Tag Archives: strategy

Actual results of back test history from automated trading strategy

Actual results of back test history from automated trading strategy

 

This is how to get actual results. I tried a test yesterday to see the reach of ‘live webinars’ I plan to do. This is where I can use the Zoom.us service to synchronize with my Facebook Group or Page or the Youtube channel. It seems the Facebook group was best but Youtube has longest lasting result. I have various versions but remember the longest and original version is found in my Facebook group. See the link below.

2 video versions found on Youtube including the podcast version. I still think the Facebook group is the best one.

Here is that link to the Facebook Group video version.

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

The Detailed Reveal of the Videos

In order to try to make sense of these, I wanted to demonstrate how you are able to use your broker platform (in my case Dukascopy JForex) to generate historical market date which goes all the way back to Jan 2005. It depends on which instrument you choose and when it was added by Dukascopy.

I also divided up various instruments into either Forex or CFD since this broker is out of Switzerland. The CFD category was then split into ‘commodity’ or equity which focuses on stock market indices or ETF. This totals over 92 instruments I can watch as hinted in the videos.

With all this data, I plan to use this Daily data to break up into 3 month segments determined at the start of each season. E.g. Dec 21, Mar 21, etc. I can then use this data to run my new Python scripting analysis to forecast which instruments should give strongest return. Because of real market historical data, I can easily compare the actual results versus the forecast. Pretty genius huh?

 

I heard this back testing technique has been very popular. If the forecasts prove to be a winner with the comparison of actual results, we have a winner. Winner makes things way more expensive (hint hint) so we are on the verge of the truth. Show time results will be revealed as well soon!

Thanks for reading and watching

 

Trading patterns help needed to convert from MT4 to Python

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!

Flat forex markets adjustment for this automated trading strategy

Required changes to trading strategy for flat forex markets

Quite a few changes I need for this current passive strategy used for forex:

  1. Use slope of curves of daily charts (end of day)
  2. Period has changed from 500 days to 240 which is the number of trading days per day
  3. Portfolio strategy results needs a new calculation on correct set of results
  4. Expanded number of currencies from 12 to 35

What I find is that for the data set of yesterday for 1 year shows:

  1. There is not many currency pairs that show long term upward trend
  2. Markets seem very volatile to calculate a steady trend. I think this is why many banks have reduced staff on currency trading desks globally

What are the options for me?

  1. Expand into other markets like commodity or regional stock market indices. Note that using Dukascopy only can be used with CFD which is banned in USA. Just remember Dukascopy do not accept US residents. I will need to verify the bahvior of these broker CFD with their underlying instrument.
  2. Will higher risk amount of leverage help in these flat forex markets?
  3. Crypto currencies seems high risk with no predictable patterns for forward looking guidance.
  4. Will my patterns of wedges, flag, pennants help? This will be under development by a third pattern starting this week.

I will need to watch more NicTrades videos on Facebook to really understand how this overall strategy plays out.

Updated statistical analysis on many forex pairs

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!

complex options backtesting strategy automatically with future courses coming soon

complex options backtesting strategy automatically with future courses coming soon

 

Two queries from newsletter subscribers

Hi Bryan,

Do you have any course module for backtesting any complex option strategies automatedly ?

If you have, please advise.

What I really need is to backtest my complex option trading strategy (more than 4 legs at a time).

 I have backtested manually for the last 5 years, and it proves has a decent return every year. Now, i want to automate the backtest. Since it needs a lot of time to bt option strategy manually.

But since you offer me, futures and option course, do you have backtested the strategy for the last 5 to 10 years and has high performance every year and high sharpe ratio ?

If you have please advise.

Try backtrader.com for backtesting in Python
———–

I would like to join the quant course.

How do I go about doing it?

Video answers here

Get in touch with here in my social media to learn more about these current deals as of Feb 27/2018. This is on for a highly limited time.

http://quantlabs.net/results

 

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!

Amazing lessons of latest algo forex trading strategy

Amazing lessons of latest algo forex trading strategy

This is the second round with a redesign as explained in this video. It seems my winning open entries are usually at around >50%. This is good while I still need tocorrect the exits which is the exact rationale for my previous round. This video does deep  deep analysis on what is driving the results and rationale.

 

As we get closer, I have many live workshop content I will be developing in the coming weeks. This will be the usual one time live events most likely on a weekend. This will be part of my annual Quant Elite subscription. Please forewarned about this as the costs for this will be going into thousands once this strategy development is complete.

In the meantime, get introduced my style of programming with Dukascopy forex broker below!

Thanks Bryan

 

Technical Analysis trading with TA-Lib with Python

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

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

 

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!

Latest killer automated forex trading strategy update

 

From description of the video

Here is the latest results as I am getting closer to better exits. The entries are pretty accurate most of the time but still need to analyze further once complete

 

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!

Google Machine Learning TPU Chips Are Faster Than Nvidia GPUs

Google Machine Learning TPU Chips Are Faster Than Nvidia GPUs

This could get interesting leveraging off of Google Cloud

http://www.oodlestechnologies.com/blogs/The-ML-Chips-Designed-By-Google-Are-Faster-Than-The-GPUs

https://www.quora.com/Where-can-I-buy-TPU-to-learn-deep-learning

https://drive.google.com/file/d/0Bx4hafXDDq2EMzRNcy1vSUxtcEk/view

https://drive.google.com/file/d/0Bx4hafXDDq2EMzRNcy1vSUxtcEk/view

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!

Preferred workstations for Dukascopy JForex Automated trading strategy

My preferred workstations for Dukascopy JForex Automated trading strategy
<< Test First Name >>,My preferred workstations for Dukascopy JForex Automated trading strategy

As I will most likely watching over 40+ instruments on a minute chart, this can be a memory hog. Even the 14 gb Windows struggles with mutithreading so I am looking at lear 32 gb or maybe even 48gb if i start adding CFD for commodities.

 
most likely watching over 40+ instruments on a minute chart, this can be a memory hog.
Looking forward to 2018 with this new setup! Happy New Year as well.

 

Thanks Bryan

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

Algo forex trading strategy tools for Dukascopy JForex with Redis NOSQL

Algo forex trading strategy tools for Dukascopy JForex with Redis NOSQL

Someone asked for this on my list newsletter list

Query:

I’m not so interested in your courses but more interested in your signals would that be within your chat room ? if so when does that go live. Little confused how to tell if signals and analytics will be within a chat room subscription or are there separate subscriptions for these or do I’ve to be a quant elite subscriber to see all this ? I’m not a programmer by no means, I’m currently using the Nanex datafeed right now for my analysis.

thanks, appreciate your feedback!

Thanks for the interest. As I am trying to improve this strategy with more profitable exits, I am hoping to get the signals working within a week. It just depends on getting more consistent winning trades. Also, they can be posted within my chat room but they can also get posted as a regular blog post in the membership. These signals are intended for  non programmers like your self. As you know, I am using Dukascopy for now but have access to IQFeed which is the same source as Nanex I believe. 

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!