Category Archives: Uncategorized

Overview of backtrader with Python 3 for a complete algo trading system

There are numerous part of this video but I try to explain how to install backtrader which I got running on Python.This can also be used in conjunction to build a out a complete algo trading system.  This project clearly is growing quickly to replace Quantopian and maybe Quantstart. It is 100% in Python with some great example Quick Start guides to get you up and running. I am sure the community is up to par by now.

Oanda? Really so here is why ?

Also, I explain how I may go back to Oanda( ugh and yuck) as a quick and easy gateway for forex or CFD trading. This  project will ease the intro to a forex algo trading system with 100% Python without the complex extra process of including Java with the JForex platform from Dukascopy. Also, it seems American residents really only have Oanda as the only remaining choice to use Python. It sucks I know but this includes the huge market interest for using the 100% Python option for an algo trading system. Just remember Dukascopy does not allow USA customers so I can only use Oanda for now. My opinions of Oanda has not changed. I just wish there was a better option to implement.

Also, the Python backtrader project support Oanda and my eventual migration to Interactive Brokers for eventual options/futures. Always remember this asset class is used by institutions and is recession proof as well.

Spoiler alert

To save you time, I also tried to install a GUI project built for backtrader called Omega UI.

https://github.com/OmegaTrading/OmegaUI

Most of the video focuses on this attempt but this project clearly needs a tutorial or document to get it running. This portion was a chunk of time wasted so don’t bother.

Note: I plan to only use backtrader for the broker connection only as explained above. I don’t plan to change the strategies I have been working over the last number of months

I will be adding the productive learning to my course as explained below

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

Links

https://www.backtrader.com/docu/quickstart/quickstart.html?highlight=optimize

https://github.com/OmegaTrading/OmegaUI

https://www.backtrader.com/features

https://github.com/backtrader/backtrader

https://stackoverflow.com/questions/3387695/add-to-python-path-mac-os-x

https://superuser.com/questions/273966/how-can-i-uninstall-using-homebrew

https://marketing.plot.ly/products/cloud/

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How to use moving averages for potential market reversal in algo trading

 

I just recorded another video on moving averages. This includes the periods of 20 simple moving average, 50 simple moving average, and the longer/slower 200 exponential moving average. This is important to display my video showcases that moving averages that have a healthy divergence mean it has trends which you can trade. With my recent crypto currency in the video, you can clearly see the pair averages tighten up which makes it very difficult to trade automatically.  With these averages and my recent trend (watch  the video here), I am hoping to find this a workable trading condition.

Chart details

In the chart example of the video, you will find new indicators which includes momentum and Relative Strength Indicator (RSI).  I find momentum combined with the trends will tell an interesting story when they work. Don’t forget I can also use what level are generated by Fibonacci Retracement.  I also have a way generate the numbers for momentum using a newly discovered Python package. This can be seen here

https://github.com/bukosabino/ta

I hope this helps as I start working on the Adam and Eve pattern to confirm market reversals. This also involves when a candlestick moves more 50% the next day after an opposing huge candlestick. The name of this line is Marubozu

http://www.stock-trading-infocentre.com/marubozu.html

Thanks Bryan

Using Fibonacci Retracement level for price target moves for support or resistance

 

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14 Buy Signals For CryptoCurrency Bear Market On Jun 12

Yesterday there were no longs generated after the meltdown of Bitcoin from Friday. it seem that crypto currency was a dead asset class.  It got me worried since I had no content for webinar I did earlier. tonight. As a result, I had to rework how I approached using this new script I developed a few weeks ago.

Here are the script changes

1.  I reduced the look back period from 1000 to 200 days which makes it more than 6 months.

2. I added some new columns after running a linear regression. 4 new columns were added to ranking spreadsheet which include slope, r-value, p-value, and standard error.

3. A new sorting criteria which is in the order of slope, volume and volatility. Note that I will not report any crypto currency less than a volume of 45 million. This is the latest captured bar of volume with closing price added as well.

There is stlll lots of filtering to do which will makes this more precise as I choose which crypto currency pairs into enter the market via Binance exchange.

See my video here

More to come

I am starting to move out of the analysis to tie up the more important aspects of this ‘entire crypto trading system.’ I am focusing back on my own older Python 2 scripts that do:

1. Kelly Criterion to keep the account protected by throttling the daily amount available based on trading performance.

2. Portfolio Optimizer which will allocate capital to deploy each trading day based on historical market data of the particular crypto asset of interest.

3. Watchlist uses various simple metrics to precisely measure entry into the market. This includes Beta performance on a benchmark like Bitcoin/USA Dollar.

4. Positions Manager is used to measure the exit once a position is entered. I plan to use Average True Range to help here as using like a virtual trailing stop.

More videos will focus on the Python scripts above. They will also need to be translated from Python 2 to version 3.

All of these will lead to new files and charts for my Quant Analytics service.

 

Thanks Bryan

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!

315 cryptocurrency pair analysis with strong short signals June 6 2018

315 cryptocurrency pair analysis with strong short signals June 6 2018

More opportunities to short with crypto bear market

No we do a short in this analysis. Data is the same as here.

