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662 dokumentů
This tutorial introduces block based visual programming as an entry point to quantitative trading and demonstrates its use with a simple moving average rule. The example opens a long position when the previous candle closes above a 50 period average, opens…
The document examines Bitcoin return distributions and volatility, then outlines a modeling workflow using ARMA for returns and EGARCH for conditional volatility. It calculates log returns from closing prices and discusses descriptive statistics, quantile…
The article explains Kaufman’s Adaptive Moving Average (KAMA), which adjusts its responsiveness according to an efficiency ratio derived from net price direction relative to total price movement. The ratio is intended to be low in choppy markets and high in…
This tutorial shows how to adapt FMZ’s futures-oriented interface for basic cryptocurrency options operations on Deribit. It introduces expiration, strike, premium, and call versus put concepts, and notes that options may have wider bid–ask spreads and…
The article diagnoses four live-trading weaknesses in a leveraged grid on EWY: poor capital use when volatility is low, growing exposure in a persistent decline, profit giveback and trapped positions, and expensive inventory accumulated near the top. It…
This introduction explains how FMZ’s visual editor assembles trading logic from connected blocks. It covers snapping blocks together, configuring inputs, using defaults, copying and arranging modules, and saving a strategy. The examples show utility blocks…
This simple trend strategy uses price movement from a stored reference level instead of technical indicators. When price moves beyond a configurable percentage threshold, it places a buy or sell order in the direction of that move, then resets the reference…
The document presents a trend-following strategy that combines two exponential moving averages with an RSI oscillator. It frames the moving averages as a way to identify direction and uses RSI threshold crossovers to time entries, aiming to avoid relying on…
This account of an automated liquidity provision strategy focuses on the practical risks that emerged while moving from simulation to live trading on V3 and V4 pools. Early trades encountered tokens that could not be sold or pools whose liquidity disappeared…
This guide describes the FMZ mobile trading terminal, which connects to exchange APIs through a deployed Docker process. It covers exchange and market selection, order controls, depth and asset views, and compact or expanded candlestick charts. Developers…
This implementation guide describes connecting FMZ’s Web3 Tron exchange object to SunSwap V3. It outlines address format conversion, batching contract reads, enumerating pools, querying pool prices and token balances, estimating swap output through routing,…
The guide explains how strategy interface parameters are defined and displayed alongside code. It covers numeric, string, dropdown, Boolean, and encrypted string fields, including how their selected or entered values are exposed to the strategy. Encrypted…
The document presents a channel strategy for crypto futures that combines a moving average with average true range. An upper band is formed by adding a multiple of ATR to the moving average, while a lower band subtracts it. The strategy enters positions when…
The document distinguishes conventional market making, which seeks spread income by quoting different bid and ask prices, from a volume-boosting self-matching approach. In the latter, buy and sell orders are posted at the same price to generate trading…
The document introduces the Aroon indicator, which measures how recently the highest high and lowest low occurred within a chosen lookback period. Its Up and Down lines range from zero to one hundred: a more recent extreme produces a higher reading. The…
The document explains how to adapt a market data collector so a backtesting system can read user supplied price data from a CSV file. A configuration flag selects CSV input, and a file path identifies the data file on the collector’s server. The service…
This tutorial explains how to derive Renko bricks and Heikin Ashi candles from ordinary price bars and display them for trend analysis. Renko construction advances by a fixed price displacement, suppressing smaller fluctuations; the article presents this as…
The article proposes an automated grid strategy for traditional-asset perpetual contracts listed on crypto exchanges. It ranks instruments by average daily high-low range, rejects those whose range is too small relative to grid spacing, then runs buy-low,…
This article describes an AI-assisted crypto trading workflow that combines scheduled market analysis with human approval before routine purchases. Its demonstration strategy is dollar-cost averaging: a base amount is adjusted between zero and twice that…
The article maps a three-part wealth-building concept—cash flow, core assets, and alpha—to a set of automated crypto trading components. It proposes a reserve floor to help avoid selling core holdings, scheduled dollar-cost averaging to accumulate those…
This guide walks through programmatic access to Hyperliquid spot and perpetual markets through the FMZ platform. It covers connecting a wallet, configuring a proxy wallet, distinguishing mainnet from testnet settings, and querying market metadata, order…
This tutorial develops a pairs trading approach around the idea that two related assets may have a stable long-run relationship even as their prices temporarily diverge. It distinguishes cointegration from correlation, uses a cointegration test to screen…
This guide explains how to inspect JavaScript strategy execution during an FMZ backtest using Chrome DevTools. Adding a debugger statement pauses execution at a chosen point when DevTools is open. From there, traders can inspect variable values, set…
This document shows how to encapsulate time-based triggers in reusable alarm-clock objects for trading strategies. Each object stores a trigger hour and minute, checks the current clock, and returns true once the scheduled minute has arrived. A per-day flag…