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Algo forex Questions about Python Java Dukascopy I use with algo crypto trading

Algo forex Questions about Python Java Dukascopy I use with algo crypto trading

This is set of queries came in from someone on Facebook:

Dear Bryan. Thanks for the great job you do. My objective is to make MVP for crypto algorithm trading in Python with ccxt and Ta-Lib packages, and probably with Flask

In your youtube channel, I went through Ta-lib, ccxt videos. It was great. Could you please advise how to proceed.

THere is no such info on web. 

Many thanks in advance ,

I answer via video found on my Youtube channel

Helpful links I include

My Podbean page for podcasts 

Shopify store for preview videos 

Link to call external libraries for Dukascopy JForex

Questions and answers new to forex trading

Popular indicators from TA-Lib Python wrapper

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live tick data and risk modeling book questions

I got some details questions for live tick data

More questions from email newsletter subscribers:

Best Book on Risk Models?

I got answer messed up. Sorry. I would recommend if you got the time read:

https://www.amazon.com/Management-Financial-Institutions-Wiley-Finance/dp/1118955943/ref=la_B001IGOKWO_1_6?s=books&ie=UTF8&qid=1518641477&sr=1-6

https://www.amazon.ca/Paul-Wilmott-Quantitative-Finance-Set/dp/0470018704

best but fast place to learn:

https://www.mathworks.com/solutions/financial-services/risk-management.html#risk-modeling

Would appreciate your guidance

I wanted to reach out to you to ask you for some advice & guidance. I am not a programmer, but I am trying to create a solution that will allow me to work with live tick data (Forex mainly) (to create live dashboards, currency strength, momentum etc) and historical data to conduct further analysis. 

I was thinking to feed this data into a database (I saw in your video that you are doing something similar). I wanted to get your advice as to the method of getting live tick data (something that does not cost a fortune would be ideal 🙂 ) ..  

I spoke to a freelancer who said that Jfoex api is only a java library and it would not allow me to work with live tick data.

I’ve also had a look at a few tools to connect to dukascopy to export historical tick data, its just the ‘live tick-data’ part that I am unsure about.

Any advice would be much appreciated.

My answer was:

If you just want market data use IQFeed forex option for $30/month. Do understand as part of their terms of service, you cannot redistribute this outside of your own use. If you need it for trading, always use the broker’s data to keep in synch. Also, you will need a live Dukascopy account for the live tick data but again only for your purposes. Hope this helps

More resource links here:

Get the Dukascopy video courses here

Videos

 

https://www.mathworks.com/solutions/financial-services/risk-management.html#risk-modeling

https://www.mathworks.com/solutions/financial-services/risk-management.html#risk-modeling

https://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support&section=guide&web=iqfeed&guide=forex&web=IQFeed&symbolguide=guide&displayaction=support&section=guide&type=TENFORE

http://www.iqfeed.net/index.cfm?displayaction=data&section=fees

https://github.com/giuse88/duka

https://www.dukascopy.com/client/javadoc/com/dukascopy/api/IHistory.html#getLastTick(com.dukascopy.api.instrument.IFinancialInstrument)

Videos

64 bit version Dukascopy Forex tips with Bitcoin crypto addition

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Questions and answers new to forex trading

Questions and answer for jan 8

Please note that my time is highly limited. I am definitely scaling back on this Q&A as  I can only respond to people behind my paywall.

Queries from various sources with references below:

Hi Bryan Would you talk a little about automated arbitrage trading? What tools eg Dokascopy can setup rules for triangular arbitrage? And what if any tools exist for crypto currency arbitrage? Also, related to arbitrage, can you talk a bit about the mechanics of inter-exchange arbitrage trades? Do these tools move money between accounts to trade on different exchanges? Or are you limited to the trading pairs offered by a single broker? Thanks in advance!

I am hitting a “reservation for  python” link..

http://quantlabs.net/courses

 Oh no, there are other links to. https://quantlabs.store/collections/videos/products/interative-brokers-4-5-hour-workshop-bootcamp

Happy new year! I just RSVP’d for tomorrow’s meetup. Just to let you know I went over the JForex tutorials from DukasCopy, and also couple of your Intro from the playlist, as well the manual. We can probably chat tomorrow more in person but here is my feedback:

All these tutorials delve straight into the technical part of the platform without a proper Intro or overview. I am not able to see the flow or get the full picture from start to end.

