The cavity quantum electrodynamics (QED) system is a promising platform for quantum optics and quantum information experiments. Its core is the strong coupling between atoms and optical cavity, which causes difficulty in the overlap between the atoms and the antinode of optical cavity mode. Here, we use a programmable movable optical dipole trap to load a cold atomic ensemble into an optical fiber microcavity and realize the strong coupling between the atoms and the optical cavity in which the coupling strength can be improved by polarization gradient cooling and adiabatic loading. By the measurement of vacuum Rabi splitting, the coupling strength can be as high as g_N=2π×400MHz, which means the effective atom number is N_eff=16 and the collective cooperativity is C_N=1466. These results show that this experimental system can be used for cold atomic ensemble and cold molecule based cavity QED research.