Tag Archives: Trend

Easy way to measure slope of a trend of crypto currency

Easy way to measure slope of a trend of crypto currency

Why linear regression?

Easiest way to calculate slope of a line. This uses linear regression as in the Stackoverflow example provided. Do understand this is another way of measuring the slope of the trend lines I like to look at in my cryptocurrency data. You should know I like this indicator for my cryptocurrency analysis and scanning since it is the most reliable.

Note that I like the answer from Salvador Dali in this link

https://stackoverflow.ryptoom/questions/9538525/calculating-slopes-in-numpy-or-scipy?utm_medium=organic

 

Fibonacci retracements and trend line charts posted

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Timeframe and trend matter when crypto currency algo trading with Bitcoin

Timeframe and trend matter when crypto currency algo trading with Bitcoin

I am implementing my various charts for crypto currency algo trading from Binance. Also, I have been transform the one  generate from Dukascopy. As a result,  video to focus on Bitcoin/US dollar to show the important factors to look for to see if it is worth trading. As you will see, timeframe and general trend matter.

What I find

I also identified the dates axis needs to be corrected as well as the amount of data I chart. I think the hourly is fine as is but the monthly will need to be corrected. The yearly is sort of useless since the coin pair may not have been out long enough to make to useful. I will keep this timeframe within this Python script.

For those that ask, I am using both Python CCXT and ChartDirector to generate all this.

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

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Correctly using trend is your friend for forex algo trading

Correctly using trend is your friend for forex algo trading

Building on momentum

This is using it correctly. It seem to work which validate the theory of trend is your friend. This builds on this posting.

 

Flat forex markets adjustment for this automated trading strategy

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10K trading setup with big screen trend

10K trading setup with big screen trend

This looks like the trend as opposed to the 6-8 screens to look at

Despite this ‘questionable’ young man, this video does have great tips but you should be aware of those who don’t he is valid

I did notice they recommend a unscrupulous broker

Fous Alerts Review

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#China has diverging #Trend as M1 supply increases versus reserves they a fall

has diverging as M1 supply increases versus reserves they a fall

[igp-video src=”http://quantlabs.net/blog/wp-content/uploads/2016/02/China-has-diverging-Trend-as-M1-supply-increases-versus-reserves-they-a-fall.mp4″ poster=”http://quantlabs.net/blog/wp-content/uploads/2016/02/China-has-diverging-Trend-as-M1-supply-increases-versus-reserves-they-a-fall.jpg” size=”large”]
#China has diverging #Trend as M1 supply increases versus reserves they a fall

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Quant analytics Algo trend detection methods

bry,

Quant analytics: Algorithmic trend detection methods

I have got a popular posting that I forgot about which is from my early days of my site. It’s quite important and lengthy. It talks about the various algorithmic techniques you can use for trend detection in the markets.

 

Check out this link the article here

 

Screw your Masters or PHD? We are cheaper!

I got another nice comment from somebody on my Facebook Group:

 

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Read more about this here

 

When you think about it’s very true! Maybe you might’ve missed this, but I have just created a new annual Quant Elite membership.

  1. I’m also giving an extra six months at no extra cost.
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  3. It will also save years and development on your own.

 

Why don’t you be one of the smart people out there enjoying this new membership?

 

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Thanks for reading

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R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

R script: Complete videos with detail analysis of mean reversion or mean reverting trends for market forecasting strategy or trading model

Here is a more detailed set of R scripts with source code walkthrough demo

1. Backtesting a set of strategies
2. Jeff Augen example of volatility-spikes
3. Mean Reversion with Volatility spikes
4. Euler- demo with  Ornstein Uhlenbeck process which is a low level mean reversion

These will be posted fo Premium Mermbers so you can get your access now. Also, expect a webinar to come on this soon too.

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Instead of HPC getting easier , we are now confronted with increasing complexity and a new trend…

Instead of HPC getting easier (as we dreamed of many years ago), we are now confronted with increasing complexity and a new trend…

… emerging almost every year, such as multicore and manycore, scaling up and out, big data, digital manufacturing and the missing middle, green computing, and HPC in the Cloud. For many, especially the end-user, this is a very painful and growing mixture of technical, mental, and even political challenges which no-one is able to handle individually anymore.