 

market analysis for April 9 LIVE webinar video playback 

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!

Corrected video Demo to download 525 crypto currency pairs via CCXT Python package from OKEx

This all comes from this video posted here

Double your trading opportunity just from 1 correction !

I have corrected this big as hinted in this Youtube content listed below. . Please find I am now able to double my opportunity of trades just from this simple correction. This goes in hand with my evolving Automated Head and Shoulder indicator. 

As compared to a recent post, I am now able to analyze over 525 symbols vs 200+ as in the previous.

 

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 to download hundreds of crypto currency pairs via CCXT Python package from Binance Bitmex OKEx exchanges

Demo to download hundreds of crypto currency pairs via CCXT Python package from Binance Bitmex OKEx exchanges

 

The advantages

This has a huge benefit if you are into building scanners. Also, remember I did not fund any of these exchanges but always remember to be on guard with your data with exchanges you may not trust.

https://coinmarketcap.com

Original Python downloading script from

Easy Python script to download crypto currency market data with CCXT package

 

 

 

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!

Premium Data & Algo Trading with Ernie Chan | Live in Toronto

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!

 

 

REGISTER HERE ONLY:

or

*** 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 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!

FINAL HOURS

Hello Bryan,

Today is the last chance:

Python Infrastructure Building Blocks Course for $197 → This will go up to $247 tomorrow sometime

ELITE 3 month change from 4 month (1 month bonus) to 3 month

May 12 will be the next major LIVE workshop which I don’t do a lot. I will not be repeating this workshop again!

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

http://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

If you are new, I have a standalone version of this course where you can get access. That is available in the above live link URL.

Advanced Dukascopy API and JForex courses coming

If you are wanting to advance your knowledge, my next course content will address the advanced topics of learning Dukascopy API and JForex. Everything can only be accessed with Java for automated forex or CFD trading. There will be some videos made available in coming days. I will be creating another similar bootcamp as this Python one for May 26. Yes, this is Memorial Day for Americans but realize Dukascopy will not accept them as customers anyhow. Just remember this is tentative but I should be finalizing the content and dates in coming days as well.

As mentioned above you can sign up for the above course for the May 12 Python bootcamp. If you are interested in expanding into other brokers or languages, you may want to explore this Dukascopy option. I also just confirmed FXCM can work with Python as well. I created a new module for this in the Python course.

Best value is ELITE

To get onto both of these tracks, I would recommend to go for the ELITE. It enables you to get everything for a quarter or a year depending on your budget. Here are the links

3 Month ELITE ← This is on my general new store

or FULL ANNUAL ELITE for everything over the next 12 months

Future topics will include machine learning and advanced crypto as I attack it. These will most likely Python software development.

Also, do realize with the ELITE service gives you get access to my Interactive Brokers and Futures/Options course. This enables you fully understand the powerful foundation in trading arithmetically. Oh, don’t forget you get access to Quant Analytics as well.

I am about to start up the Facebook advertising. If all goes well, I can guarantee that the current rates may go up. In fact, if there is enough demand I would hope to at least double all current rates since the incredibly high calibre of members that are joining in the last few weeks.

Thanks Bryan

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!

course and quant analytics with live demo of trading charts and Python source code

I will be demonstrating the final way to code up trading charts using Python and Chart Director. This helps for with course and quant analytics. This will take place on Monday April 30 at 7 PM EDT. Here are some of the benefits:

Affordable charting package for multiple language and operating system support

  • Standalone and live trading chart versions available for C++ or Python
  • I will demonstrate some capabilities during this call but do understand I included some useful videos.
  • I will post this recording playback as a bonus module into my course following course

http://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/

You will also find the login details below but also note that this will be live streamed on my Youtube channel at youtube.com/quantlabs

You are invited to a Zoom webinar.

Topic: Live demo of Chart Directory with Python source code

Please click the link below to join the webinar:

https://zoom.us/j/306844667

Or iPhone one-tap :

US: +16699006833,,306844667# or +16465588656,,306844667#

Or Telephone:

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

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

Webinar ID: 306 844 667

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

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

Python 3 Infrastructure Blocks with Crypto (standalone)

Introduction to Quant Elite Membership 3 month trial which includes this course and Quant Analytics

or Annual to Quant Elite Membership with this course and Quant Analytics

Here are the mentioned video courses

 

Access Python 3 Infrastructure Algo Trading course with Bitcoin Crypto currency NOW!

 

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 new trading charts with moving average cross signals

Introducing new trading charts with moving average cross signals

Here are the latest charts from Chart Director. These all have dates associated now as well instead of using the wonky way with MatPlotLib. These include ones for Fibonacci levels, moving averages with Bollinger/RSI/momentum, trend and moving average cross signals. Some of the price lines are candlestick or OHLC format. These are much better from a very afforadable trading package library like Chart Director. It also talks to many languages.

 

Remember I have figure out the standalone version for Python with Javascript. Go here to see that.

Here is their link http://www.advsofteng.com/index.html

I can also say that this software vendor support is quite fast and precise. In summary: worth the money!!

cross signals.

 

How to use trading patterns to prevent bad trading and perfect timing with less false positive signa

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!