Tag Archives: Testing

What are the lucrative cryptocurrency pairs right now? Testing now

What are the profitable cryptocurrency pairs right now? Testing now

 

I am doing a new real time analysis on the best movers in the cryptocurrency market last night. Just remember I am using Binance as my source.

I am testing a Youtube stream

You can check it out here:

https://quantlabs.net/blog/2018/10/cryptocurrency-pairs-right-now/

Data service potential from last night: Big potential movers STEEMETH BTGETH

This is part of my data process and analytical tools.I can deliver this in near real time as demonstrated in this video. I plan to put this type of access behind my Analytics service.

You can check my 7 Day trial to this service.

https://quantlabs.net/mkt/introduction-to-quant-analytics/

Cryptocurrency algo trading focus on top 30 with speed up

New split of downloading duties to speed. I also focused on the top 30 crypto currencies based on volume.

Details here

https://quantlabs.net/blog/2018/10/data-service-big-potential-movers-steemeth-btgeth/

Special notes:

I am looking at replace my month fees for my Quant Analytics with an annual subscription. I am hoping the next few days I will be introducing sales of this service at half price for this for a couple of days. Details will follow via email.

Thanks 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!

Testing more crypto currency scan for Aug 20

Testing more crypto currency scan for Aug 20

Here we go again

Yet again another scan, and another result. This strategy seems to hold quite well so I proceed to work on the intraday scripts.

Hot potential countries of European sectors via these report

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!

Testing up and down trendline for support and resistance line

As described in the video,  I called the last few number of days one big CLUTER-F. This video highlighted the meaning in a non profanity way. One goal of this process to find a new support and resistance line. Do understand that this process of building trend-lines using an automated method to calculate peaks and troughs (or pivot points) is not easy. I refer you to this as it will explain the process better than I can here. I could easily get bogged down in this quagmire. As a result, I am calling it a day so I can move onto other important phases based on my Nictrades learning.

Not perfect science

This is not meant to be perfect but the general of a 3rd touch on a trend line can confirm an entry or exit. One may be able to use these to make that point a support or resistance line. You could also swap out when price cross these lines to be used as a new support or resistance line. There is not perfect science but you try your best with simple indicators that can be used in combination of other indicators  to find new support and resistance line. You could also use other rules to confirm market positions. As well, one could combine these with other indicators mentioned which would include moving averages or harmonic patterns.

As indicated in the video, I have ways to calculate the expected third touch if two have already happened on a trend line. If price moves across that expected point, we could use that as way to do a market position or confirm something else.

Note that this process can be used at a universal level of all asset classes hopefully

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!

Testing ADX and Hilbert Transform for relibale forex trading indicator

Testing ADX and Hilbert Transform for reliable forex trading indicator

I did try a few more technical indicators but it seems I know what I am settling on for what time frame. Both videos including below demonstrate all of these.

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!

Correct call Analysis testing of demo automated forex trading strategy

Correct call Analysis testing of demo automated forex trading strategy

I would estimate a 75% win ratio on the entries. Note that the exit is irrelevant since the trading logic has not been implemented. Also no leverage is used as well as only 1 unit is traded at a time. We are testing only the entry logic here so I care for nothing else.

Note: I will remove all the details on this strategy (including videos and postings)  if the exits prove to be a high win ratio in coming days

 

Here is the position and order logs from this test Dukascopy account:

