Tag Archives: algo trading

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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Algo trading with crypto currency trading Texas style

Algo trading with Crypto currency trading Texas style

Originally, this online Meetup was scheduled for last week where the audience was based in Texas. That never happened so I stuck with the name. Here was the description which focuses on crypto currency trading

I thought I would do my first LIVE stream on Youtube. I am hoping to build a Python infrastructure using the instruction of Python book from QuantStart. Let’s see what happens

http://quantlabs.net/blog/2018/06/algo-trading-with-crypto-currency-texas-style-video-playback/

This video was about 1 hour. I also talked about my latest discovered of crypto currency trading from last week.

New Combined parameters to use for optimal real time crypto currency trading

Lots of parameters I am using to combine proper crypto currency trading decisions for optimal profit return. I am showcasing the combination of this for highest returns when position are entered. This is important to watch to understand you cannot depend on one or two indicators. You may wonder why folks are losing money left and right. There are so many false positives out there for bad positions to go bad. Do understand these parameters can be used universally for all major asset classes. This includes crypto currency with Binance Exchange for my needs. Also, I am using Python to create these but I am starting to hit limitations with it.

More to read here if interested

http://quantlabs.net/blog/2018/06/new-combined-parameters-use-optimal-real-time-crypto-currency-pairs/

It was recommended to drop the trend/linear regression to reduce the number of parameters. Also, there is a discussion of using machine learning linear regression to be added to these parameters. It sounds like it might dilute the accuracy of the results. As for me, t might be wise to play around with these new techniques in the near future as a form to experiment with. Also, I will keep everything simple as is listed above. I also want to move forward to actually fund a Binance exchange account to see what happens.

As a reminder:

Lastly, I just changed my pricing on the online store:

 

Python 3 trading course with components for algo trado trading infrastructure: $247

 

2 Month Trial for Quant Elite with an extra 3 weeks: $500

 

Annual Quant Elite: $4800 ← yes I jacked this up over $3400 with the future stuff coming!

(Hmm….maybe you should have jumped the deals I was putting out there over the last few weeks)

 

Go here if you are interested:

 

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

 

Thanks Bryan

 

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

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 CHANCE! Kazakhstan deal for algo trading plus stats and inverted auto head & shoulders

FINAL CHANCE! Kazakhstan deal for algo trading plus stats and inverted auto head & shoulders
This is for the people of Kazakhstan!! I got this note from someone there:

…Elite membershipe for 3 month. Cost  $697. But it is hard to me to pay such money. My salary is $500 – 600 per month.

If that is the case of lower monthly salaries, why not apply (for everyone globally) a short term temporary discount? Of course, this was inspired by this person in Kazakhstan so I want all those to take full advantage of this.

Get 3 month access (with an extra month) for my ELITE membership where you can find all the detailed benefits here.(It includes 3 courses with some new additional crypto currency content I discovered which I found below. This deal saves you $400 with an extra month which is usually 3.That is in excess of $600+ savings!)

LAST CHANCE FOR THIS DEAL!

FINAL CHANCE FOR THIS DEAL Get it Now
(let me know if you have problems with this purchase link above!)) 

Just remember I am only keeping this ‘Kazakhstan deal’ only on for a day or so! Just remember you better jump on this deal before the smart, driven folks in Kazakhstan exhaust it!

I added 2 new videos using stats and an inverted auto head and shoulders.

Assessing auto inverted head and shoulders technical analysis data for crypto currency algo trading

 

Is this an unpredictable indicator? This seems to be useful the odd time so I will keep it. Realize that other indicators can be used to show more reliability.  I show a few examples of the recent data from the data sets.

 

http://quantlabs.net/blog/2018/06/assessing-auto-inverted-head-shoulders-technical-anlysis-crypto-currency-algo-trading/

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310 crypto currencies to show stability when trading

The world of stats can be very useful in the crypto currency land. You can see dispersion (volatility) as well momentum. Each of the 315 crypto currency pairs (from Binance) can have a descriptive stats with a normal distribution graph. I also show 3 different times periods for each pair which includes Monthly (not useful), daily, and hourly.

http://quantlabs.net/blog/2018/05/apply-stats-310-crypto-currencies-volatile-highest-momentum/

 

Input caption text here. Use the block’s Settings tab to change the caption position and set other styles.

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 crypto currency so webinar this Monday night

EXTRA BONUS month for algo trading crypto currency 

This is an urgent message to all those sitting on the fence on being aQuant Elite member.As I have explained in my last email about my exclusive video sale. This will expire May 28 at Midnight Eastern Standard Time.

