My quantified journey, thanks to the warm harbour of FMZ

Originally

• When I first came into the coinage circle in 17 years, I saw the Bitcoin boom.
• For 18 years, I've been involved in quantitative trading, in commodity futures trading, mainly with VNPY.
• In 19 years, I was officially contacted by the coin circle, by chance, I registered FMZ, I refused to study because the cost was too high, after registering I gave up several times after the test, and then I broke a hundred thousand rmb in a year in the coin circle manual trading, contract ruined people, and I basically lost my money in stocks and futures.
• At the beginning of my 21st year, I started to rethink the monetary circle, started to get a little bit nervous, spent a week learning the basics of FMZ, and then some friends I met on FMZ wrote a dozen strategies for free.

Folding

• The steady returns of the super-total Bitcoin rate strategy brought me to tears, because I was trading OK at the time, so it took me a little bit of two or three months to write the OK version of the rate strategy, updating and iterating many versions.
• I'm going to go over the library article and have a little bit of a high-frequency concept.
• We have joined thousands of WeChat communities through our friends.
• There was a moment of obsession with Martin, and the group of friends in the FMZ official group bragged about everything about Martin.

Wind waves

• I've had a few crashes this year, when the 5.19 crashed, my Martin almost exploded, and I didn't dare to play Martin anymore, reassured the rate of interest, until later the rate could not make money, gave up.
• The FMZ has also been owned by foreign companies since the end of December. In addition, many exchanges have banned domestic users from trading, and there is too much uncertainty about the future.
• The official WeChat group of FMZ, which has joined the thousands of WeChat groups, has been dissolved.

Thinking

• The eternal cup does not exist, only the limited cup for a limited time, just see if you can find it.
• The Holy Grail is caused by certain objectively existing regularities that have nothing to do with any conventional technical indicators, such as the rate strategy - the exchange's perpetual contract rate rules, the market strategy - the exchange's negative transactional fee rules + the retail bidding market order phenomenon.
• Quantification is an ice-cold number, don't be brainwashed by the technical indicators you refer to when you manually operate
• Martin is a casino, not and cannot be the Holy Grail
• It is important to have a strategy that is stable, trading is not reliable all the time, be prepared when the exchange goes wrong, and do not be too concerned with obsolete market data transactions.

Independence

• After a while of struggling and technical selection, I was finally able to get out of the warm harbor of FMZ and start writing my own strategies to run the server, no longer relying on FMZ, and share my technical architecture here, all implemented in Python.
  • Analysis of the features offered by FMZ
    • Functions for charting the business curve, function for charting the capital curve, strategy log
    • Configuration of policy parameters
    • Strategic interaction features
    • Strategic alert is issued
  • Alternatives
    • Functions for charting the business curve, function for charting the capital curve, strategy log
      • grafana+influnxdb
    • Configuration of policy parameters
      • How to read json profiles
    • Strategic interaction features
      • The policy emulates the FMZ format, using the Flask to implement a network interface that accepts string commands and then executes
      • Write your own python commands for the client to send instructions, the advantage is that you can also send instructions in bulk, which is easier than FMZ one-to-one.
    • Strategic alert is issued
      • I'm going to send you a telegram.