2017-11-24 03:46:40 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:46:39 Disconnected.
2017-11-24 03:46:38 Local time was changed, was<2017-11-24 03:46:04:662>, now<2017-11-24 03:46:38:370>
2017-11-24 03:45:17 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:45:15 Disconnected.
2017-11-24 03:45:15 Local time was changed, was<2017-11-24 03:38:27:723>, now<2017-11-24 03:45:15:690>
2017-11-24 03:37:38 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:37:37 Disconnected.
2017-11-24 03:37:37 Local time was changed, was<2017-11-24 03:27:51:049>, now<2017-11-24 03:37:37:706>
2017-11-24 03:27:08 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:27:06 Disconnected.
2017-11-24 03:27:06 Local time was changed, was<2017-11-24 03:20:56:107>, now<2017-11-24 03:27:06:764>
2017-11-24 03:20:00 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:19:59 Disconnected.
2017-11-24 03:19:59 Local time was changed, was<2017-11-24 03:04:48:382>, now<2017-11-24 03:19:59:755>
2017-11-24 03:03:59 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:02:57 Reconnecting…
2017-11-24 03:02:57 Session ticket has expired. Asking for new ticket…
2017-11-24 03:02:52 Reconnecting…
2017-11-24 03:02:51 Local time was changed, was<2017-11-24 02:32:47:632>, now<2017-11-24 03:02:51:175>
2017-11-24 02:32:06 Reconnecting…
2017-11-24 02:32:06 Session ticket has expired. Asking for new ticket…
2017-11-24 02:32:00 Reconnecting…
2017-11-24 02:31:59 Reconnecting…
2017-11-24 02:31:57 Disconnected.
2017-11-24 02:31:56 Strategy “QLNStratFXVol” is stopped at 2017-11-24 02:31:56.343 GMT on the local computer with parameters “Feed”=[FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Ask, period=10 Secs, filter=NO_FILTER]], “Amount”=[0.001], “Stop loss”=[10], “Take profit”=[10], “closePreviousOrder”=[true], “smaTimePeriodFast”=[2], “smaTimePeriodSlow”=[5], “fastColor”=[java.awt.Color[r=0,g=255,b=0]], “slowColor”=[java.awt.Color[r=255,g=0,b=0]], “minMaxTimePeriod”=[100], “minColor”=[java.awt.Color[r=255,g=255,b=0]], “maxColor”=[java.awt.Color[r=255,g=0,b=255]]. Reason: Stopped by Engine
2017-11-24 02:31:56 Stopping “QLNStratFXVol” strategy at 2017-11-24 02:31:56.332 GMT on the local computer
2017-11-24 02:31:56 Local time was changed, was<2017-11-24 02:02:02:116>, now<2017-11-24 02:31:56:166>
2017-11-24 02:31:56 Strategy thread queue overloaded with tasks. Ticks in queue – 0, bars – 2378, other tasks – 0
2017-11-24 02:31:56 com.dukascopy.api.JFException: “to” parameter can’t be greater than the time of the last formed bar for this instrument @ jforex.strategies.sdk.QLNStratFXVol.findMinMax(QLNStratFXVol.java:130)
2017-11-24 02:00:41 Order #555367525 FILLED at 13.87527 (#555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161) – Position #144999511.
2017-11-24 02:00:41 Order #555367524 FILLED at 13.88261 (#555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999511.
2017-11-24 02:00:41 Order ACCEPTED: #555367526 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88361 IF BID => 13.88361 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999511
2017-11-24 02:00:41 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:41.159 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Order #555367459 FILLED at 13.87617 (#555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271) – Position #144999491.
2017-11-24 02:00:00 Order #555367457 FILLED at 0.89098 (#555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999479.
2017-11-24 02:00:00 Order #555367458 FILLED at 13.88371 (#555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999491.
2017-11-24 02:00:00 Order ACCEPTED: #555367460 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88471 IF BID => 13.88471 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999479
2017-11-24 02:00:00 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:00.565 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 02:00:00.564 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Order #555367425 FILLED at 0.89104 (#555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999450.
2017-11-24 01:57:51 Order #555367426 FILLED at 0.89092 (#555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999479.
2017-11-24 01:57:51 Order ACCEPTED: #555367428 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88992 IF ASK <= 0.88992 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367427 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89192 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999450
2017-11-24 01:57:51 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.153 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.151 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Order #555367343 FILLED at 0.89083 (#555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999450.
2017-11-24 01:53:01 Order #555367342 FILLED at 0.89093 (#555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999392.
2017-11-24 01:53:01 Order ACCEPTED: #555367345 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88983 IF ASK <= 0.88983 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367344 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89183 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999392
2017-11-24 01:53:01 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.184 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.182 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Order #555367191 FILLED at 0.76261 (#555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005) – Position #144999316.
