DOCSEARCHbyAlgolia
Submit Docs

FMZ - Financial Magic Zone Trading Strategies

repository·master·Indexed 26 days ago

https://github.com/fmzquant/strategies

A comprehensive repository of quantitative trading strategies and utility tools for the FMZ platform. It provides implementations across multiple programming languages, including JavaScript, Python, C++, PineScript, and MyLanguage. The collection covers diverse trading methodologies such as trend following (EMA, SuperTrend), arbitrage, grid trading, Martingale, and high-frequency trading (HFT), along with technical indicators like RSI, MACD, and Bollinger Bands.

Tokens
141K
Snippets
102
Records
451
Agent score
90%

What's inside fmzquant-strategies

  3. Overview of Improved RSI Breakout Strategy

    master

    The Improved RSI Breakout Strategy is a trend-following strategy that uses the Relative Strength Index (RSI) to identify entry and exit points. It aims to capitalize on mean reversion tendencies at extreme RSI levels while managing risk through built-in stop loss and take profit mechanisms.

    Core Logic:

    • Long Entry: Triggered when RSI crosses above the overbought level (default 70).
    • Short Entry: Triggered when RSI crosses below the oversold level (default 30).
    • Risk Management: Once a position is opened, the strategy places stop loss and take profit orders at fixed percentages from the entry price to ensure an asymmetric risk-reward ratio.

  4. Overview of Assassins-Grid-B-A-Dynamic-Grid-Trading-Strategy

    master
    The Assassins-Grid-B-A-Dynamic-Grid-Trading-Strategy is a Pine script designed for TradingView that provides a framework for testing and optimizing dynamic grid trading strategies. It utilizes the strategy.orders() functionality to enable automated execution and backtesting. The strategy adapts grid width and ratios based on market volatility to capitalize on two-way price oscillations.

  5. Browse FMZ Trading Strategies

    master
    The FMZ repository contains a vast collection of quantitative trading strategies. These strategies cover various technical analysis methods, including moving average crossovers (EMA, SMA, HMA), momentum indicators (RSI, MACD, TSI), volatility filters (ATR, Bollinger Bands), and advanced concepts like Ichimoku Clouds, Fibonacci retracements, and Turtle trading. Each strategy is hosted on the FMZ platform and can be accessed via its unique URL for detailed analysis and implementation.

  6. Moving-Average-Divergence-Strategy Overview

    master
    The Moving-Average-Divergence-Strategy detects divergences between price action and a Moving Average (MA) line to generate buy and sell signals. It identifies pivot highs and lows in the MA to find regular and hidden bullish/bearish divergences. This logic can be extended to any oscillator-based indicator.

  7. Understand the Simple Holder Strategy

    master

    The Simple Holder strategy is a periodic cryptocurrency accumulation strategy designed to achieve cost averaging and portfolio growth. It works by repeatedly buying a base currency using a quote currency over a set number of candles and then holding the position.

    Core Logic:

    1. Initial Purchase: Sends a buy signal at the start to make the first purchase.
    2. Periodic Accumulation: Sends a buy signal every specific number of candles to purchase more base currency.
    3. Position Closing: When the candle count reaches a preset value, it sends an exit order to close the position.
    4. Strategy Termination: When the predefined exit time is reached, it sends an exit signal to stop the strategy and close all remaining positions.

  8. Understand the Dual-MA Crossover Trend Tracking Strategy

    master
    The Dual-MA Crossover Trend Tracking Strategy is a trend-following method that uses two Exponential Moving Averages (EMA) to identify market direction. It enters long positions when a fast EMA crosses above a slow EMA and enters short positions when the fast EMA crosses below the slow EMA. The strategy includes built-in risk management features like Take Profit, Stop Loss, and Trailing Stop Loss to protect capital and lock in gains.

