Category Archives: Featured

Questions and Answers on automated head and shoulders with CCXT Python crypto currency 

 

Here are the links and questions/comments including my popular automated head and shoulders

Links

https://www.interactivebrokers.co.in/en/index.php?f=2222&exch=nse

https://github.com/ccxt/ccxt/tree/master/python

New course!! Building Python algo trading system with Bitcoin an crypto currency focus

 

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Questions and Answers

I would like to do algo trading in india for nse exchange using zerodha kite connect api, is it possible to do using jstock, as i see only analysis is done but to buy or sell

in an automated way for nse exchanges is it possible or can you recommend some opensource software for this algo trading, i am a good programmer can do coding in

any language.

Thanks,

Shailes

Hi,

A friend refer me to your site.
I’m on the way researching some way could we adapt in binary options trading with consistant result. Just ask if something of your works could help me with that?

I’m reading from you now.

Thanks  Anh Vu

I want to mention – that i for sure like your “style” of email communication. I’m not rich with eloquent english, and in simple words – not formal (straight, strict), cosy (comfy), unusual in a good way for me. As the result – i am not just reading all content of your emails, i also answer or even go to the survey page ))

And i hope that your are real, not some advanced AI/ML tech, which were made at Quantlabs )))

I cant see the results, at least the new one – latest is in youtube format , dated 12 apr )

Yuri

Video


How to install open source ccxt Python package for your crypto currency or Bitcoin custom bot

How do you create a strategy?

 

Automated Head and Shoulder

Au
Demo of automated head and shoulders with XRB BTC hourly crypto currency data from Binance
Wayne Filkins

I have a pattern kind of like head and shoulders but not commonly known which I use to trade by hand. I have tried to automate it using Gekko and tradingview, and Gekko kept bugging out, and it works on tradingview but I use a chrome plugin called autoview to automate it and that bugs out as bad as gekko. It just randomly doesn’t trade sometimes or just messes up a lot. Could you possibly do a video on how to automate our own pattern using ccxt?


How to create a Microsoft Word document from Python 3


brian ciocca

This only contains audio. Video is a still frame

 

Bryan , let me tell a few words about my aims at the moment.

Specializing in IT security with 5+ years in web development experience, having a strong computer background i’ve been recently asked by my boss to dig into trading strategies implementations and backtesting ( the man who worked on that – left our company).

I can refuse him with no consequences on salary , etc… and we all do what we want to do, so i have and interest for trading and markets, got little basic self education in this area, improved finance and economy english words knowledge. I was fine with switching to trading strategy analysis… cause its also includes programming.

We have a little fund, and we rely on trend following in common. So the legacy i got from the man who worked and was kinda experienced in the field are Wealth-Lab and few strategies.

CSI UA is for futures historical data, and as i know yahoo is for stocks. Daily trading – meaning that we rely on the data for the day, not intraday…

Our trader guy is follow this strategies and manually make all trades. Portfolio – is futures and CFD’s .

So i started to go deeper only few weeks ago, looked at wealth lab scripts which is in C# which i consider good language, and my fav is Python )

And these scripts appears to be a mess… it’s really f-ud up for me as a programmer)

So me research into this area showed that first of all – the Wealth Lab “for loop” approach while testing strategy is have far more cons than pros. Event-driven model is far more real, and convenient.

Starting from this post

http://www.followingthetrend.com/2014/05/why-i-prefer-rightedge-for-strategy-modeling/

made by Andreas Clenow, later he became my “mentor” in this area, i like his approach, found his articles or posts in a lots of places, he is likes or loves coding, RightEdge uses C#, but he also improves himself at Python and lots of programming stuff.

I also discovered https://www.quantconnect.com/ , quantopian – more as a knowledge base platforms, than actual trading or backtesting.

