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The document explains Parabolic SAR as a trend-following indicator whose stop level advances toward an extreme price using an acceleration factor. It outlines rising and falling calculations, including the initial factor, its increments when new extremes…
The article examines a futures execution hazard: an exchange may report an outdated position after a limit order has already filled. A strategy that interprets the stale response as an unfilled order can submit another opening order and accumulate unintended…
The article defines PBX as a set of averaged exponential moving averages and uses their relative order to identify directional conditions. Its example builds three PBX lines, each averaging EMAs at progressively longer periods. It opens a long when price is…
This account describes a simple Bitcoin market-making method that sets buy and sell limits from cumulative order-book depth. It scans bids and asks until each side reaches a chosen quantity, then places quotes just inside those levels. If the resulting…
The guide outlines Vertex’s hybrid exchange design and describes how a trader can connect a wallet, configure an account, and access perpetual and spot markets through FMZ. It explains unified liquidity across supported chains, off-chain order matching with…
This installment reviews a multi-currency Binance futures strategy and updates its analysis with minute-level price data. One method compares each asset's price relative to Bitcoin after exponential moving-average normalization, then adjusts signed target…
The article outlines a way to shortlist Binance USDT spot pairs for grid trading. It frames grids as strategies that seek repeated buy and sell opportunities within fluctuating prices, so the screening process favors substantial daily ranges while filtering…
This interview-style overview defines quantitative trading as using data, models, and software to analyze markets and automate some or all of the decision and execution process through exchange interfaces. It describes tools ranging from preset strategies…
The article explains how a rolling 24-hour return changes mechanically as prices from the prior day leave its calculation window. It proposes estimating that change over the next five and thirty minutes while holding the current price constant. The…
The article describes an experiment using an AI computer-operating assistant with a quantitative trading platform. The task begins with a dual moving-average crossover strategy, then proceeds through code generation, configuration of a Bitcoin market…
The article compares open-source and commercial quantitative trading tools. Open-source software offers source access, flexibility, and room for custom strategies, but users typically need programming skills and must handle more troubleshooting themselves.…
This tutorial walks through translating a My-Language trading system into JavaScript. The example calculates a WaveTrend-style indicator from the average of each bar’s high, low, and close, applies exponential moving averages and a normalized deviation, then…
This tutorial shows how to add position-change notifications to a strategy written in FMZ My Language. Its example trading system uses Williams %R and an exponential moving average to generate long and short entry signals. The central technique uses the…
This tutorial describes a visual workflow for producing and distributing cryptocurrency market analysis. Scheduled market data requests collect 15-minute, hourly, and daily candles; the workflow labels and combines them. A separate news request gathers…