FMZ Quantfmzquant.hashnode.dev·Jun 25, 2024Tick-level transaction matching mechanism developed for high-frequency strategy backtestingSummary What is the most important thing when backtest the trading strategy? the speed? The performance indicators? The answer is accuracy! The purpose of the backtest is to verify the logic and feasibility of the strategy. This is also the meaning ...DiscussBacktesting
FMZ Quantfmzquant.hashnode.dev·Jun 7, 2024Teach you to design template class library to get K-line data of specified lengthWhen designing trend strategies, it is often necessary to have a sufficient number of K-line bars for calculating indicators. The calculation of indicators relies on the data provided by the exchange.GetRecords() function in the FMZ platform API, whi...Discussfmz
FMZ Quantfmzquant.hashnode.dev·Jun 4, 2024Principle and compilation of stop-loss modelWhy stop-loss? Alligator Principle Suppose a crocodile bites your feet. If you try to break free your feet with your hands, the crocodile will bite your feet and hands at the same time. The more you struggle, the more you will be bitten. So, if the ...Discussstop loss,
FMZ Quantfmzquant.hashnode.dev·May 30, 2024Time Series Data Analysis and Tick Data BacktestingTime series data Time series refers to the data series obtained in a continuous interval of equal time. In quantitative investment, these data are mainly reflected in the price and the movement of the data points of the tracked investment object. For...DiscussBacktesting
FMZ Quantfmzquant.hashnode.dev·May 23, 2024Visualization Module to Build Trading Strategy - First AcquaintanceVisual programming has always been an aspirational goal of software developers, even in the field of quantitative trading.Because the method of "what you see is what you get" in visualization reduces the technical threshold of programming development...Discussvisualization
FMZ Quantfmzquant.hashnode.dev·May 23, 2024Example of Python MACD drawingAs a matter of fact, before making this example code, there is already a JavaScript version of the MACD indicator drawing example on the strategy square of FMZ Quant Trading Platform: https://www.fmz.com/strategy/151972. However, according to the use...DiscussPython
FMZ Quantfmzquant.hashnode.dev·May 14, 2024Use the KLineChart function to make strategy drawing design easierWhen designing a strategy, it is often necessary to design a strategy chart to display, when writing strategies in JavaScript language, Python language, users who are unfamiliar with programming or the charting library used in the FMZ platform often ...DiscussK-line
