Tag Archives: R

Goodbye time waster forex CFD Hello Crypto

Seriously, wtf am I wasting my time on these weak asset called forex and CFD with potentially corrupt expensive brokers. I have covered this topic over the last few weeks

What more do you want me to tell you? Crypto is the future so I owe it the folks on my Telegram group for opening my eyes!

Start learning your Crypto automated trading NOW

Python Algo Trading Infrastructure with Crypto Currency

Notes of pros and con each here

Should I dump Oanda forex and CFD trading?

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unrealized pnl auto stop: Van Tharp R vs other lucrative portfolio techniques

 

This was an email on my opinion on trying to code this

This is pertaining to scenarios like this:

Correct it’s Van Tharp strategy. It’s an evaluation for risk to reward when taking a trade based on a return along with position sizing. Do you think this is something you can code in the system for Working with Interactive Brokers API? It’s basically getting interactive brokers to trail an unrealized PNL. So no matter how many positions I decide to buy it would mass sell on market if I lose -$150 but also trail the unrealized PNL by “R” increments to help for 
example:
1. Positions gain +$150 unrealized PNL auto stop  $0.00 for breakeven all trades closed on a market order then lock account for the day.
2. Positions gain +$300 unrealized PNL auto stop +$150 all trades closed on a market order then lock account for the day. 
3. Positions gain $450 unrealized PNL auto stop +$300 all trades closed on a market order the lock account for the day. 
So example 2 would be a 1R and example 3 would be a 2R. The reason for locking the account is to stop over trading and keep tighter restraints on picking the best entry. 
https://youtu.be/KbPt-7sNx2w

R is explained here:

https://www.stocktrader.com/2013/09/14/van-tharp-risk-r-multiples-successful-investing/

This is reference to this book:

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5 Free R Programming Courses for Data Scientists and machine learning Programmers

I am quite surprised R is being promoted as a language ofr machine learning and data research. According to the latest Tiobe Programming Language Index, R is placed at 15 while other popular programming languages are in the top 10. The most notable is MATLAB where you would think it would wither to die. MATLAB has a lot of relevance still but this free R course might be of interested to you.

Here are some of the article highlights:

R burst into the scene with its powerful support for stats (linear and nonlinear modeling, classical statistical tests, time-series analysis, classification, clustering, …) and graphical techniques, but in recent year, it has gained a lot of popularity among Data Scientist and Data minors.

Along with Python, R is the second most popular language to learn the new world of Data Science, Machine Learning, Deep Learning, and Artificial intelligence.

https://hackernoon.com/5-free-r-programming-courses-for-data-scientists-and-ml-programmers-5732cb9e10

https://www.tiobe.com/tiobe-index/

Always remember I have this legacy course available for anyone interested

Buy all of our R courses

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Why Python over R for algo trading and machine learning

 

Why #Python over R for #algo #trading and #machinelearning. I explain in it in this video
 
 
 
hi bryan, pls can you guide me here: can i purchase an algo from you and pay for guidance on configuring it or purchase the config? whilst at the same time doing the R-course? i already know tech analysis – keen to get automated – been trading for a while know..
 
I got a Youtube comment from the video below
 
Links can be found here
 
Python courses
 
https://quantlabs.net/academy/new-course-building-python-algo-trading-system-with-bitcoin-an-crypto-currency-focus/
 
 
 
R Courses
 
https://quantlabs.net/academy/buy-all-of-our-r-courses/
 
For those not able to program or advance program this service is for your from my trading signals when it comes to crypto currency trading (Soon Forex and CFD)
 
 
 
https://quantlabs.net/academy/quant-analytics/
 
Why Python over R found on Quora
 
https://www.quora.com/Is-there-any-point-in-learning-R-if-you-already-use-Python-for-data-science
 
The comment above was in this video
 
https://www.youtube.com/watch?v=f6OP6ZtN3jw&lc=z22ww1nbpvmwczgqh04t1aokgvnmi05000tba32e12tsrk0h00410
 
or the video version
 
https://www.youtube.com/watch?v=o29JkoKVBAA&t=992s
 
https://quantlabs.net/blog/2018/09/python-r-algo-trading-machine-learning/
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Which is your algo trading preference non programming or langiages like R or Python

