Tag Archives: trade

Source Code Excel with pair trading for trade signals with DotNet C Sharp with Interactive Brokers and MS SQL Server

Source  Code Excel with pair trading for trade signals with DotNet C Sharp with Interactive Brokers and MS SQL Server

This is not final code which does not include risk or portfolio management as described in the videos. It is just to show the basic mechanics of order execution and inserting into a database

New code is based off of this Custom Trading Course

Buy our Custom Trading Platform Course With Source Code

PairTradeXLSQLFinal

The above is the entire Visual Studio 2012 Ultimate solution package.

 

R source code example on how to trade using a GARCH Volatility Forecast

R source code example on how to trade using a GARCH Volatility Forecast

I found this link:

http://www.r-bloggers.com/trading-using-garch-volatility-forecast/

I am using RStudio so I can confirm sthat the code seems to be ok but the plots fail with a message;
> plotbt.custom.report.part1(regime.switching.garch, regime.switching, buy.hold)
Error in plot.window(…) : Logarithmic axis must have positive limits
In addition: Warning message:
In xy.coords(x, y, xlabel, ylabel, log) :
  3120 y values <= 0 omitted from logarithmic plo

Could it be the data used? I am not sure but I only need the data anyhow. Looks good but still need to validate it as I get more comfortable with R.