Took a look at software analogues of WealthLab  (which for me was a bit of fail) , i stopped at RightEdge which is relatively cheap, and has a real full blown C# support (i think they us GUI parts from Visual Studio), the other choice i may ask for could be OpenQuant 2014, but it’s 10 times more expensive ) about 4K $ per year… I think for starting and for moving from shitty WealthLab – RightEdge is right )

Then the common strategy principles are pretty simple – few price channel indicators, and ATR. So as i understood thats called volatility breakout, or pricechannel breakout strategies.

It was added with some additional logic by the guy before, and cause of his shitty code i hardly grasp it yet…

That`s called systematic trading ? for sure not algotrading….

Getting deeper into topic i met few researches, one was huge  –  that statistically tech analysis tools (trend following ) even with proper backtesting, etc in our times… have no evidence as profitable (and yes i know thats a strategy for at least 3 years to wait ).

Compared to this recent strategies which are based on tech analysis plus AI/ML (based on some fundamental data and tech data as i recall) were statistically significant.

summary of all long text:

now i have just basic understanding of implementing trading strategy and backtesting it, appeared there are much much more specifics are need to be done (like proper risk management), and i moving that way slowly, but deeply )

In the nearest future i think we should implement automatic algotrading (at least on some part of equity and instruments), and then for sure i see positive side to use AI/ML and fundamental data in complex approach…

Now i have a lot of beginners questions… as for python, statistics, probability theory, patterns – i would like to join your lecture/lesson – depends on a local time. I will check!

Well, much obliged for reading this far )))

anyway will be in touch, its morning already here )))

Yuri

——

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Thoughts on Debugging from algos from a popular forex trading platform

I am also currently deep in the weeds trying to debug a transformed algorithm routine from a very popular forex trading platform. I want this to run in Python which is for my 100% vision of using one programming language for my entire infrastructure. Another one is planned next week. Both are similar to the Head and Shoulders but more specific for Flag/Pennants and Wedges. Both indicators will be very useful to help filter out bad potential trades but more will be revealed as it gets closer to completion.

More notes on my thoughts of debugging these indicators. I find this the best way to understand trading algorithms that you may use for systematic or automation. If you want to learn, get a decent debugger but I am quite surprised I have recently started using this Microsoft Visual Code for debugging. This can be the most challenging part of the whole process in automating your trades.

More from this link:

Visual Studio Code advantages

Both IDEs (Integrated Development Environments) are free but PyCharm has bugs with no simple help. Just go with the Microsoft Visual Code Studio just for the Intellisense or debugging capabilities. I still prefer my Sublime and running the Python interpreter for quicker development.

Both IDEs will run on all operating systems including Linux, Windows, and Mac OS

This was sent out last Friday:

I am doing yet another demo of my new automated head and shoulders indicator. I competed this a few days ago which really pinpoint market entry and exits for cryptocurrency trading opportunities. After my last Python script I highlighted for download, this one works with Bitcoin crypto market data, I have leveraged that power for this new indicator. Do realize that this can be used for any asset class and timeframe. I will demonstrate this on Wed May 23 at 7PM Eastern Standard Time.

 

Automated Head and Shoulders Indicator Details to follow

Note that I will be live streaming on my Youtube channels at youtube.com/quantlabs

I also plan to keep this video playback for my members only for 24 hours after the live stream is complete. As usual, I don’t need the world to know about this.

More details on this automated indicator here.

More corrections on this indicators which was revealed from the video:

As the more experienced folks in my private Telegram group, someone hinted to develop the inverted automated head and shoulders for market reversals. This is even for a longing strategy like the one I plan to implement. Do note my further corrections in the link above. 

I am also currently deep in the weeds trying to debug a transformed algorithm routine from a very popular forex trading platform. I want this to run in Python which is for my 100% vision of using one programming language for my entire infrastructure. Another one is planned next week. Both are similar to the Head and Shoulders but more specific for Flag/Pennants and Wedges. Both indicators will be very useful to help filter out bad potential trades but more will be revealed as it gets closer to completion.