Like do I need to decide on a currency pair first before connecting with JForex or would the strategy I build will determine the best currency pair to select?

I am new to Forex trading and have been going through other Intro tutorials on youtube. Right now I don’t know how to start or know which strategy to use or build. All these tutorials seem to assume that users are knowledgeable in Forex trading, is that right?

 I wouldn’t mind buying your Visual JForex tutorials if it helps newbies like me totally new to  Forex trading and strategies. Or do you recommend any other Forex tutorials I should go through before using DukasCopy?


——

https://www.youtube.com/watch?v=gb9G9pLEk1M&feature=em-comments

Complete newb to terminal – can you provide clearer instructions for installing? When I paste; git clone git://github.com/askmike/gekko.git into a new Terminal window it says “requires the command line developer tools”. Do I need to install something else before installing Gekko? I already installed nodejs as directed on the github page

https://www.youtube.com/watch?v=Bn2p-nkbVdE&lc=z23njraweobixxbnyacdp4330tahl01mqppsaarnl45w03c010c.1515343971113738&feature=em-comments———–

Well the big difference between ccxt and the others is tha ccxt is not a bot by itself. And also Blackbird is a special bot for doing arbitrage on different markets (that’s why it does not support so many exchanges). But I agree in how great ccxt is.

REPLY

1

IB is a great exchange. Their API is pretty straight forward. I was
thinking about FX and crypto. FX has small % changes that are highly
leveraged, which means more randomness and less profit, with the potential
for devastating losses. Crypto is a bullish sector where you could have
literally bought anything and made triple digit returns in the last 6
months. And with no leverage, so losses are restricted to each trade and
at worst you might have a 66% loss of one trade, but the upside is a
multiple of the loss potential in most cases. This skews the probability
distribution in a way that makes profit less risky. You can ask your quant
PhD about that, but pretty sure that is the case. I feel like my trades
have room to fly, and less likely to crash and take out my account along
with them. Leveraged trades drag down your account if they go south. My
trades are all 1:1 so they don’t affect my account outside of the trade
itself, and is very unlikely to go to 0. The gains can be 100% in a day,
which would be similar to a 100:1 leverage in FX, but without the downside
of losing more than the trade if it goes against you. And again, worst
case would be 50 or 60% loss maybe of just that one trade amount. Of
course you can adjust to your risk appetite. Just sayin, buddy, this is a
hot sector. For now. I am sure the US Gov deep state and banksters will
find a way to rob the people eventually.

Bryan Downing

Bryan Downing

4 days ago

that is correct about ccxd not being a bot but is a framework

REPLY—


Is this S & P Trading futures or Day Trading/Swing Trading? Like to be
part of it?

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REFERENCES:

 

https://quantlabs.store

 

Minimize loss with linear regression for algo forex trading

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Hard interview questions for RenTech HFT job

Tough interview questions for RenTech HFT job. i  would not get into the front door with these tough ones

Hint: You better be a master at C++ and Linux hardcore fan

http://quantlabs.net/blog/2017/11/tough-interview-questions-for-rentech-hft-job/

30 minute video follows

I have pulled all blog posts and videos related to my ongoing forex strategy. So far so good on testing. I am also currently testing the exit strategy part which I will report back in a few days once complete.

Note: All of this content is made available until this Sunday. It will permanently disappear after that. which is only available through my Quant Elite members. I have extend the promoted deal until tonite which means it will go back to its normal price!

Buy Now
Thanks for reading
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Tough interview questions for RenTech HFT job

Tough interview questions for RenTech HFT job
i would not get into the front door with these tough ones

Hint: You better be master at C++ and Linux hardcore

https://www.glassdoor.ca/Interview/Renaissance-Technologies-LLC-Interview-Questions-E19369.htm

 

 

 

 

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Questions about algo trading impacting your full time job

Hey, everybody, Bryan here from Quantlabs.net. Okay, so I guess got some more questions over the weekend regarding my services and whatnot.

