Tag Archives: OHLC

Add OHLC Bar Data To Your Algo Strategy

This is a very similar to my own algo forex trading strategy where it add 4 minute bars to the current one. In my case, it adds 20 1 minute bars itself but the indicators I have been have wrong. My next version of my strategy will be revamped to include the recent indicators I have emailed about in the last few days.

https://quantlabs.net/blog/2018/02/add-ohlc-bar-data-algo/

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
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Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/

Dukascopy Visual JForex for NON programming to do algo forex trading
Dukascopy Visual JForex for NON programming to do algo forex trading
$47.00
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Dukascopy Tools and API development for Algo forex trading
Dukascopy Tools and API development for Algo forex trading
$47.00
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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!

Add OHLC Bar Data To Your Algo Strategy

This is a very similar to my own algo forex trading strategy where it adds 4 minute bars to the current one. In my case, it adds 20 1 minute bars itself but the indicators I have been using have been wrong. My next version of my strategy will be revamped to include the recent indicators I have emailed about in the last few days.

https://medium.com/@patrickrooney/add-ohlc-bar-data-to-your-algo-fd39ab7b34a1

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/group
Also stay up to date on my Facebook Page https://www.facebook.com/quant
Twitter: twitter.com/quantlabs
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/

#1 goal in forex trading is not to lose money but profit is 2nd

Williams % and Stochastics most reliable Matlab technical indicator

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!

Converting tick data to OHLC with Python pandas

Converting tick data to OHLC data using Python pandas

As I am moving from long-term position holds to short term, I was lucky enough to see this article shoot by on my Facebook feed. In order to convert market data ticks to actual open high low close bars is a very useful trick to know about. This one is done in Python but could be very useful for those that want to trade at a high-speed level.

Watch this tutorial here

I have talked about removing my “Python Infrastructure Building Block” course from my Quant Elite membership.  Over the next few days, that will become a reality. This is no difference then the removal of my Interactive Brokers API workshop course last week. I hate being a Scrooge like this but it’s to prepare for the next level of my business for next year. I’m sure you get that if you continue reading over the next few weeks on my plans. I’m actually pretty excited about it after six years of so-called “research “.

Thanks Bryan

P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/groups/quantlabsnet/
Also stay up to date on my Facebook Page https://www.facebook.com/quantlabsnet/
Twitter: twitter.com/quantlabs
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/quantlabsnet/

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!

Converting tick data to OHLC data using Python pandas

Converting tick data to OHLC data using  Python pandas

Most useful as I switch back to intraday high speed 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 proper way to convert market data ticks to OHLC

The proper way to convert market data ticks to OHLC

After my email of:

Convert tick data to OHLC?

I got this response from a long standing newsletter subscriber:

Super busy but my quick answer. A “bar” is just a collection of ticks of some kind. To build a “Minute” bar, you would collect ticks as they come in and store their values in the data structure of your choice. While building that collection you have you have to mark the O and C price and the H and L can change on tick as the structure fills. That data structure is usually an array of DateTimeOHLCV objects of some kind.

HOWEVER, most commercial trading software or developer API’s allow you to import data and have bar structures built out already(as you know). If the person asking the question needs to program bars, they plan on building a trading system scratch and if you can do that you can build a List<> object with values, I would imagine as the tick data structure is the backbone..literally. It sounds like this person should be using trading software like NinjaTrader or TradeStation, ect.. – those are very flexable/extendable and can import data. But there is an API with common trading functionality to write higher level code against as well.
Hope all is awesome!
Another response:
There is a plethora of similar questions and answers at. Stackover Flow  That’s where I’d start.

http://stackoverflow.com/questions/17952082/converting-tick-data-to-ohlc-bars-using-r

 

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!

Convert tick data to OHLC?

How to convert tick data to OHLC?

I got a question from someone regarding how to convert market data ticks to OHLC (Open High Low Close). It went a little like this:

 

Hi Bryan are you able to process csv tick data files to OHLC 1 min bars easily? I am looking for a tool or app to do this. Let me know if you have any ideas.

 

Depending on the programming language, there some  choices of course. Even some people in my Facebook group came up with some great ideas.

 

Check out the conversation and tips here

 

Fast numerical computing with Python NumPy

And you cannot make Python faster?

One of the solution was part of this video.

 

Demo of Free Chart Geany open source C++ Qt project

I found this cool Qt application which show recent updates. I may use this another potential desktop application for charting demos I will be holding in coming months. Also, it meets all my requirements of C++ while running on multiple operating systems like Linux, Mac OS X, etc.

 

Check out my short overview video

 

I will be adding this as a new option for my upcoming open source charting package LIVE lesson I hold for my Quant Elite Members which happens LIVE April 26 next Tuesday.

 

Module 6 Market Data Source with Yahoo Finance

 

Tonight at 8 PM  I will be holding my:

 

Market Data Source with Yahoo Finance

 

Detail include:

Module 6 Market Data Source with Yahoo Finance

Market Data Source with Yahoo Finance In Python, there are numerous packages you could use to access Yahoo Finance which is FREE.

This is part of my “Indie Python Algo Trading Course Series”
Required to be a Quant Elite member to attend.

Go here for details on this course series with pricing options listed here:

https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/

Please take advantage of joining as soon as possible to jumpstart your knowledge before this LIVE event! This will be presented LIVE only once

I hope you make it out to one of these events,

Bryan

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!

How to convert tick data to OHLC?

How to convert tick data to OHLC?

A comment from my one of my videos generated this query:

Hi Bryan are you able to process csv tick data files to OHLC 1 min bars easily? I am looking for a tool or app to do this. Let me know if you have any ideas.

 

Mathematically it should be possible but unable to remember it but after using Google I found:

In R http://stackoverflow.com/questions/24516309/convert-tick-data-to-ohlc-4hr-bars

Or http://www.trade2win.com/boards/trading-software/76934-tick-data-open-high-low-close.html

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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!