Strategy name: Channel strategy based on ATR volatility index Strategy idea: Channel Adaptive Strategy, Fixed Stop + Floating Stop Data Cycle: Multi-Cycle /

Preface The “HANS123” strategy was first mainly applied to the foreign exchange market. Its trading method is relatively simple and belongs to the trend bre

Traders who design trading strategies often ask me how to design timing functions for strategies so that strategies can handle certain tasks at specified times

Speaking of hedging strategies, there are various types, diverse combinations, and diverse ideas in various markets. We explore the design ideas and concepts o

Summary The price is either up or down. In the long run, the probability of price rise and fall should be 50%, so to correctly predict the future price, yo

WeChat group is a public place where like-minded friends gather, and the WeChat group in the quantitative trading circle is no exception. Recently, many FMZ u

This article brings two classic strategies for transplantation: Iceberg commission (buy/sell). The strategy is transplanted from the Iceberg commission JavaSc

Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven’t found a suitab

When writing JavaScript strategies, due to some problems of the scripting language itself, it often leads to numerical accuracy problems in calculations. It ha

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

Summary As the saying goes, This world will seperate after long time united. Also will do the opposite after long time pliting. And this phenomenon a

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

When I wrote Research on Binance Futures Multi-currency Hedging Strategy, I also released a backtest engine. And the f

Problem scene For a long time, the data delay problem of the API interface of the crypto currency exchange has always troubled me. I haven’t found a suitab

Previous article Teach you to implement a market quotes collector taught you how to implement a market collector. We

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

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

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

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

Research on Binance Futures Multi-currency Hedging Strategy Part 1 Click the research button on the Dashboard page, and then click the arrow to enter. Open t

Python版冰山委托策略 本期文章，带来两个移植的经典策略：冰山委托（买入/卖出）。策略移植自发明者量化交易平台经典策略JavaScript版冰山委托，策略地址：https://www.fmz.com/square/s:%E5%86%B0%E5%B1%B1%E5%A7%94%E6%89%98⁄1 。 引

Python版MACD画图范例 其实在做这个范例代码之前，在发明者量化交易平台策略广场：https://www.fmz.com/strategy/151972 。已经有JavaScript版本的MACD指标画图范例了。不过应用户的需求，还是写一个Python版本的例子，以供在策略开发设计画图时作为参考代码。

Python版单平台均衡策略 JavaScript版 策略地址：https://www.fmz.com/strategy/345 本期文章，我们来一起练习移植一个简单的JavaScript策略。通过移植策略，更加熟悉发明者量化交易平台接口的调用，了解在平台开发策略时不同语言的略微差别，其实Java

Python版追涨杀跌策略 趋势策略一般使用各种指标来判断行情方向，使用各个指标数值对比结果来作为交易信号。这样就避免不了使用参数，计算指标。既然使用了参数，就会有拟合的情况。在某些行情下策略表现非常好，但是如果运气不好，行情走势是对当前参数非常不友好的时候，可能策略表现就会非常差。所以，个人理解，对于策略设

Python版简单网格策略 策略广场上的Python策略不多，这里编写了一个Python版本的网格策略。策略原理十分简单，在一个价格区间内固定价格距离产生一系列的网格节点，当行情变化时，价格到达一个网格节点价格位置，就挂一个买入订单。当这个订单成交时，即按照挂单的价格加上利润差价，挂出平仓的卖单订单。捕捉在设

数字货币期货交易所目前已经有很多家，但是作为期货衍生品，数字货币期权交易，目前市面上的交易所还不多，支持期权交易的有Deribit、BitMEX。在量化交易领域，期权交易也有多种策略，例如搜索到的一些资料中提及的期权策略： 类型 方向性策略： 买入看涨期权 卖出看跌期权