Tag Archives: Tips

Working Oanda v2 API tips to work with Python

 

I still find thi s broker really tough to understand as explained below. As a result, my views of Oanda API has not changed. I am trying to help out those Americans who want to do algo trading. It seems Oanda is the last broker of it’s kind to support Python API for forex and CFD for US residents. Also, they are still a market maker so watch out in terms of trusting them. Based on my experience below, nothing huge has improved in terms of getting things working via their API.  As you will read, the second link was helpful to make it work. The question is how long will these examples will still work until Oanda decide to change their API functionality yet again.

I think I finally got Oanda v20 running with Python. This broker is a complete nightmare with the various document (or lack of) to install/implement via GitHub. I tried many different ways but you may want to visit these links below:

https://github.com/oanda/v20-python-samples

You will need to ensure that you create your broker account and API tokens. These will be needed for the examples below. The link above provides a convenient Python script to create your V20.conf file. You may want to follow that process. There are also mentions of needing different virtual environments. I found this is not needed with the example code below.

https://github.com/hootnot/oanda-api-v20

The examples found in this link seems to work as long as your provide a valid V20 API token and account Id. One confusing part is use the AccountID which is the active_account found in the .conf file. I never used the username in any of the example above. As I am using Mac OS where the .v20.conf is created and stored in /Users/currentuser

 

The next though part is to filter through the response data.

As for the backtrader Python package, I did not find a Quickstart Tutorial for how to implement Oanda. Either that or it was too involved. I found another forum posting so I just decided to go native Oanda instead of using another Python package for access.

Warning on your sleazy forex broker account and crypto currency exchange 

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TensorFlow and Nutonian machine learning for algo trading tips

TensorFlow and Nutonian machine learning for algo trading tips

Here they are for curve fitting or pattern recognition

Pro Deep Learning with TensorFlow – pdf – Free IT eBooks Download

http://www.allitebooks.com/pro-deep-learning-with-tensorflow/

 

Learning TensorFlow – pdf – Free IT eBooks Download

http://www.allitebooks.com/learning-tensorflow/

https://www.nutonian.com/ <- #1 tool for trading used by pros

http://chaoshunter.com/ <– would you trust this ??

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64 bit version Dukascopy Forex tips with Bitcoin crypto addition

64 bit version Dukascopy Forex tips with Bitcoin crypto addition

This is correspondence from some very knowledgable in Dukascopy JForex on tips for Memory, Installation, and surprise Bitcoin trading


1) JForex heap space
it says min. RAM 1GB here: https://www.dukascopy.com/swiss/english/forex/trading_login/
But it is too little most of the time.

Do you use 64 bit Java ?
Have you increased the heap size?
Probably you have, but just in case here come my instructions on this topic

—> I have done this which helps


2) Allow more memory usage of JForex
Don’t use the installed JForex, use Launch JForex 3 (No-installation) instead!
To increase the memory you have to edit the JForex start file, which you get from this website if you click on “JFOREX DEMO START”: http://www.dukascopy.com/swiss/english/forex/trading_login/marketplace_demo_login/
You can use the right mouse botton to save the file to a destination where you can find it. From there you should be able to edit it.

Here is everything in detail:
a) First of all please check your operating system. It has to be a 64 bit operating system.
b) Then check your Java version. It has to be a 64 bit version. If not, deinstall your current Java and install the 64 bit version. You can find it here: http://www.oracle.com/technetwork/java/javase/downloads/jre7-downloads-1880261.html
download the latest JRE 7, 64 bit version: Windows x64 . Take Java 7 as it is better tested with JForex. But it should run with Java 8 as well.
c) Instead of running JForex from dukascopy.com, you have to download the jForex.jnlp file on the hard drive and edit it as mentioned above.
d) Open the jForex.jnlp file and search for the following line :
<java version=”1.6+” initial-heap-size=”32m” max-heap-size=”512m”/>
e) Edit it and set the max-heap-size to 1512m or more. This gives JForex 1.5 GB of max. memory or more.
f) Then run JForex from the modified jnlp file on your hard drive by a double click. Log in.
g) Be aware: when Dukascopy makes JForex updates, you might have to download the new jnlp file again and redo the previous described steps.

 

-> Have not tried but prefer to run the downloadable self running without the JNLP option


You might then see that JForex uses way more memory than 700 MB, e.g. while back testing, you will see this usage in the task manager.
You can also watch your current JForex memory consumption in JForex by activating the box “Show Java memory heap”, you can find this in Menu Tools->Preferences->Advanced.

