M language , the basic grammar, the model execution method, and the model classification. In this article, we will...Mylanguage
FMZ Quantfmzquant.hashnode.dev·Jun 20, 2024Getting started with MylanguageSummary What is the Mylanguage? The so-called Mylanguage is a set of programmatic functions that extend from the early stock trading technical indicators. Encapsulating the algorithm into a single function, the user only needs to call a certain funct...indicator