HPC is getting crowded

isc-events.com

If HPC is moving towards into the cloud there is – at least to me – the question what data is to be calculated there and how to transmit this data into the cloud ?
Is it generated by web accesses on a lot of clients each connected with the cloud data base, or is it locally within the cloud on the HPC system(s) generated, or transferred over local internet connection into the cloud ?

 

]IMHO, it’s a problem of the right wrapping of really complex technologies. iPod’s story as an example might be annoying, but, well, Apple won because they gave minimal required functionality to their customers, and took away any need to think about formats, codecs, bitrates, tags and that stuff. Since HPC is getting easier, it becomes more and more important to simplify an access to HPC applications (not to clusters or HPC infrastructure or even to set of nodes) for typical everyday users of such apps – engineers, researchers, to anybody else who doesn’t have even imagination about administrative aspects behind HPC applications.

 

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The pendulum swings both ways. In technology that typically includes cycles of new hardware and software, the later always trying to address the failings of the former.

HPC will never get easier in one sense: as the computers become more powerful, the definition of a difficult problem will include previously-considered-impossible problems

 

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Is the Trend still your friend?

Is the Trend still your friend?

There are very few of the old adages I personally find helpul in today’s market enviorment. One of my favorites has always been, “The Trend is your Friend”. It was, however, declared during an age when markets would trend for prolonged periods in a relatively smooth and orderly fashion.

First, I am interested in everyone’s opinion on whether the globalization of markets, high volatility and wild price swings have invalidated (or, at least diluted) the utility factor of this wisdom.

Secondly, I am interested in how people view and define a trend.

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It seems to be, but time frame might be a quite short one… Actually I have seen during intraday that there are no more easy places for scalpers and pick up the day trend is the key to the

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You can only make money in trends, no matter you are a trend follower or swing trader, it is only the definition of the trend pattern that needs to be defined in order to attempt to capture it.

HFT are also trend followers in the sense that they capture deference in price from other slower HFTs when price gaps (as an example), they found such patterns that are happening these days and their adapt to it.

I think large trends still happen, and if their are not happening then maybe look for trends in smaller time frames or at support and resistance levels.

It is like finding the best hook for the fish in the sea you are in.

 

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I have long practiced taking trades only in the general direction of market prices. What I am experiencing more and more is once the trend direction is validated, it is often to short lived for my strategy to hit its profit objectives.

 

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the proverb is still alive and kicking. the trend is indeed your best friend. i see that you are facing a problem of right exits. try to work on it, my suggestion – start booking at 50%, 75% and 100% of your price objective by exiting 50%, 25% and 25% respectively. if it fails to meet your actual final price objective, just exit the last 25% on any reversal you sense to be strong so that atleast

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Notice that what looks like zig zag on a daily chart, might be a strong clear trend on the 5 min or hourly chart!

 

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I will agree in generally that it requires some sort of trend (i.e., directional price movement) to profit, even if it is on the micro level of a couple of ticks of data. Your statement about defining the trend pattern seems to be the challenge. A trend cannot be defined prematurely nor may it be defined to far after it started.

My profit targets are dymanicaly based on position size. I have tested various exit strategies as you suggested. What I experienced with scaling out of the position, is that the last contracts to be exited, had the burden of carrying the others that exited too soon which meant prices had to move further to reach the profit objective. The exit strategy I find most profitable is a trailing stop to lock in a percent of the profits once a threshold is reached.

I agree with you on the time frames though the challenge of timely defining the trend remains.

Thanks for your comments.

 

I think at least in USA equities, trends have been reduced significantly since the “crash”. In general markets have been alot more choppy. There is truth to questioning the trend is your friend because trends were dimenished, and in my opinion you either have to surff on top of the zig zag taking profit at tops and bottoms or dive deeper to smaller time frames in search of trends

 

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