2017-11-24 01:45:00 Order #555367192 FILLED at 0.89082 (#555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999392.
2017-11-24 01:45:00 Order ACCEPTED: #555367194 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88982 IF ASK <= 0.88982 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367193 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89182 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005 – Position #144999316
2017-11-24 01:45:00 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:45:00.460 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Closing order BUY 1000 AUD/USD @ MKT is sent at 2017-11-24 01:45:00.458 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Order #555366964 FILLED at 1.55349 (#555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999307.
2017-11-24 01:31:01 Order #555366965 FILLED at 0.76259 (#555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002) – Position #144999316.
2017-11-24 01:31:01 Order ACCEPTED: #555366967 TAKE PROFIT BUY 0.001 mil. AUD/USD @ LIMIT 0.76159 IF ASK <= 0.76159 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366966 STOP LOSS BUY 0.001 mil. AUD/USD @ MKT IF ASK => 0.76359 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999307
2017-11-24 01:31:01 Order SELL 1000 AUD/USD @ MKT is sent at 2017-11-24 01:31:01.141 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:31:01.139 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Order #555366930 FILLED at 1.55354 (#555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999307.
2017-11-24 01:30:20 Order #555366929 FILLED at 1.55341 (#555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999293.
2017-11-24 01:30:20 Order ACCEPTED: #555366932 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55454 IF BID => 1.55454 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366931 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55254 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999293
2017-11-24 01:30:20 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.213 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.211 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order #555366866 FILLED at 1.55365 (#555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999293.
2017-11-24 01:30:00 Order ACCEPTED: #555366868 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366867 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999293
2017-11-24 01:30:00 Order #555366860 FILLED at 1.55365 (#555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999291.
2017-11-24 01:30:00 Order #555366859 FILLED at 1.5535 (#555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999265.
2017-11-24 01:30:00 Order ACCEPTED: #555366862 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366861 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999265
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.331 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:27:31 Order #555366745 FILLED at 1.55356 (#555366745 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999251.
2017-11-24 01:27:31 Order #555366746 FILLED at 1.55367 (#555366746 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999265.
2017-11-24 03:46:40 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:46:39 Disconnected.
2017-11-24 03:46:38 Local time was changed, was<2017-11-24 03:46:04:662>, now<2017-11-24 03:46:38:370>
2017-11-24 03:45:17 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:45:15 Disconnected.
2017-11-24 03:45:15 Local time was changed, was<2017-11-24 03:38:27:723>, now<2017-11-24 03:45:15:690>
2017-11-24 03:37:38 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:37:37 Disconnected.
2017-11-24 03:37:37 Local time was changed, was<2017-11-24 03:27:51:049>, now<2017-11-24 03:37:37:706>
2017-11-24 03:27:08 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:27:06 Disconnected.
2017-11-24 03:27:06 Local time was changed, was<2017-11-24 03:20:56:107>, now<2017-11-24 03:27:06:764>
2017-11-24 03:20:00 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:19:59 Disconnected.
2017-11-24 03:19:59 Local time was changed, was<2017-11-24 03:04:48:382>, now<2017-11-24 03:19:59:755>
2017-11-24 03:03:59 Connected to d-ja-usa-e-96-4-a
2017-11-24 03:02:57 Reconnecting…
2017-11-24 03:02:57 Session ticket has expired. Asking for new ticket…
2017-11-24 03:02:52 Reconnecting…
2017-11-24 03:02:51 Local time was changed, was<2017-11-24 02:32:47:632>, now<2017-11-24 03:02:51:175>
2017-11-24 02:32:06 Reconnecting…
2017-11-24 02:32:06 Session ticket has expired. Asking for new ticket…
2017-11-24 02:32:00 Reconnecting…
2017-11-24 02:31:59 Reconnecting…
2017-11-24 02:31:57 Disconnected.
2017-11-24 02:31:56 Strategy “QLNStratFXVol” is stopped at 2017-11-24 02:31:56.343 GMT on the local computer with parameters “Feed”=[FeedDescriptor [dataType=TIME_PERIOD_AGGREGATION, instrument=EUR/USD, offerSide=Ask, period=10 Secs, filter=NO_FILTER]], “Amount”=[0.001], “Stop loss”=[10], “Take profit”=[10], “closePreviousOrder”=[true], “smaTimePeriodFast”=[2], “smaTimePeriodSlow”=[5], “fastColor”=[java.awt.Color[r=0,g=255,b=0]], “slowColor”=[java.awt.Color[r=255,g=0,b=0]], “minMaxTimePeriod”=[100], “minColor”=[java.awt.Color[r=255,g=255,b=0]], “maxColor”=[java.awt.Color[r=255,g=0,b=255]]. Reason: Stopped by Engine
2017-11-24 02:31:56 Stopping “QLNStratFXVol” strategy at 2017-11-24 02:31:56.332 GMT on the local computer
