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Hae kirjastosta

662 dokumenttia

FMZ digest

This tutorial describes training an agent to choose hold, buy, or sell actions for Bitcoin using a recurrent Proximal Policy Optimization model. It pairs an LSTM policy and value function with a custom Gym-style backtest environment. The environment supplies…

KryptovaratKoneoppiminenHistoriatestausPosition koon määrittäminen
FMZ digest

This installment stress-tests a futures strategy that sells assets after rises and buys after falls, using a simplified simulation to examine losses when one altcoin trends independently of the rest. It represents a 20-currency basket with a stable BTC proxy…

KryptovaratFutuuritRiskienhallintaPosition koon määrittäminen
FMZ digest

The article describes a risk-parity strategy for a basket of tokenized traditional assets and BTC: an equity index proxy, gold, crude oil, and Bitcoin. Rather than assigning equal capital, it seeks roughly equal risk contributions, accounting for both asset…

Usean omaisuuslajin sijoittaminenSalkun muodostaminenRiskienhallintaVolatiliteetti
FMZ digest

The article develops a probability-based framework for BTC 15-minute Up/Down contracts. It treats the target as the conditional probability of settling above the round’s official reference price, then compares that estimate with executable contract prices…

KryptovaratJohdannaisten hinnoitteluTilastotiedeVolatiliteetti
FMZ digest

The article explains how to relay TradingView strategy alerts to exchange execution through FMZ. It contrasts action-based alerts, such as an instruction to buy a quantity, with position-based copying, where each alert reports the current target position.…

KryptovaratToimeksiantojen toteutusPosition koon määrittäminenRiskienhallinta
FMZ digest

This tutorial translates a closing-price trend strategy into a multi-contract crypto futures implementation. It calculates Average True Range (ATR), smooths each bar’s typical price with an exponential moving average, and forms upper and lower bands by…

KryptovaratFutuuritTrendin seuraaminenLäpimurto
FMZ digest

The document explains the standard RSI as a normalized comparison of recent average gains and losses, then reviews two common uses: fading readings near overbought or oversold thresholds, and trading crossovers between short- and long-period RSI lines. It…

FutuuritTekniset indikaattoritHintamomentumPalautuminen keskiarvoon
FMZ digest

The article presents an automated strategy for Binance perpetual contracts after a delisting signal. It detects contracts whose delivery date changes from a distant placeholder to a scheduled settlement time, then opens a base short and runs a separate short…

KryptovaratPerpetuaaliset futuuritTapahtumapohjainen kaupankäyntiGrid-kaupankäynti
FMZ digest

This article describes a crypto perpetual-futures strategy that combines short-term trend detection with passive market making. It uses aggregated trades to estimate the size and frequency of buyer- and seller-initiated activity, while order-book depth and…

KryptovaratPerpetuaaliset futuuritKorkean taajuuden kaupankäyntiMarkkinatakaus
FMZ digest

The article walks through an automated crypto perpetual-futures system that gathers account, market, and position data, sends a structured context to a large language model, and routes its output to an execution module. Its market inputs combine…

KryptovaratPerpetuaaliset futuuritKoneoppiminenTekniset indikaattorit
FMZ digest

The document explains how a crypto spot–futures arbitrage idea based on spread mean reversion becomes more complicated in live trading. The proposed approach enters when the spread’s Z-score moves beyond a threshold and exits as it reverts, while an…

KryptovaratFutuuritSpot-markkinatArbitraasi
FMZ digest

This introductory guide explains APIs through everyday analogies and shows how trading code uses them to request market data, calculate indicators, place orders, and inspect account state. Its M-language examples cover open, high, low, close, volume,…

Tekniset indikaattoritToimeksiantojen toteutusMarkkinoiden mikrorakenneFutuurit
FMZ digest

The article presents an automated workflow for discovering and refreshing cross-sectional factors for crypto perpetual contracts. It selects liquid markets, classifies volatility conditions, prompts an AI system to propose factors, and evaluates candidates…

KryptovaratPerpetuaaliset futuuritFaktoripohjainen sijoittaminenKoneoppiminen
FMZ digest

This tutorial describes a simple KDJ strategy and how to structure its implementation in C++ on the FMZ platform. It introduces the indicator’s RSV, K, D, and J components, then uses the relationship between K and D to generate long or short entry signals.…

Tekniset indikaattoritHintamomentumFutuuritToimeksiantojen toteutus
FMZ digest

The document walks through a long, short, or two-sided grid strategy written in Pine for use with FMZ. Users set grid spacing, order size, grid count, and take-profit distance. When the live bar begins, the strategy records a starting price, plots grid…

KryptovaratGrid-kaupankäyntiToimeksiantojen toteutusHistoriatestaus
FMZ digest

This programming guide presents two market-monitoring examples. The first collects spot prices across Binance trading pairs, stores observations in a rolling window, computes percentage changes, sorts the pairs, and displays the strongest movers. It notes…

KryptovaratFutuuritPerpetuaaliset futuuritMarkkinoiden mikrorakenne
FMZ digest

The document introduces Shannon’s Demon, a portfolio rebalancing method that holds equal values in a risky asset and cash, then restores that balance after the asset price changes. The strategy aims to capture gains from price fluctuations even when the…

KryptovaratVolatiliteettiSalkun muodostaminenHistoriatestaus
FMZ digest

This technical guide shows how to inspect liquidity positions represented by Uniswap V3 nonfungible position tokens. It outlines a sequence for finding the position manager, checking a wallet’s NFT balance, retrieving each token ID, and querying position…

KryptovaratHajautettu rahoitus (DeFi)Spot-markkinatToimeksiantojen toteutus
FMZ digest

The document explains a perpetual futures balance strategy that maintains a target position value by selling after price rises and buying after declines. Its adjustment ratio determines how much the position changes for a given price move. The author…

KryptovaratPerpetuaaliset futuuritGrid-kaupankäyntiHistoriatestaus
FMZ digest

This article describes a daily trend indicator that classifies a bull trend when both highs and lows rise consecutively, and a bear trend when both fall. It uses completed daily bars to avoid decisions based on unfinished data and requires at least three…

KryptovaratTekniset indikaattoritTrendin seuraaminenTilastotiede
FMZ digest

This article explains two ways to seek gains when a crypto price fluctuates around a stable level. A balancing strategy maintains a target value split between cash and coin, trading when the allocation drifts beyond a chosen adjustment band. A grid strategy…

KryptovaratGrid-kaupankäyntiPalautuminen keskiarvoonHistoriatestaus
FMZ digest

The article develops the Psychological Line (PSY), an indicator that counts rising bars over a lookback, into a measure intended to better represent the balance of buying and selling pressure. It notes that a simple count treats a small rise like a large…

KryptovaratTekniset indikaattoritHintamomentumFaktoripohjainen sijoittaminen
FMZ digest

This introductory guide outlines C++ concepts used to build quantitative trading strategies and shows how they fit into a platform trading loop. Its worked example uses MACD line comparisons to open or close long and short positions, checks for fresh…

Tekniset indikaattoritHintamomentumToimeksiantojen toteutusKorkean taajuuden kaupankäynti
FMZ digest

This guide describes a strategy that accepts external trading signals through an embedded HTTP service and turns them into spot or futures orders. It defines a message structure with fields for exchange selection, instrument, contract type, price, action,…

KryptovaratToimeksiantojen toteutusTapahtumapohjainen kaupankäyntiTekniset indikaattorit