Tag Archives: limitation

Minor heiken ashi Limitation of ChartDirector for Python

Minor heiken ashi Limitation of ChartDirector for Python

This was sent over the last few days regarding this Minor heiken ashi indicator:

(thanks to the person who sent this)

Here is the limitation

Thank you for your note. I am already a ChartDirector user. As a veteran Python programmer, I have noted a few irritating features in ChartDirector including the lack of a useful tool for Heiken Ashi candles. As a result, I have built my own SVG (scalable vector graphics) charting program for my personal use. I have sent my rather pedestrian Heiken Ashi code to ChartDirector for possible inclusion in the future. 
Additionally, ChartDirector’s geometry allows for slightly different spaces between candles but I have hopefully improved on that – see my screen grabs – particularly the bottom one (zoomed in).
None of this is very important to your algorithmic trading, but I thought I would mention my thoughts. I am a rather visual and intuitive pattern trader and good graphics are important to me.
https://quantlabs.net/blog/2018/01/spread-for-dynamic-bid-ask-spread-video-is-negative-for-forex-trading/

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Does Python have scalability limitation?

Does Python have scalability limitation?

An excellent question on Quora with great answers. From my few months experience with this language, it may not as some highly experience Python developers have shown me tricks I have never seen before. See below

 

I think if you use Python for front end and simple end of days analysis in a live trading environment, you are fine. Once you move into more faster frequencies like intraday, you could run into trouble but most not likely. I plan to use C++ to circumvent this but I have looked at other languages like Java or C# but they are ok.

https://www.quora.com/Does-Python-have-scalability-limitations

Ultimate motherload Python packages list for quant trading

 

 

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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!

The Matlab F Sharp vs Python vs retail trading platform severe limitations debate like Multicharts

The F Sharp vs Python vs retail trading platform severe limitations debate like Multicharts

 

This is from one of my newsletter subscribers:

But all your coding is done in Matlab? I am asking because all my algos are based on Powerlanguage from Multicharts and I am thinking of learning Python.

–> Yes Multicharts and other similar retail trading platforms will give you headaches in terms of limitations. I cannot really comment about Python but I have investigated F# which is somewhat similar which has more advantages which I will investigate in coming months. I do see myself using more rapid algo development with this workflow:

How to use Mupad MATLAB and Symbolic Math Toolbox to Develop and Analyze Financial Models

 

http://vschart.com/compare/fsharp/vs/python-programming-language

 

….He told me they have written their backtesting engine in Python.

 

–> It may be hard to extend Python scripts into useful order execution which is why I prefer F# at this point but I could be dead wrong on that

 

I think Multicharts is really great but i am reaching some limits when working with hundreds of millions of ticks.

 

–> Ah yes, check out https://quantlabs.net/blog/?s=multicharts

 

Join my FREE newsletter to see what my future holds with F#

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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!

90 min Video limitations reveals limitation of your retail trading platform

The replay of some killer strategy talk is now posted:

General Intro Q and A 90 minute video replay on Automated Trading Systems for better community – See more at: https://quantlabs.net/blog/2014/01/general-intro-q-and-a-90-minute-video-replay-on-automated-trading-systems-for-better-community/#sthash.8dzY2Xh7.dpuf
As usual, people ask about the limitation of retail trading platforms (i.e. Tradestation, Metatrader, Ninja, etc) but this video contains a very real world description from a  trader/researcher with his limitations of Think or Swim.
Next Pow Wow webinar is scheduled this Weds:
Last Jan Pow Wow online webinar to learn quant and HFT automated trading systems – See more at: https://quantlabs.net/blog/2014/01/last-jan-pow-wow-online-webinar-to-learn-quant-and-hft-automated-trading-systems/#sthash.BxdFGFVR.dpuf
The next one is tentatively schedule for Feb 5.
Now onto some exciting technical development, I got the source code from that last book (C# in Financial Applications) which should have a HUGE impact on my trading strategy development starting this week:
Excel and DotNet source code examples acquired for C# in Financial Applications book – See more at: https://quantlabs.net/blog/2014/01/excel-and-dotnet-source-code-examples-acquired-for-c-in-financial-applications-book/#sthash.iIuCR0Ln.dpuf
From this you will you see all the components I have in my custom trading platform course with source code examples. This weekend will be the last chance as I will beincreasing the course price by $200 on Monday. It is set at the lowest price you will ever see from me as I am moving everything up the food chain.
Also, be on the lookout for my ‘Elite’ membership which is targeting professional traders which will include ALL of courses from my QuantLabs.net. I hope this has a massive impact on those who take their trading seriously.
Have good weekend Bryan
P.S. Let me know what you think of how we move forward

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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!

2 reasons for quant membership with limitation of Multichart.net framwork and Microsoft .NET PInvoke DLL Imports

HI there

This is an email for all your technical programming geeks.
First off, I am totally frustrated with the .NET framework of Multicharts:
I am revisiting an old open source trading platform as Multicharts.net framework is proving to be frustrating to work with
I then came across a major limitation of code generation from Matlab Coder or Simulink Coder toolboxes:

Critical while integrating Matlab with Microsoft .NET with C# or even Visual C++: Managed versus unmanaged DLL code
Next up? People like me get confused on managed versus unmanaged C++ native code.
What to do do for those confused about managed Microsoft .NET C# vs unmanaged C++ code?
Here is workaround and a sample demo::
Youtube video Demo of Visual C++ CLR DLL with Microsoft dot Net C sharp client
More detailed videos of the above will be posted in a few days
.
Confused? Frustrated by this? Here are two reasons right now why you need to join my Quantlabs.net Premium Membership.
1. Save yourself with loads of hours of frustration with the above.
2. I have also posted for my Quantlabs.net Premium Membership video demos with source code of the open source trading platform strategy calling one these managed C++ DLLs.
Join here to get access to the above video demo.
Thanks Bryan

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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!

Youtube video Matlab Coder Toolbox tips trick and limitation for HFT quant strategy and model development

Youtube video Matlab Coder Toolbox tips trick and limitation for HFT quant strategy and model development

http://www.quantlabs.net/membership.htm

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!