(YES I extended this another 48 hours)

1. I’m currently giving away an extended month for free which is savings of $233.

2. This membership will give you ALL access to all my online courses, research, multiple algorithms in R, Java, Python.

3, Exclusive access to all my video playbacks of webinars that are not available to the general public. This includes the video description I sent out on Friday.

4. Dozens upon dozens of research paper downloads from industry and academia

5. Software and source code to make your eyes bleed! This includes database analysis, Excel screeners, plus plus plus…

 

Get the entire list here

 

Here for the entire set of detailed videos

 

How are we moving forward?

 

I have proven to myself that the open source community with free programming development tools like Eclipse IDE, VirtualBox, C++, Python, R, and NOSQL Redis. I have further convinced myself this is the path I choose with no limitations on licensing or paying out to third parties for expensive software. The open source movement is upon us where it has advanced so far to make life easy for us newbies who want to develop high-speed automated trading systems.

 

So what about the technology… What about trading ideas?

 

With a combined total community of 20,000+ ranging from my email list to all social media, we are pretty well a force to be determined. Also if you have not seen my Quantcast.com verified stats I can say over 49% of my traffic visitors make over $150,000 US plus who are highly educated with a Masters Degree or even PhD. To be honest, that is a real force to be reckoned with!!

 

As I have developed my latest version of a trading system called originally developed in Matlab, I converted Python for all my Quant Elite members to take advantage of. This of course includes source code of the basics to get you started.

 

On Monday night (TOMORROW), I will be doing a live event online to showcase some very simple reasons why certain trading indicators like flags, pennants and wedges patterns will NOT be implemented into this next phase of my trading. It will also include my learnings that I’m currently underway with solid foundation on GLOBAL micro economic events that will trigger risk on trading opportunities. This will of course blend this high-speed technology with the ability to monitor in real time risk assessment for trading opportunities with:

1. Options and futures

2. Forex

3. Equity, ETFs, and indices from multiple global exchanges found across the world

4. Crypto currencies which appears he most profitable thus far!

 

Whooo! That is a lot to take in but I can verify this will all work thanks to Interactive Brokers.

 

This is how I see my future.

 

This is how my current Quant Elite members see it.

 

Are you ready to join me to make this year your SUCCESSFUL year in trading?

 

Are you wanting to change your life forever?

 

Are you wanting to secure your life where you control the outcome?

 

If you say “Yes” to any of the above, my friend you should join us to take on the world so that we, the Quant Elite membership, to be the most lucrative community in the world for trading.

 

Go here for immediate access

 

Got questions? Go here to learn more.

 

Still not enough? Ask me anything you like on Monday night regarding any of the above as we go live at 8 PM Eastern Standard Time(same as New York City) as we talk technical indicators for both lucrative instruments like crypto currency pairs. My recent simplest Python 3 demos will be part of it this. Go here to get more access

 

Until then my friend, I hope you choose well and wish you well on your ventures in the future

 

Over and out,

 

Bryan

 

PS. This will most likely be my last discount of this kind moving before we start ramping our highly engaging ads on Facebook!

 

 

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!

Which is your algo trading preference non programming or langiages like R or Python

Which is your algo trading preference non programming or langiages like R or Python

Which is it? Your choices

https://www.dukascopy.com/swiss/english/forex/Visual/features/

https://www.r-project.org

https://www.python.org

Let me know via my Facebook groups or page:

https://www.facebook.com/quantlabsnet/

https://www.facebook.com/groups/quantlabsnet/

Or get to no more product or courses

Shopping Cart

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!

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

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

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

quantlabsnet

This course is now here!

TONIGHT IS DEADLINE !

Tonight is the final deadline for 11 PM Eastern Standard Time (same NYC) to get the low introductory deal. It will go up $50 after that time.

 

People have asked me if this will get any lower, I say no but it will become much more expensive in due time.

 

Here is the same detail I sent last nite:

This course topics include:

1, How to build a Primitive Algo Trading

2, Topics include Python with Crypto Currency (include Bitcoin)

3. Source code included with videos totaling no more than 3 hours

 

I have place an introductory price of $199 for 3 month access. This will be lowest you will find!

 

This will expire on Thursday Mar 29 at 11 PM EDT!

(That is just over 24 hours from now!)

Go here for immediate access

 

https://feedback2fa7c0.clickfunnels.com/launch-page-4

 

A countdown is underway!

