FMZ Trading Platform Notes on Data, Orders, Backtesting, and Errors
Summary
This Chinese-language FAQ compiles practical guidance for building and operating strategies on FMZ. It covers exchange API behavior, order and position handling, market and limit orders, contract sizing, rate limits, timestamp synchronization, and common causes of rejected or failed requests. It also discusses differences among indicator implementations and the need to align periods, parameters, markets, and data when comparing indicator values.
The backtesting sections explain constraints such as exchange-dependent historical candle availability, limited instrument coverage, supported market types, fee-setting behavior, and funding-rate inclusion in some futures results. The FAQ also cautions that narrow historical or single-instrument success may indicate overfitting rather than generality. Its advice is platform-specific and ranges from conceptual guidance to troubleshooting; claims about platform behavior may change, and the page does not provide independent validation of its recommendations or strategy performance.
Key ideas
- Exchange APIs can return delayed or incomplete data, so strategies need error handling and sensible polling rates.
- Indicator comparisons require matching market, timeframe, parameters, and calculation conventions.
- Backtest data coverage and supported features vary by exchange and instrument.
- Results that work only on a narrow historical sample or one market may reflect overfitting.
- Order sizing and order type conventions differ between spot and futures markets.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.