Which is your algo trading preference non programming or langiages like R or Python

Which is it? Your choices

https://www.dukascopy.com/swiss/english/forex/Visual/features/

https://www.r-project.org

https://www.python.org

Let me know via my Facebook groups or page:

https://www.facebook.com/quantlabsnet/

https://www.facebook.com/groups/quantlabsnet/

Or get to no more product or courses

Shopping Cart

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r 2.15 with focus and Python join forces for cross over event for any programmer

R and Python join forces for cross over event for programmers

This appears to be worth watching as there seems to be this resurgence in R.This will use versions is r 2.15 with focus
Read Now

Just a reminder on this course

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, et. This is the same as rstats found on R-Bloggers

All the details of the course here

Access Now

So here we go, I will be holding the Python 3 Infrastructure Building Blocks LIVE Q&A Bootcamp Workshop this SATURDAY MAY 12. I need to make it early starting at 10AM Eastern Standard Time. This is the same time as New York City! Based on my previous version of this, I would allocate around 5-6 hours for this entire event. Also,

The topics covered are explained here:

Automate Your Trading Now with Python

Also, this event will take place once which means the replay will become a bonus in the course itself.

Do realize this is primarily to focus on live questions so I need to get them before May 12. Please send them to me by May 10. This is one week from the time of this announcement.

If you are new to this, I would strongly recommend to learn these topics right away with your access. As said, the focus will be on answering your detailed questions so get everything compiled by May 10.

Thanks Bryan

 

 

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, etc

MAY 12 set for python 3 Infrastructure Building Blocks LIVE Bootcamp and Workshop

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R and Python join forces for cross over event for programmers

R and Python join forces for cross over event for programmers

This appears to be worth watching as there seems to be this resurgence in R

https://qz.com/1270139/r-and-python-are-joining-forces-in-the-most-ambitious-crossover-event-of-the-year-for-programmers/

 

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Get out all our R stats and programming courses rstats

Get all the courses for R 2.15 with focus on Garch, mean reversion, technical, arbitrage, volatility, et. This is the same as rstats found on R-Bloggers

All the details of the course here

http://quantlabs.net/academy/buy-all-of-our-r-courses/

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dot net framework array to r program code through the R CSharp package

Note: I really no longer support dot net framework array to r anymore. This means that I don’t support .NET nor Microsoft nor Windows anymore due to  back door security concerns I have with their product. I would strongly Python and other open source technologies over Microsoft product Also, this R posting is here as a courtesy due to R is still popular. Also remember this link recommended from my Academy section is from 2012 so it might no longer work.

Very Nice! My C# program calls R Code through the R.NET package. 

How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization

Whoa! I finally got this working with R.NET. I can get my C# appliction call directly R code which is very nice. There is a nasty bug on the search path of R so note at the beginning of the code as well. Get more info about R.Net package from http://rdotnet.codeplex.com/. Here is the C# code but don’t foret to add the.NET.DLL DLL reference in your Visual Studio:

Enjoy this C Sharp code

using System;
using System.Linq;
using RDotNet;

class Program
{
    static void Main(string[] args)
    {
        //code solution from http://stackoverflow.com/questions/7960738/importing-mgcv-fails-because-rlapack-dll-cannot-be-found
        string rhome = System.Environment.GetEnvironmentVariable(“R_HOME”);
        if (string.IsNullOrEmpty(rhome))
            rhome = @”C:Program FilesRR-2.15.0″;

        System.Environment.SetEnvironmentVariable(“R_HOME”, rhome);
        System.Environment.SetEnvironmentVariable(“PATH”, System.Environment.GetEnvironmentVariable(“PATH”) + “;” + rhome + @”bini386″);

        // Set the folder in which R.dll locates.
        //REngine.SetDllDirectory(@”C:Program FilesRR-2.12.0bini386″);
        REngine.SetDllDirectory(@”C:Program FilesRR-2.15.0bini386″);
        using (REngine engine = REngine.CreateInstance(“RDotNet”, new[] { “-q” }))  // quiet mode
        {
            foreach (string path in engine.EagerEvaluate(“.libPaths()”).AsCharacter())
            {
               Console.WriteLine(path);
            }
            //engine.EagerEvaluate(“.libPaths(“C:/Program Files/R/R-2.15.0/library”);

