为什么要分组指令 策略开发者的需求 对于不同的行情需要用不同的指标来研判。我能否根据不同的开仓条件设置不同的止损价差呢？ 比如传统模型编写平仓条件没有对不同的开仓条件加以区分。 以下代码是一个简单的传统的不区分开仓条件的策略： ”` MA5^^MA(C,5); MA10^^MA(C,10); RSV:=(CLOSE-LLV(LOW,9))/(HHV(HIGH,9)-LLV(LOW

Summary The essence of trading strategy is to summarize the market principles and rules. The deeper your understanding of the market, the higher the ability to express ideas with code, the closer

Summary In the previous section, we showed you how to read the strategy backtesting performance report by focusing on several important performance indicators. In fact, it is not hard to write a s

Today’s market analysis platforms allow traders to quickly review a trading system. Whether looking at hypothetical results or actual trading data, there are hundreds of performance metrics that can b

Summary The significance and importance of backtesting is undoubted. When doing quantitative backtesting, the strategy should be placed in the historical environment as real and close as possible.

Summary 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

Summary 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 wil

Summary C++ is a very difficult programming language. The hard part mainly is to learn in depth, but if you just write strategy logic by C++, it won’t need much deep knowledge, as long as it is no

Summary In the previous article, we learned about the introduction to the Python language, the basic syntax, the strategy framework and more. Although the content was boring, but it’s a must-requi

Preliminary fluff So, you want to learn the Python programming language but can’t find a concise and yet full-featured tutorial. This tutorial will attempt to teach you Python in 10 minutes. It’s

Summary 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 w

Background This section gives a little background on JavaScript to help you understand why it is the way it is. JavaScript Versus ECMAScript ECMAScript is the official name for JavaScript. A n

Summary In the previous section, we learned about the introduction and characteristics of the visual programming tool, the “ hello world ” example, and the strategy writing on the FMZ Quant tradin

Summary Many subjective traders are interested in quantitative trading, at first, they begin with full confidence. After learning the basic grammar, data operations, data structure, logic control

Summary 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,

Summary What is the M language? The so-called M language is a set of programmatic functions that extend from the early stock trading technical indicators. Encapsulating the algorithm into a single

Summary In Chapters 1 and 2, we learned the basics of quantitative trading and the uses of FMZ Quant tools. In this chapter, we will implement the actual trading strategies. If a worker wants to d

Summary After studying the previous sections, we finally ready to write a quantitative trading strategy. This will be the most important step in your entry into the quantitative trading from manua

Summary When it comes to programming, it must be inseparable from the API. For many non-programmer people, what is the API? In this section we will use the easiest language to explain what is the

Summary For the development of quantitative trading strategies, the first thing to do is the configuration of the trading tools. In this section we will take you through setting up exchanges, creat

Summary In the previous chapter, we learned about the concepts of quantitative trading, have a basic understanding of quantitative trading. So what tools are available on the market that can do qu

Summary A complete strategy is actually a set of rules that traders give themselves. It includes all aspects of the trading, and does not leave a little room for subjective imagination. Every choic

Summary A complete quantitative trading life cycle is more than just the trading strategy itself. It consists of at least six parts, including: strategy design, model building, backtesting tuning,

Summary Many people think complex trading strategies as a starting point when discussing quantitative trading, and inadvertently put a layer of mystery on quantitative trading. In this section, we

Summary As a product of the combination of science and machine, quantitative trading is changing the pattern of modern financial markets. Many investors have turned their attention to this field. H

Quantitative trading quick start Content Part 1, the basis of quantitative trading What is quantitative trading? Why choose quantitative trading

MACD is a popularly used technical indicator in trading stocks, currencies, cryptocurrencies, etc. Basics of MACD MACD is used and discussed in many different trading circles. Moving Average Conve

In trading, a single transaction result with win or loss is not the focus of quantitative traders, so what are they most concerned about? The answer is the result of trading the system after 800 or 10

Over the last few years we’ve looked at various tools to help us identify exploitable patterns in asset prices. In particular we have considered basic econometrics, statistical machine learning and Ba

Mature Python libraries such as matplotlib, pandas and scikit-learn also reduce the necessity to write boilerplate code or come up with our own implementations of well known algorithms. The Foreca