I made a video of this here

http://quantlabs.net/blog/2017/11/more-faq-about-algo-trading-and-your-full-time-job/

So let’s go through this:

I recently gone through your Quant Labs website looking through the training, few questions here. Is it more short term training? Actually it’s both long term and what I would consider high speed training. I’m more focusing right now on high speed training or lower time frames, meaning there’s more opportunities in lower time frame. Why wait it out for a week, a month, for some kind of five, 10% return when you can get probably more of the same kind of return in a shorter time span as in a couple of days, maybe a week. It does enhance your risk of more downside, but if you do find a strategy that works or have better methodologies from an algorithmic point of view you can reduce the downside.

I have been testing that over the last couple of weeks, and I’ve found that there may be some methodologies, but it all depends on your time frame. For me, my time frame is, like I said, intra- day, I won’t say sub-second or sub-minute, I highly doubt that. In over a few hours I’ll be testing that time frame as I unleash this new strategy that I’m wanting to put out there. Now again, this is dependent upon only forex, as well as depends on your broker, my case using Dukascopy out of Switzerland. Now the reason I’m asking, ’cause wondering if it would suitable for thsis working full time. I never ever would ask somebody to quit their job or their career doing this stuff. There is quite a bit of risk to this, but as I said, if you do find a strategy that works that’s great for a second income, but you do have to factor in there’s still … You may think you have a strategy that may work all the time, but as it’s been proven over time that all strategies do, at some point, fail.

We’re just running a survey on the Telegram Private group “Greatest Lessons to Be Told” one of the traders but highly more profitable and wealthier traders came away with a lesson saying that all strategies eventually break and fail. So never ever think that you can quit full time job do this, or you’ll be spending your time finding new strategies to replace the old ones as they come off over time. It’s just how the markets work.

Does my methodology allow to test trading with paper money?

Absolutely. That’s what I’m doing now, that’s what I’ll be starting this week. Doesn’t matter if you go with Dukascopy, in my case, any retail broker just depends if you have access to the API and my way has been working fairly well with Dukascopy. If you’ve been on my YouTube channel at QuantLabs, you well know there is a playlist there for Dukascopy. You go through those videos and it shows that pretty well how it works.

Now this person has … well let me just read it out:

I’ve never worked as a programmer but have learned C and [Pascal 00:03:35] programming. Current rule is using SQL. Do you recommend going through and your new course on Dukascopy “Visual JForex For Non-Programmers” and Algo forex training video.

https://quantlabs.store/collections/videos

So to answer this question regarding the courses and stuff, you come under quantlabs.net, under Product, what you’ll find here is a variety of courses. We’ve got some lead courses, I guess you call em, monthly membership analytics, and then I have some Shopify stuff,

https://quantlabs.store

If you go to https://quantlabs.store, this will take you to my Shopify account, which has some new digital courses there that are fairly cheap. If you go under “Videos” what you’ll find here are two courses that this person is asking about “Dukascopy Visual JForex for Non-Programming” and “Dukascopy Tools and API Development for Algo forex Trading”. Now again, as you know, over the last six months or so I’ve been focusing more on Forex trading, just because you don’t need to have a large account, you can start as low as 100 U.S. dollars. It goes from there, and basically there’s two options if you do go with Dukascopy. Now, as I always say, there’s a caveat, Dukascopy is not available for U.S. citizens, sorry. If you’re a non U.S. you can obviously use both of these.

This first one is a Visual JForex. Now JForex or Visual JForex is kinda like a application that enables you to design through flowcharts your strategies to interface with Dukascopy and the JForex platform. It works, it’s solid, and it’s the code that gets generated is not exactly efficient, but if you’re starting from zero as a non-programmer, this is definitely something you want to look at. Now if you’re like me who wants to sit on top of the API using certain tools with the Dukascopy, I’d recommend this one, or if you’re a non-programmer but you want to evolve to this one to the API you can definitely do that too. The leap is to Java, so it can be hairy if you’re a non-programmer, but it’s a good step because Java’s a fairly, I wouldn’t say an easy language to learn, but it’s doable. Obviously there’s quite a few people using the JForex and the API for it.