 

Just a reminder of topics and videos included below

Buy Now
I thought I would do my first LIVE stream on Youtube. I am hoping to build a Python infrastructure using the instruction of Python book from QuantStart. Let’s see what happens
The first version of the course outline. To see it’s full glory go here
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tensorflow machine learning standard option for algo trading but there is simpler options

tensorflow machine learning standard option for algo trading but there is simpler options

 

Various links below show simple ways to use linear regression with R Squared. It then evolves into using SciKitLean Python Package which is relatively simple but could be effective if you are just after R Square to measure strength of the trend.

towardsdatascience.com/simple-and-multiple-linear-regression-in-python-c928425168f9

blastchart.com/Community/IndicatorGuide/Indicators/LinearRegressionRSquared.aspx

premium.working-money.com/wm/display.asp?art=340

This next link offers a look the complicated TensorFlow Model Library from Google. This is the definite standard defacto in the financial industry. I know this when I saw samples used by high end HFT shops with their workshops for the Newsweek AI conference in NYC last Nov.

Set stock data target with https://medium.com/mlreview/a-simple-deep-learning-model-for-stock-price-prediction-using-tensorflow-30505541d877 <– TensorFlow complex but offers many options

I will also say that TensorFlow offer the most choice. See below a tip below from someone in my private Telegram group. This could save you loads of time instead of wasting time by going down rabbit holes.

For crypto use, https://dashee87.github.io/deep%20learning/python/predicting-cryptocurrency-prices-with-deep-learning/

Note that this uses Keras which obviously simpler than TensorFlow. I would probably move towards TF as I get deeper into this.

Here is that useful tip:

My quick-fire tips: in general I’ve had more success constantly-retraining the ML models (every day in your case) as opposed to the usual train/test/validate method. Either that, or use ML models that are specifically designed to capture the time-varying properties of time series (these models can usually be updated in an online fashion). Never used raw prices as inputs—there is so much autocorrelation in the features that the predicted price will just end up being the last close. Instead use returns (I prefer logarithmic returns over simple returns, but it doesn’t make much difference).

Try to use a target that is directly related to the outcome of a potential trade. If that is too complicated, try having separate targets for direction and volatility. I prefer regression algos to classifiers. If possible, require that your model predicts opposite scenarios for both a long and short trade; e.g. it predicts a long trade will make money *AND* a short trade will lose money, and vice-versa. Avoid neural networks when you’re just starting out – there are too many hyperparameters to tune. Ensemble methods are fantastic, and can be very profitable

Here is my conclusion:

If you are like me just trying to figure out general trend through LSR and R-square, I tend to use these for now. As a result, I may use the SciKitLearn example for simplicity but stop there. I really don’t want to go down the various rabbit holes to experiment with more complex ML libraries. I see no reason compared to the recent sub minute study/reseach/playing around experiment at the sub minute level I started back in Dec which became a time waster with no results.

 

For those keeping track, if you don’t want to use Python with TensorFlow there is a simpler C++ option

https://tebesu.github.io/posts/Training-a-TensorFlow-graph-in-C++-API

 

This is the simplest so far but which started this whole level of research

https://stackoverflow.com/questions/893657/how-do-i-calculate-r-squared-using-python-and-numpy

You can see how simple stuff turns complex

 

Williams % and Stochastics most reliable Matlab technical indicator

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Wealth creation with algo trading video playback

 

Wealth creation with automated trading video playback

 

Listen up! Not everyone is getting this last chance deal I will be posting for my 3 month subscription deal on my Quant Analytics service. This brings down your cost to under $50 per month. This is just a 1 time payment for 3 months access.
Remember I already added my systematically generated reports which include:

 

1. Federal Reserve deep dive reports with forward looking data to identify USA economic trading opportunities and ideas

2. Forex volatility to showcase the best currency pairs for maximum opportunity. So why trade currency pairs you may never earn from unless you are willing to use extra risky leverage from your broker?

3. A new European Stats report to identify short and long opportunities for major EU member countries.

 

Sounds exciting? You should be.
Don’t forget I am still adding my daily trading view from my Bloomberg news consumption. This has been very helpful over the last few months.

 

Lastly, all my future Monday nite events starting Jul 17 will be recorded live but the video playbacks will only be available to my members. Just consider thisanother exclusive benefit of this service. You can sample one of these highly educational videos below.

 

You can get 3 access months to this ALL of this right now here

I want 3 Month Access Now

I just posted yesterday’s video playback on:

 

Wealth creation with automated trading video playback

 

In this 2 hour video, I talk about the various techniques and tools you can use to measure your portfolio goals, risk, and money management. I try to stress the importance of understanding how critical this phase is to be a successful trader. This gives you foundation with a set of rules which is critical for capital preservation which is the #1 goal in trading. Watch the video below!

 

 

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Algo trading preliminary survey results

Algo trading preliminary survey results

Here are the results of this important survey
Missed taking it? Take it here
YouTube Preview Image
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