Did I also mention about the detailed Java based components I need to use to work with Dukascopy API and JForex for both forex and CFD instruments? That is another big step for weeks coming own the line.

There you go, quite bit on the go.

Bryan

P.S. Don’t forget about this Tuesday if you are in Downtown Toronto. More details here if interested:

https://www.meetup.com/quant-finance/events/250588027/

or

https://www.meetup.com/TOForexTraders/events/250588184/

We are coming to the last set of people we can accommodate.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Automated head and shoulders indicator webinar for May 23 at 7 PM EDT

I am doing yet another demo of my new automated head and shoulders indicator. I competed this a few days ago which really pinpoint market entry and exits for cryptocurrency trading opportunities. After my last Python script I highlighted for download, this one works with Bitcoin crypto market data, I have leveraged that power for this new indicator. Do realize that this can be used for any asset class and timeframe. I will demonstrate this on Wed May 23 at 7PM Eastern Standard Time.

 

Automated Head and Shoulders Indicator Details to follow

Note that I will be live streaming on my Youtube channels at youtube.com/quantlabs

I also plan to keep this video playback for my members only for 24 hours after the live stream is complete. As usual, I don’t need the world to know about this.

More details on this automated indicator here.

More corrections on this indicators which was revealed from the video:

As the more experienced folks in my private Telegram group, someone hinted to develop the inverted automated head and shoulders for market reversals. This is even for a longing strategy like the one I plan to implement. Do note my further corrections in the link above.

I am also currently deep in the weeds trying to debug a transformed algorithm routine from a very popular forex trading platform. I want this to run in Python which is for my 100% vision of using one programming language for my entire infrastructure. Another one is planned next week. Both are similar to the Head and Shoulders but more specific for Flag/Pennants and Wedges. Both indicators will be very useful to help filter out bad potential trades but more will be revealed as it gets closer to completion.

Did I also mention about the detailed Java based components I need to use to work with Dukascopy API and JForex for both forex and CFD instruments? That is another big step for weeks coming own the line.

There you go, quite bit on the go.

Bryan

P.S. Don’t forget about this Tuesday if you are in Downtown Toronto. More details here if interested:

https://www.meetup.com/quant-finance/events/250588027/

or

https://www.meetup.com/TOForexTraders/events/250588184/

We are coming to the last set of people we can accommodate.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo of automated head and shoulders with XRB BTC hourly crypto currency data from Binance

Demo of automated head and shoulders with XRB BTC hourly crypto currency data from Binance

This is a powerful indicator or trading patterns which is generated automatically. As explained in the data, I can only get this working with hourly data since it needs about 1000 data points. I can confirm it seems to download hourly data from both Bitmex and Binance using ccxt Python package. Always remember this is the potential market entry point once the closing price rises above the green dot. This pattern also needs to be verified against other patterns and indicators that I have among my arsenal.

Note that this is a very crude chart for mechanical demo purposes with no proper timing displayed on the horizontal axis. It seems to work ok.

I have no interest right now in inverted head and shoulders sinceI only have an interest in longing for now.

More info head and shoulders info

https://www.babypips.com/learn/forex/head-and-shoulders

Correction from the video means that the green dot should represent the expected price move:

You can see that once the price goes below the neckline it makes a move that is at least the size of the distance between the head and the neckline.

 

Actual results of back test history from automated trading strategy

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

24 hour notice video replay Introducing my Head and Shoulder Flag Pennant Wedge Technical Indicator trading pattern Webinar

Today is the ”<24 hour notice video replay” for all my members on trading pattern video presentation from last night. This has been programmed to expire on:

May 16, 2018 at 12:01 AM

(think tonite!)

This is what I’m speaking about:

  • One hour video presentation on high-level introduction to flags, penance, wedges, and head & shoulder trading patterns.
  • I also handle a few questions and answers
  • More importantly, I have included all the links used to present these topics. These include rules as well as some simple trading formula used to create these patterns

As there is no different from my Harmonic Pattern presentation from a few weeks ago, I have decided to make this available to all of my members who paid for this exclusive access.