https://quantlabs.store/collections/videos

https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/

So if that’s the case, that is an option. Definitely something to look at. Now if you ask me, even a few years ago, what’s happening is is that if you go back to my product page, on the www.quantlabs.net, what you’ll find is is that more and more people in any job that does any kind data science, some sort of analysis, any kind of analysis, Python is getting more and more becoming a standard. So as a result, this course is version 2.7 of Python, it’s a little old, but to be honest the only difference that I found between version 2 and 3 was the “print” statement and that was it. So this is a great course to go learn about algorithmic trading, understand all the different components because you get all the standard components that you would find in an algorithmic trading, be it your data, your database.

https://quantlabs.net/analytics/overview-python-infrastructure-building-blocks/

Of course if you do decide to go with a more popular broker like Interactive Brokers with a TWS, you definitely can go this option as well. I show some Python packages that work with Interactive Brokers. Things have changed where Interactive Brokers has released a new API for … that’s supposedly, I’m not sure if it’s official yet, if it does support Python but it’s getting there. Also there’s the data source where you could use Yahoo Finance, and, of course, you’re visualization using … probably just keep it simple, stay with MatPlotLib.

https://quantlabs.net/analytics/overview-ib-api-dukascopy/

Okay, so this person does know SQL. Now this is the thing I want everybody to understand, this is probably where you want to start is the Python, because this is probably one of the only courses of its kind that are out there. It’s fine to use this as your launching pad into other areas. That’s why I’ve designed these as they are. Namely, if you decide to go in Interactive Brokers and as the recent survey that was put out about a week or two ago regarding where did all the FXCM customers go in the states when FXCM got shut down, which was pretty well the largest broker in the U.S. for Forex. A lot of those traders, a lot of those customers went into Futures. So this is a good course to start with if you want to get into fundamental, understanding commodity trading and options trading and the coding that goes behind that, because this is built off of another course you can find online for free.

https://quantlabs.net/analytics/overview-futures-options-strategy/ 

Alright, so that’s pretty well it. Hopefully I’ll answer other questions and if you got more, let me know, I’ll do my best to help you out. Over and out.

Bryan

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Smarter than a quant? 5 math test questions used

Smarter than a quant? 5 math test questions used

Seriously, this is the next step in successful trading no matter how complicated it gets

http://blogs.wsj.com/moneybeat/2016/03/04/are-you-smarter-than-a-quant-here-are-5-questions-from-the-momath-masters-contest/

Join my FREE newsletter to learn more about using advanced math to give edge in automated trading

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Questions on running an indie trading algo business

More questions on running an indie trading algo business

From time to time,I get questions about my potential training and coarse series is I am currently doing. As you know, I like to make videos to condense everything into a visual that seems to be easier for people to consume. For the set of questions I get, I even typed up my answers as well.

 

You can check out both my video and answers here

 

As I make even more videos, you will notice that I’ve been focusing a lot on this Phase 2 of my Futures and Options trading algorithms. You can see a subset on my YouTube channel but I’m not promoting them on my blog. The reason is that these are exclusive for my Quant Elite members to learn from. The simple examples are very effective and lay down the foundation to understand how to listen to the markets for forecasting.

I’m still questioning on the performance complexities of machine learning and quantitative analysis at this point. Even if I’m wrong, the course material that I’m presenting will still be very very useful in understanding the foundations of how the market flows on a daily basis. It’s just too bad some miss out on the opportunities to learn these critical elements to help optimize their trading performance.

 

Thanks for reading

 

Bryan

P.S. As you know, I blog a lot. So why miss out on all of it? Join my FREE Daily Digest to receive everything I do. I keep all info private as well.

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Top 35 R questions for job interview

Top 35 R questions for job interview

For those than want to spend their life with R

http://www.datasciencecentral.com/profiles/blogs/r-programming-job-interview-questions-and-answers

Join my FREE newsletter to see if I use R for my automated trading 

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7 questions on correlation and regression

7 questions on correlation and regression

This is becoming a set of popular ways to analyse the markets using math

7 most commonly asked questions on Correlation

Join my FREE newsletter to learn other R techniques 

 

 

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