FMZ Quantitative Trading Platform: Strategy Setup and Backtesting
Summary
This Chinese-language guide outlines how to build and run automated strategies on FMZ. It describes the platform’s strategy editor, exchange account configuration, hosted execution, and support for several programming languages and crypto venues, as well as Futu securities. The basic workflow is to connect an exchange account, deploy a host process, and write a strategy that periodically retrieves market data and applies trading logic.
The guide also explains two backtest modes, from faster candle-based simulation to a more detailed tick mode, and lists common market data, account, order, and logging functions. It warns that historical simulation does not reproduce live slippage or latency, and its examples are introductory rather than a complete strategy or validation study. The material is platform-specific; it offers setup instructions and API examples but no evidence that any trading approach is profitable.
Key ideas
- An FMZ live strategy combines trading logic, a running host process, and exchange credentials.
- The platform guide describes a workflow from strategy creation through historical simulation to live deployment.
- Backtest modes trade off speed against data detail.
- Live execution may differ from historical results because of latency and slippage.
- The examples demonstrate platform functions rather than a tested trading edge.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.