I’m keeping a very short timeline of when this information is accessible in order to keep up with my promise of presenting what I do but at the same time to keep the knowledge of this to a minimum. I’m highly confident these trading patterns will help filter out all the bad potential trading opportunities. As explained in the video, my view of trading partners has totally changed versus using math to forecast the markets. Instead I want to use other simpler but effective techniques to set pricing levels for market entry and exit. The methodologies have been explained among all videos found at Youtube.com/quantlabs.

If you join for this exclusive access to this secretive topic, I also mention in my video the next set of steps I’ll be taking. This includes:

  1. Making various videos that demonstrate how to work with both Dukascopy API and their Java-based trading platform JForex.
  2. I’ve never seen a broker offer this level of software development advancement to work with their broker data. I already have ways to track just under 100 instruments within 5 minutes to determine the most optimal trading opportunities.
  3. Do also note of the announcement last week of where Dukascopy Trading accounts are protected by the Swiss government. As far as I know, no other broker in the world offers this level of protection.

Just between these topics, you’ll be further advanced in your automated trading for an affordable rate for 4 months access at the buttons below.

3 Month Access with 1 Extra Month
I also offer an annual subscription as well by by going here.
Buy Now Annual Now
here are detailed additional benefits listed here

Do note I plan to cover in the near future:

  1. Trading detailed results of all the patterns mentioned above in coming weeks. Again this will only be available for my members who will get immediate access to all of this info!
  2. I also plan to demonstrate simple machine learning for all the techniques used in the last few months.
  3. And yes, I’m planning to fund a small crypto currency account with a popular exchange to demonstrate these trading partners in live markets!

     

Also remember about the deadline mentioned above for immediate access to the intro video on trading patterns I have already converted to Python.

This will expire (in other words delete itself) on:

May 16 at 12:01 AM

CRUCIAL NOTE: All references to this video from last night will be deleted with including URL links as well.

Thanks for reading and have choose well my friends, choose well
Bryan

Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar. This was presented last night!
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

TONIGHT: Introducing my Head and Shoulder Flag Pennant and Wedge Technical Indicator Webinar

Hey

Tonight is the night I will be talking about Head and Shoulder Flag Pennant and Wedge patterns. As said in yesterday’s email, I talked about the HUGE benefits I have been seeing with my Harmonic Patterns. I am also starting to see them be talked about in my news sources as of this morning.

Well let’s talk about the next batch for which include the patterns I mentioned above. It is important to understand these are fantastic to help set your pricing targets for entries. This is very difficult to help filter out the bad potential trades which either lose or go into some random walk range territory. Well, I have figured these will help filter out these negative scenarios which work against you. I will be talking about these topics tonight only which will be only available PUBLICLY during this LIVE stream. You will find the login details at the end of this email.

You can watch my video presentation on this below!

I will only be making my video replay after this live stream available only for 24 hours to my members. If interested, you can access this here:

 

3 month trial found here

Shopping Cart

 

 

Introduction to Quant Elite Membership

Always remember that I will focus my algo trading ADVANCED efforts onto Dukasopy API and JForex in coming weeks. I am actually making a course available for my members before then. This is an extra new benefit for my members over the next few months. More will be coming down the pipes.

Always remember that Dukascopy Banks is the only global retaiil forex broker that will NOW protect your account by the Swiss government of up to 100K CHF! That is double protection in my own country of Canada. Check out this recent announcement here. It really does not get better than that to be honest.

LOGIN DETAIL FOR TONIGHT

Introducing my head-and-shoulders Flag Pennant and Wedge Technical Indicator Webinar

On May 14 at 7 PM EDT

Login and invite details below:

Potential topics covered:

Flag pennants and wedge

Head-and-shoulders (HS) and inverted head-and-shoulders (IHS) patterns

Bull flags, Bear Flags formula

Pennant?

