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Hae kirjastosta

662 dokumenttia

FMZ digest

The document explains a box-based trend strategy built around support and resistance. It defines the box boundaries from recent price extremes and treats a close above the upper boundary as a potential move into a higher range, while a close below the lower…

FutuuritRaaka-aineetKryptovaratLäpimurto
FMZ digest

This document sketches a way to shift crypto assets between exchange accounts using opposing positions in futures contracts. The example monitors order book depth at two venues, opens a short at one and a long at the other when the price spread widens, and…

KryptovaratFutuuritArbitraasiRiskienhallinta
FMZ digest

This tutorial explains ways to configure a crypto trading bot for multiple trading pairs, exchange accounts, and futures contracts. For several pairs on one account, it describes either switching the pair on a single exchange object or assigning separate…

KryptovaratFutuuritArbitraasiToimeksiantojen toteutus
FMZ digest

The document explains how to adapt a market data collector so a trading platform’s backtester can read historical bars from a CSV file. A configuration flag selects between CSV input and data previously collected into a database, while a file path identifies…

HistoriatestausTilastotiede
FMZ digest

The article outlines a cryptocurrency high-frequency approach that combines short-term trend detection with two-sided quoting. It first gauges direction from recent trade flow: average trade size and frequency, spread changes, and buy and sell execution…

KryptovaratPerpetuaaliset futuuritKorkean taajuuden kaupankäyntiMarkkinatakaus
FMZ digest

The article describes a short-term spot market-making idea prompted by repeated, large market sells in STORJ. The author interprets the regular sell flow and temporary price dips followed by recovery as signs of an iceberg execution strategy. The proposed…

KryptovaratSpot-markkinatMarkkinatakausKorkean taajuuden kaupankäynti
FMZ digest

The document describes a JavaScript library that connects an FMZ strategy to Uniswap V3. It presents the platform wrapper as a way to register token addresses, query prices and balances, and submit swaps, while noting that related web3 functions could…

KryptovaratHajautettu rahoitus (DeFi)Spot-markkinatToimeksiantojen toteutus
FMZ digest

The document describes a high-frequency trading approach that looks for short-term lead-lag relationships among cryptocurrency exchanges. It compares midpoint prices from several venues, measures each venue’s move against its previous observation using a…

KryptovaratKorkean taajuuden kaupankäyntiArbitraasiHintamomentum
FMZ digest

The article reviews changes in cryptocurrency perpetual-futures funding-rate arbitrage. It says that as more capital entered the strategy, positive premiums and negative-premium exit opportunities became smaller, while slippage rose and attractive rates…

KryptovaratArbitraasiCarry-tuottoPerpetuaaliset futuurit
FMZ digest

This article explains the account-balancing and polling logic of a cryptocurrency high-frequency strategy. It tracks cash and coin balances, estimates portfolio value using the best bid, and measures the coin’s share of total account value. When that share…

KryptovaratKorkean taajuuden kaupankäyntiHintamomentumLäpimurto
FMZ digest

The document explains how an exchange market-making bot can create chart activity by placing near-simultaneous buy and sell orders. Network and matching delays can leave one order exposed long enough for another trader to fill it, potentially buying from the…

KryptovaratMarkkinatakausKorkean taajuuden kaupankäyntiToimeksiantojen toteutus
FMZ digest

This tutorial lays out a supervised-learning workflow for developing a market-direction signal, using a stock–futures basis as an example target. It distinguishes model-based strategy design from data mining, then walks through defining the prediction target…

KoneoppiminenTilastotiedeHistoriatestausToimeksiantojen toteutus
FMZ digest

The article describes building a spot and delivery-futures spread strategy around the idea that the spread tends to fluctuate near a mean. Its initial signal uses a spread deviation from that mean, while an augmented Dickey-Fuller test screens for…

KryptovaratFutuuritSpot-markkinatArbitraasi
FMZ digest

This document presents a pattern for running multiple exchange operations concurrently from a JavaScript trading strategy. Sequential requests for market depth can accumulate network delay; the platform’s Go wrapper allows calls to be launched asynchronously…

KryptovaratToimeksiantojen toteutusKorkean taajuuden kaupankäynti
FMZ digest

The document explains how a trading platform wraps common exchange operations for digital asset options. It contrasts direct Deribit API access, which requires HTTP requests, JSON parsing, and request signing, with a platform interface that selects an option…

KryptovaratOptiotToimeksiantojen toteutus
FMZ digest

The document proposes hedging spot and futures exposure with paired limit orders instead of taking existing quotes when a price spread meets a threshold. It compares the futures and spot order books, places orders on opposite sides when the spread is…

Spot-markkinatFutuuritArbitraasiToimeksiantojen toteutus
FMZ digest

This article presents a simple futures copy-trading bot that monitors a reference account’s long and short position amounts and mirrors their changes in follower accounts. Because futures positions have direction and contract-specific details, it tracks long…

FutuuritToimeksiantojen toteutusPosition koon määrittäminenRiskienhallinta
FMZ digest

The article explains a workflow for turning TradingView Pine strategy alerts into orders placed by a separate trading bot. TradingView sends a webhook request to an extended API, which forwards the request body as an interactive message to a running bot. The…

Toimeksiantojen toteutusFutuuritSpot-markkinatTekniset indikaattorit
FMZ digest

The document describes a research framework that uses a language model to classify equity contracts into overlapping AI subtheme baskets, summarize current news, and map potential leader–follower relationships. It filters out ETFs and other non-company…

OsakkeetKoneoppiminenHintamomentumLäpimurto
FMZ digest

This tutorial explains how to use FMZ's KLineChart interface to draw strategy data on custom charts from JavaScript or Python workflows. Its examples focus on JavaScript: create a chart object, process each bar between begin and close calls, and plot volume…

Tekniset indikaattoritToimeksiantojen toteutusHistoriatestaus
FMZ digest

The article describes a rebalancing approach for perpetual futures: maintain a target position value, sell as price rises, and buy as it falls. An adjustment threshold determines how much price movement triggers a rebalance. It contrasts this with a grid…

KryptovaratPerpetuaaliset futuuritGrid-kaupankäyntiHistoriatestaus
FMZ digest

This tutorial shows how to debug JavaScript strategies during FMZ backtests using Chrome DevTools. It explains that a debugger statement in the strategy can pause execution when DevTools is open, allowing the developer to inspect variables and resume…

HistoriatestausToimeksiantojen toteutus
FMZ digest

This guide explains why stop losses matter and surveys several ways to set them: around support or resistance, at a fixed price or loss limit, as a trailing level, after a time or price retracement, and using technical signals or account risk limits. It then…

RiskienhallintaTekniset indikaattoritPosition koon määrittäminenHistoriatestaus
FMZ digest

This article describes adapting a Pine strategy that assigns fixed weights to technical indicators according to market state. The proposed workflow rebuilds indicators in Python, classifies market conditions, computes a weighted score, and feeds features…

KoneoppiminenTekniset indikaattoritFutuuritRiskienhallinta