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682 dokumenti
The document presents a practical way to reduce the work required when a strategy needs only the latest one or two outputs from a technical indicator. Instead of passing the entire price history into a library function, pass only the recent bars that can…
This tutorial shows how to add a MACD signal to an existing automated trading framework. It calculates DIF and DEA series, displays them with the price chart, and compares values on adjacent bars to detect crossovers. A bullish crossover sets an entry…
This tutorial introduces APIs as documented ways to access software functions, using a restaurant menu as an analogy. It explains basic M-language expressions for reading bar prices and volume, referring to earlier periods, calculating moving averages,…
This reference table compares futures contracts across several cryptocurrency exchanges. It organizes instruments by settlement asset, quoted currency, contract code, and availability of perpetual or dated contracts. Entries distinguish, for example,…
The article outlines a real-time ETH/USDT trading framework that combines LightGBM for tabular inputs with a Transformer for sequential data. It describes WebSocket market-data ingestion, minute-bar construction, technical, statistical, volume, and…
This reference compares order and position query behavior across 21 futures venues. For order retrieval, it records whether an endpoint is paginated, whether the request path or parameters vary by contract type or settlement currency, and when multiple…
The article explains why strong historical backtest results may fail in live trading, especially when strategy design unintentionally uses information that would not have been available at the time. It presents two ways to assess strategies with limited…
The document explains how strategy developers can attach metadata to rental registration codes and read it inside a strategy to set different usage limits for different customers. A strategy can map metadata values to operating tiers, then check account…
This troubleshooting note asks how to submit a Binance withdrawal request through an API. It focuses on adding a timestamp and generating an HMAC-SHA256 signature over request parameters. The author tries sending the parameters and signature in the request…
The document explains how Bayesian decision theory assigns an observation to the class with the largest posterior probability. It separates the posterior into a class-conditional likelihood and a prior class probability. The prior can be estimated from class…
The speech explains how option-focused funds seek returns by assessing the risk environment, comparing implied option prices with estimates of risk, and spreading trades across contracts and products. It frames options as insurance: sellers may collect…
This article describes an API workflow for market making on BitMEX perpetual contracts. It recommends using WebSockets for market updates and REST requests for account information, while noting that order book and account streams can be incomplete or delayed…
The document describes a Chinese equity screening rule that combines three conditions: today's position-increase ratio must exceed a threshold, large-order net volume must remain above a threshold for several consecutive days, and the stock must have reached…
This tutorial explains how to identify symmetric, ascending, and descending triangles from converging or partly horizontal trendlines connecting at least two swing highs and two swing lows. It treats all three forms similarly: wait for price to cross a…
The article presents a rebalancing method for Bitcoin and USDT. It starts with roughly equal values in each asset, then uses price moves to adjust holdings: buy Bitcoin after declines and sell some after rises, aiming to keep the two sides near equal value.…
This tutorial outlines an automated calendar spread strategy for ETC futures on OKEx. It compares weekly and quarterly contracts, calculates their spread, and uses Bollinger Bands to identify possible entries and exits. When the spread falls below the lower…
The document discusses tick delivery for domestic commodity futures, describing a nominal feed granularity of one update per 500 milliseconds while noting that multiple transactions can occur within that interval. It argues that callback-based trading…
This reading note summarizes introductory probability concepts and five lessons about applying probabilistic thinking: randomness, measurement error, the gambler’s fallacy, pattern seeking, and conclusions drawn from small samples. It emphasizes that…
The document outlines two high-frequency approaches for Chinese markets. In its BBO strategy, traders place small orders near the best bid and offer when the order book has a liquidity gap and large orders on both sides. The idea is to earn from incoming…
This overview introduces prediction as either regression, which estimates numeric outcomes, or classification, which predicts categories. It groups six common algorithms into linear models, tree-based models, and neural networks. Linear regression and…
The document introduces quantitative trading as a rules-based approach that uses data and mathematical models to guide investment decisions. It contrasts this with discretionary judgment and describes discipline, systematic analysis across assets and data…
This introductory explanation presents Monte Carlo simulation as a way to generate many possible outcomes from a model containing random variation. It illustrates the idea with a stock price that changes by a random amount each period: one simulated sequence…
This tutorial explains how to extend FMZ strategies beyond the platform’s standard exchange functions. It describes retrieving unfiltered REST responses, querying public endpoints, and calling signed account or order endpoints through the platform’s…
This article presents general guidance for smaller futures traders: define a loss limit before entering, exit when the market invalidates the trade, and follow the plan consistently. It also recommends allowing profitable positions to run while the trend…