Wedges

Rules

Hi there,

You are invited to a Zoom webinar.

When: May 14, 2018 7:00 PM Eastern Time (US and Canada)

Topic: Introducing my head-and-shoulders Flag Pennant and Wedge Techincal

Indicator Webinar

Please click the link below to join the webinar:

https://zoom.us/j/659371996

Or iPhone one-tap :

US: +14086380986,,659371996# or +16465588656,,659371996#

Or Telephone:

Dial(for higher quality, dial a number based on your current location):

US: +1 408 638 0986 or +1 646 558 8656 or +1 646 558 8665 or +1 669 900 6833

Webinar ID: 659 371 996

International numbers available: https://zoom.us/u/cU19vOatu

http://quantlabs.net/blog/2018/05/introducing-head-shoulder-flag-pennant-wedge-techincal-indicator-webinar-may-14-7-pm-edt/

Thanks and here is that video presentation

Bryan

 

Flag pennants webinar tomorrow and LIVE forex data with Dr Ernie Chan!

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Flag pennants webinar tomorrow and LIVE forex data with Dr Ernie Chan!

In the last few emails I have describe the next generation of trading patterns I am working on. These include flags, pennants, and wedges. As the original source code was from a very popular forex retail trading platform, I have managed to transcode the first set over to Python. There’s still a lot of the debugging to get it working which includes sourcing out the data while implementing the charts. Obviously, this is the hardest part of this project. I do believe these patterns will help gauge pricing direction when your chosen instrument decides to go into a random walk situation. This of course, makes trading very difficult to profit off of.

 

As a result, I’ve decided to do a live webinar/Meetup event around this topic. I want to have an open ended discussion with whomever shows up to get a better handle on the benefits of these patterns. I’ll do my best to introduce you to these topics no different then with my harmonic patterns presentation. These have harmonic patterns have been great for timing entries and valuing an instrument price.

 

As I really don’t want the world to know about this, I will not be making a public replay on this but will only make it publicly available during the live stream. This takes place tomorrow night on Monday at 7 PM Eastern standard time. This will also be live streamed on YouTube at my Quantlabs channel which is Youtube.com/quantlabs

 

The webinar login details are below.

 

Do note know that I will be keeping a very tight timeline on the replay which will only be available for my Quant Elite members which you could always get through my shopping cart at these links below:

3 Month Option found here http://quantlabs.net/academy/shopping-cart/

or Annual http://quantlabs.net/academy/shopping-cart/

 

 

This is with no difference of my harmonic pattern replay, I will only keep this available for all my members for about 24 hours after the live stream is finished. As you know, I really don’t need the world to know about these “trading secrets” that the professionals use. Once this replay vanishes, I will not making this available ever again.

 

As said, here are the webinar details below:

 

You are invited to a Zoom webinar.

When: May 14, 2018 7:00 PM Eastern Time (US and Canada)

Topic: Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

 

Please click the link below to join the webinar:

https://zoom.us/j/659371996

 

 

Or iPhone one-tap :

US: +16465588656,,659371996# or +16699006833,,659371996#

Or Telephone:

Dial(for higher quality, dial a number based on your current location):

US: +1 646 558 8656 or +1 669 900 6833

Webinar ID: 659 371 996

International numbers available: https://zoom.us/u/cU19vOatu

 

 

Also, this is another reminder about the live event taking place in downtown Toronto on May 22. Here are those detail. You can only register with the meet up links below.

 

Details

Join us live in the heart of Toronto as we team up with professional quant traders Dr. Ernest Chan* and Bryan Downing* to bring you a FREE algorithmic trading event utilizing FXCM data and technology. Ernie Chan will present on how to use FXCM’s tick data combined with his Order Flow methodology to enhance your trading strategy and help predict where you should position yourself in the market to take advantage of future price action.