  9. Explore FMZ Quantitative Trading Strategies

    master

    The fmzquant/fmzquant/strategies repository contains a collection of specialized quantitative trading strategies hosted on the FMZ platform. These strategies cover various technical analysis methodologies, including:

    • Moving Average Systems: EMA/SMA crossovers, multi-period moving averages, and trend direction validation.
    • Volatility & ATR Strategies: ATR-based dynamic stop-loss/take-profit, Bollinger Band grids, and volatility spike indicators.
    • Momentum & Oscillators: RSI-based adaptive strategies, MACD crossovers, Stochastic indicators, and Z-Score momentum.
    • Breakout & Pattern Recognition: Donchian Channel breakouts, candlestick pattern filtering, and support/resistance breakouts.
    • Advanced Mathematical Models: Quantum Spectral Analysis, Nadaraya-Watson estimation, and Fibonacci-based signal systems.
    • Risk Management: Dynamic position sizing, adaptive risk-reward optimization, and multi-indicator smart risk control.

    Each strategy is accessible via its unique FMZ strategy URL for review, backtesting, or deployment.

  10. Understand the Dual EMA and RSI Combination Strategy

    master

    The Dual EMA and RSI Combination Strategy is a trend-following strategy that combines Exponential Moving Averages (EMA) with the Relative Strength Index (RSI) to identify market trends and overbought/oversold conditions.

    Strategy Logic

    • Trend Identification (EMA): Uses a fast EMA (period 34) applied to both high and low prices to create a channel.
      • Buy Signal: Price stands above the fast EMA high line.
      • Sell Signal: Price stands below the fast EMA low line.
    • Momentum/Overbought-Oversold (RSI): Uses RSI (period 14) to validate entries and exits.
      • Buy Signal: RSI reaches a low level and begins to turn up.
      • Sell Signal: RSI reaches a high level and begins to turn down.

    Key Advantages

    • Reduces false signals by using EMA for trend and RSI for momentum verification.
    • Effectively controls profit/loss by using short-period EMA for entry and long-period EMA for major trend direction.
    • Applicable to various timeframes and market environments.

  11. Understand the 20-Level Breakout Strategy logic

    master

    The 20-Level Breakout strategy is a trend-following approach that uses a 20-day moving average (or a calculated base level) as a key threshold to identify trend reversals.

    Core Logic

    • Long Entry: Triggered when the closing price breaks above the base level plus a buffer (e.g., baseLevel + 0.2%) and satisfies specific indicator conditions (like MACD or RSI/EMA filters).
    • Short Entry: Triggered when the closing price breaks below the base level minus a buffer (e.g., baseLevel - 0.2%) and satisfies indicator conditions.
    • Execution: Positions are typically entered near the opening price of the day following the breakout.

    Risk Management

    • Long Positions: Stop loss is set below the base line (e.g., -0.5%) and take profit is set above (e.g., +1%).
    • Short Positions: Stop loss is set above the base line (e.g., +0.5%) and take profit is set below (e.g., -1%).

  12. Understand the Reversal Bollinger Band RSI-MACD Strategy

    master

    This is a trend-following quantitative strategy that uses a combination of three indicators to identify market reversals and overbought/oversold conditions. It executes reverse trades: shorting when overbought and longing when oversold.

    Core Logic

    1. Bollinger Bands: Determines if the price has entered extreme zones. Price above the upper rail suggests overbought; price below the lower rail suggests oversold.
    2. RSI (Relative Strength Index): Confirms overbought/oversold status. Typically, RSI > 70 is overbought and RSI < 30 is oversold.
    3. MACD (Moving Average Convergence Divergence): Uses the MACD line and signal line crossover as an auxiliary filter to confirm the reversal timing.

    Entry Conditions

    • Long (Buy): Price < Lower Bollinger Band AND RSI < Oversold Threshold AND MACD Line < Signal Line.
    • Short (Sell): Price > Upper Bollinger Band AND RSI > Overbought Threshold AND MACD Line > Signal Line.