            // .NET Framework array to R vector.
            NumericVector group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
            engine.SetSymbol(“group1”, group1);
            // Direct parsing from R script.
            NumericVector group2 = engine.EagerEvaluate(“group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)”).AsNumeric();

            // Test difference of mean and get the P-value.
            GenericVector testResult = engine.EagerEvaluate(“t.test(group1, group2)”).AsList();
            double p = testResult[“p.value”].AsNumeric().First();

            Console.WriteLine(“Group1: [{0}]”, string.Join(“, “, group1));
            Console.WriteLine(“Group2: [{0}]”, string.Join(“, “, group2));
            Console.WriteLine(“P-value = {0:0.000}”, p);
        }
    }
}

 

Here is an C# example:

using System;
using System.Linq;
using RDotNet;

class Program
{
    static void Main(string[] args)
    {
        //code solution from http://stackoverflow.com/questions/7960738/importing-mgcv-fails-because-rlapack-dll-cannot-be-found
        string rhome = System.Environment.GetEnvironmentVariable(“R_HOME”);
        if (string.IsNullOrEmpty(rhome))
            rhome = @”C:Program FilesRR-2.15.0″;

        System.Environment.SetEnvironmentVariable(“R_HOME”, rhome);
        System.Environment.SetEnvironmentVariable(“PATH”, System.Environment.GetEnvironmentVariable(“PATH”) + “;” + rhome + @”bini386″);

        // Set the folder in which R.dll locates.
        //REngine.SetDllDirectory(@”C:Program FilesRR-2.12.0bini386″);
        REngine.SetDllDirectory(@”C:Program FilesRR-2.15.0bini386″);
        using (REngine engine = REngine.CreateInstance(“RDotNet”, new[] { “-q” }))  // quiet mode
        {
            foreach (string path in engine.EagerEvaluate(“.libPaths()”).AsCharacter())
            {
               Console.WriteLine(path);
            }
            engine.EagerEvaluate(“.libPaths(“C:/Program Files/R/R-2.15.0/library”);

            // .NET Framework array to R vector.
            //NumericVector group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
            //engine.SetSymbol(“group1”, group1);
            //// Direct parsing from R script.
            //NumericVector group2 = engine.EagerEvaluate(“group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)”).AsNumeric();

            //// Test difference of mean and get the P-value.
            //GenericVector testResult = engine.EagerEvaluate(“t.test(group1, group2)”).AsList();
            //double p = testResult[“p.value”].AsNumeric().First();

            //Console.WriteLine(“Group1: [{0}]”, string.Join(“, “, group1));
            //Console.WriteLine(“Group2: [{0}]”, string.Join(“, “, group2));
            //Console.WriteLine(“P-value = {0:0.000}”, p);

            //example to call complete R script from http://rdotnet.codeplex.com/discussions/262426
            //REngine R = REngine.GetInstanceFromID(“RDotNet”);
            //R.EagerEvaluate(“source(“MyRscript.r”)”);
            engine.EagerEvaluate(“source(“test.r”)”);
            Console.ReadLine();
        }
    }
}

Here is R script test.r which resides in the same Release directory as the C# program.

G<-c(1,2,3)
G
cat(‘hello from r’, G)

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How to get R connect to NOSQL scalable database Redis with Rstats package for parallelization

Who knew Rstats was popular still ?

Note that this is an article open available found on my Academy section of the site here:

How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization

How to get R connect to NOSQL scalable database Redis with doRedis R package for parallelization

Do note the links below that helped me accomplish this:
Discussion on various NOSQL databases including Redis:

http://stackoverflow.com/questions/4720508/redis-couchdb-or-cassandra

https://github.com/causes/redis-centos/blob/master/README.markdown

As said in my video, follow the downloaded packages INSTALL readme guide. You need to make to build from the source of Redis. It ain’t that bad.
For doRedis R package video demo and instructions on how to use it in within R:

http://bigcomputing.com/doredis.html

 

 

CCXT Python package wrapper best to stay on top of Bitcoin crypto currency exchanges

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