Where: Courtyard Marriott Downtown Toronto | 475 Yonge St, Toronto, ON M4Y 1X7, Canada
When: Tuesday, May 22 2018
Time: 6:00PM to 9:00PM
*Check in begins at 6. First talk will begin promptly at 6:15!

· Learn how alternative data can be used to improve your trading strategy
· Network with local quantitative traders in your area and hear from quant experts

· Discover FXCM’s REST API and learn about the product landscape.
· Gain exclusive access to FXCM’s premium data

Seating is limited, so register now!

*** Friedberg Direct is a division of Friedberg Mercantile Group Ltd., a member of the Investment Industry Regulatory Organization of Canada (IIROC), the Canadian Investor Protection Fund (CIPF), and all Canadian Exchanges. Friedberg Mercantile Group Ltd. is headquartered at 181 Bay St., Suite 250, Toronto, ON M5J 2T3, Canada.

Accounts are opened with and are held by Friedberg Direct which clears trades through a subsidiary of the FXCM group of companies [collectively the “FXCM Group”]. Customers of Friedberg Direct may, in part, be serviced through subsidiaries of FXCM Group. The FXCM Group does not own or control any part of Friedberg Direct and is headquartered at 20 Gresham Street, 4th Floor, London EC2V 7JE, United Kingdom.

Trading forex/CFD’s on margin carries a high level of risk and may not be suitable for all investors as you could sustain losses in excess of deposits. Leverage can work against you. Do not speculate with capital that you cannot afford to lose. Be aware and fully understand all risks associated with the market and trading. Prior to trading any products offered by Friedberg Direct, carefully consider your financial situation and experience level. Friedberg Direct may provide general commentary which is not intended as investment advice and must not be construed as such. Please seek advice from a separate financial advisor. Friedberg Direct assumes no liability for errors, inaccuracies or omissions; does not warrant the accuracy or completeness of the information, text, graphics, links or other items contained within these materials. Please read and understand the “Terms and Conditions” on Friedberg Direct’s website prior to taking further actions.

NOTE that this event is very close to being filled up as as we only have about 20 spots available left!

https://www.meetup.com/TOForexTraders/events/250588184/

https://www.meetup.com/quant-finance/events/250588027/

 

Thanks have a nice day

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Algo trading with forex and crypto currency using Python

Algo trading with forex and crypto currency using Python

This includes crypto including big daddy Bitcoin

I hope you will enjoy my Python 3 course

 

You can join any my services here

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Today is deadline for your queries on Sat May 12 LIVE Python Algo Trading workshop

Today is deadline for your queries on Sat May 12 LIVE Python Algo Trading workshop

Send your questions right away to be included for the Saturday workshop. All members should get in touch via my contact. If interested join the ELITE membership list below.

 

Are you ready to Join any of the following

New course!! Building Python algo trading system with Bitcoin an crypto currency focus

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Introduction to Quant Elite Membership

Market analysis: Fed analysis for USA economy outlook April 3

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

On May 14 at 7 PM EDT

Login and invite details below:

Potential topics covered:

Flag pennants and wedge

Head-and-shoulders (HS) and inverted head-and-shoulders (IHS) patterns

Bull flags, Bear Flags formula

Pennant?

Wedges

Rules

Hi there,

You are invited to a Zoom webinar.
When: May 14, 2018 7:00 PM Eastern Time (US and Canada)
Topic: Introducing my head-and-shoulders Flag Pennant and Wedge Techincal Indicator Webinar

Please click the link below to join the webinar:
https://zoom.us/j/659371996

Or iPhone one-tap :
US: +14086380986,,659371996# or +16465588656,,659371996#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 408 638 0986 or +1 646 558 8656 or +1 646 558 8665 or +1 669 900 6833
Webinar ID: 659 371 996
International numbers available: https://zoom.us/u/cU19vOatu

Nictrades notes from April 16 stream including moving averages

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!