Tag Archives: wrapper

Popular indicators from TA-Lib Python wrapper

Different analytical indicators

Popular indicators were introduced from 2 recent videos. These were from the TA-Lib package Python wrapper.  I further tested to see which indicators could be found useful. Although, I would give you a different answer from my recent analysis video where I demonstrated popular indicators Williams R% and Stochastic, you would think everything looks clean. This is just another way of saying they do not lag when they change direction at fast timeframes like Tick or 1 Minute. I really emphasized the importance of this in the videos.

Different results vs Dukascopy JForex

I went ahead to start analyzing the same indicator with exact timeframes using TA-Lib within Python. As compared from within Dukascopy JForex, It seems I got different results so I tested a complete pile of them. This included:

1. Stochastics was just to jumpy to work with any form of trend.

2. Beta was more consistent which did not move around as much.

3. Williams R was again to volatile (in short periods) moving between in upper and lower ranges

4. Linear Regression and Chaikin A/D Oscillator was the same effect as Williams R

The only ones that seem to work were the popular indicators which include:

1. Normalized ATR

2. SMA

3. Bollinger Bands

4. Rate of Change Percentage

As a result, I will stick these 4 above to find out the magical combination. There are others to pick from within TA-LIB but I find you want to keep the combination simple. This also is important to really understand how properly interpret the unpredictable indicators I list above.

Next steps and considerations

I need to show how to  properly implement these but it depends when there data stored eg. database vs flat file. It looks the simplest is to use CSV with multiple instrument access is less utilized on the computer hardware front. You can obviously understand hoq critical these decisions are for when using an interpreted scripting language like Python.

There will be lots more to report as I continue along. Do note I find working with Python is much more product than Java within Dukascopy Jforex API.

Package info https://github.com/mrjbq7/ta-lib

Williams % and Stochastics most reliable Matlab technical indicator

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Working demo of calling Redis NOSQL with C++ wrapper in Xcode

Working demo of calling Redis NOSQL with C++ wrapper in Xcode

I finally got this combination working outside of Hiredis in C

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C++ wrapper for asio socket programming

C++ wrapper for asio socket programming

A much easier way to do socket programming in C++

http://www.codeproject.com/Tips/1056017/A-Simple-Wrap-Library-for-boost-asio

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Open source wrapper to Interactive Brokers API

Open source wrapper to Interactive Brokers API

After my Twitter spat with some so called R expert who basically ‘lied’ about the ‘full feature coverage’ of Interactive Brokers API in  IBrokers. There was no answer for simple things like Trail order types. Man, there is no wrappers out side of TWSLink2.

https://www.quora.com/Are-there-any-good-open-source-wrapper-APIs-for-the-Interactive-Brokers-API

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Use this Interactive Brokers TWS API Java wrapper

Use this Interactive Brokers TWS API Java wrapper

I just saw this, who wants to give it a try. Can you report back on my Facebook group? https://www.facebook.com/groups/quantlabsnet/

Notes: First Steps with the Interactive Brokers API (OS X Mavericks)

https://github.com/ib-controller/ib-controller

https://github.com/ib-controller/ib-controller/releases/tag/2.12.

https://github.com/ib-controller/ib-controller

I really still want off of Microsoft technologies

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Is Blink a great wrapper for order routing, FIX protocol, Market Data, etc?

Is Blink a great wrapper for order routing, FIX protocol, Market Data, etc?

This was pointed by someone smart. Anyone using this? I would be interested in hearing from you.

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An interesting Neural Network wrapper library in C++ for a forex trading robot?

An interesting Neural Network wrapper library in C++ for a forex trading robot?

It is called FANN.http://leenissen.dk/fann/html_latest/files/fann_cpp-h.html

I have no idea how effective these are. Use at your own risk I guess.

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