3) Running serveral JForex
Have you ever tried to open several JForex on the same account.
This shares CPU cores and should increase speed.
Maybe you should open 10 instruments per JForex. Subscribe only to instruments, which are used in the opened JForex.
—> that would be useful but a wonky programming trick. Would it not just be better to have more RAM on a server while watching more instruments? e.g. in my case 40 to 60+

—> Not bad so congrats on that. I am getting more comfortable but i may do topic of it next Monday


6) BTC/USD on Dukascopy
Have you also detect Bitcoin mentioned here:
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=113&t=56002
https://www.dukascopy.com/client/javadoc3/com/dukascopy/api/Instrument.html#BTCUSD
Seems they get ready for Bitcoin and Ethereum.

—> This is HUGE so thanks for these notes

Video courses on Interactive Brokers and Dukascopy forex automated trading

Dukascopy JForex JVM heap size MAY prevent your system from crashing 

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C++ HFT speed up tips and Compiler Explorer

 

This CPPCON focuses on improving your C++ coding skills. This also has lots of trading sponsors like JPMorgan, Bloomberg, and capital company

 

https://www.linkedin.com/pulse/what-ive-learned-after-coding-hft-low-latency-systems-ariel/

Compiler Explorer utility

Improve for HFT efficiency ready tips

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Tips to get Oanda forex trading working with Python

Tips to get Oanda forex trading working with Python

Finally, I got deparate to get working vs Dukascopy JForex complications

I just want to work with Python s the only 2 brokers t support forex is Oanfa or Interactive Brokers

https://github.com/hootnot/oandapyV20-examples

https://github.com/hootnot/oanda-api-v20

 

 

 

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!

Quant Hiring and Friendly Tips

 

ha ha insider traders are now high speed traders. I quote:

  • High-speed traders who have the technology and skill to plausibly believe that they can react faster to news than the rest of the market;

  • Low-speed traders who understand that they do not have the technology or skill to react faster to news than the rest of the market, and so do not attempt to trade rapidly in response to news; and

  • Idiots.

  • For we are idiots?

https://bv.ms/2mxecUj

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!

Tips and tricks with Dukascopy JForex for forex trading TONIGHT

Tips and tricks with Dukascopy JForex for forex trading TONIGHT

This is for anyone who is a hardcore fans of mine or any users of my service. I am rebuilding my site which will also contain quotes from people of my users. Let me know if you would be interested in supplying a testimonial of this group or my ELITE service for Quantlabs.net. I don’t mind linking back to a service you may as well if it is benefit to my thousand who will be visiting this page.

Just respond to this email if interested in providing a testimonial

I have an event scheduled TONIGHT at 8pm EDT for Dukascopy

Tips and tricks with Dukascopy JForex for forex trading

Tips and tricks with Dukascopy JForex for forex trading

I am digging this broker with their API features. I thought it would be cool to share some coding tips uing this impressive trading platform JForex.

Note #1: I am new with this broker and platform so please be gentle

Note #2: Dukascopy does not support American clients it seems. Sorry.

I just started creating a Youtube channel playlist for Dukascopy

Go here for the details

Also, I will be spinning off all my courses for my Quant Elite members in the next few days. I promised to hold off for a month when I first announced it so we’re now at the point. If you want to reap the benefits of these courses, join my Quant Elite membership right now!

The three individual courses will be priced at $497 each after this process takes place.

I’m also putting the membership into its last days of existence before I start rolling all current members into the new Quant Analytics service.

Some info on this new quant analytic service:

I have some video tutorials on this service here

I have also answer some queries about it here

Thanks Bryan
P.S. I am in the last few days where I will breaking out all my courses from my Elite membership: http://quantlabs.net/mkt/quant-elite/

Learn some of the courses here: http://quantlabs.net/academy/courses-2/

Get the course list here: http://quantlabs.net/mkt/quant-elite/

Note: Here is my social media you keep up to date with:

Facebook programming group: https://www.facebook.com/groups/quantlabsnet/

Instagram with dozens of daily trading charts: https://www.instagram.com/quantlabsnet/

Youtube channel with over 1400 videos: https://www.youtube.com/user/quantlabs

And of course Twitter: https://twitter.com/quantlabs

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!

Practical Tips For Algorithmic Trading (Using Machine Learning)

Practical Tips For Algorithmic Trading (Using Machine Learning)

This is from fast growing Quantiacs

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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!

Tips for measuring volatility in forex FX

Tips for measuring volatility in forex FX

Here are some links which are useful looking for those extreme price swings in Forex pairs

http://www.tradinggeeks.net/2015/08/calculating-correlation-in-python/

http://www.tradinggeeks.net/downloads/ib-data-downloader/

https://www.dailyfx.com/forex/education/trading_tips/daily_trading_lesson/2014/08/12/Measuring-Volatility.html

http://www.investopedia.com/ask/answers/030515/how-correlation-used-measure-volatility.asp

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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!