2017-11-24 02:31:56 Local time was changed, was<2017-11-24 02:02:02:116>, now<2017-11-24 02:31:56:166>
2017-11-24 02:31:56 Strategy thread queue overloaded with tasks. Ticks in queue – 0, bars – 2378, other tasks – 0
2017-11-24 02:31:56 com.dukascopy.api.JFException: “to” parameter can’t be greater than the time of the last formed bar for this instrument @ jforex.strategies.sdk.QLNStratFXVol.findMinMax(QLNStratFXVol.java:130)
2017-11-24 02:00:41 Order #555367525 FILLED at 13.87527 (#555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161) – Position #144999511.
2017-11-24 02:00:41 Order #555367524 FILLED at 13.88261 (#555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999511.
2017-11-24 02:00:41 Order ACCEPTED: #555367526 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88361 IF BID => 13.88361 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367525 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88161 – Position #144999511
2017-11-24 02:00:41 Order ACCEPTED: #555367524 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999511
2017-11-24 02:00:41 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:41.159 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Order #555367459 FILLED at 13.87617 (#555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271) – Position #144999491.
2017-11-24 02:00:00 Order #555367457 FILLED at 0.89098 (#555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999479.
2017-11-24 02:00:00 Order #555367458 FILLED at 13.88371 (#555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002) – Position #144999491.
2017-11-24 02:00:00 Order ACCEPTED: #555367460 TAKE PROFIT SELL 0.001 mil. USD/ZAR @ LIMIT 13.88471 IF BID => 13.88471 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367459 STOP LOSS SELL 0.001 mil. USD/ZAR @ MKT IF BID <= 13.88271 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367458 BUY 0.001 mil. USD/ZAR @ MKT MAX SLIPPAGE 0.002 – Position #144999491
2017-11-24 02:00:00 Order ACCEPTED: #555367457 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999479
2017-11-24 02:00:00 Order BUY 1000 USD/ZAR @ MKT is sent at 2017-11-24 02:00:00.565 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 02:00:00 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 02:00:00.564 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Order #555367425 FILLED at 0.89104 (#555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999450.
2017-11-24 01:57:51 Order #555367426 FILLED at 0.89092 (#555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999479.
2017-11-24 01:57:51 Order ACCEPTED: #555367428 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88992 IF ASK <= 0.88992 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367427 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89192 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367426 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999479
2017-11-24 01:57:51 Order ACCEPTED: #555367425 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999450
2017-11-24 01:57:51 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.153 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:57:51 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:57:51.151 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Order #555367343 FILLED at 0.89083 (#555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999450.
2017-11-24 01:53:01 Order #555367342 FILLED at 0.89093 (#555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005) – Position #144999392.
2017-11-24 01:53:01 Order ACCEPTED: #555367345 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88983 IF ASK <= 0.88983 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367344 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89183 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367343 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999450
2017-11-24 01:53:01 Order ACCEPTED: #555367342 BUY 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.0005 – Position #144999392
2017-11-24 01:53:01 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.184 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:53:01 Closing order BUY 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:53:01.182 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Order #555367191 FILLED at 0.76261 (#555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005) – Position #144999316.
2017-11-24 01:45:00 Order #555367192 FILLED at 0.89082 (#555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002) – Position #144999392.
2017-11-24 01:45:00 Order ACCEPTED: #555367194 TAKE PROFIT BUY 0.001 mil. EUR/GBP @ LIMIT 0.88982 IF ASK <= 0.88982 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367193 STOP LOSS BUY 0.001 mil. EUR/GBP @ MKT IF ASK => 0.89182 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367192 SELL 0.001 mil. EUR/GBP @ MKT MAX SLIPPAGE 0.002 – Position #144999392
2017-11-24 01:45:00 Order ACCEPTED: #555367191 BUY 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.0005 – Position #144999316
2017-11-24 01:45:00 Order SELL 1000 EUR/GBP @ MKT is sent at 2017-11-24 01:45:00.460 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:45:00 Closing order BUY 1000 AUD/USD @ MKT is sent at 2017-11-24 01:45:00.458 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Order #555366964 FILLED at 1.55349 (#555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999307.
2017-11-24 01:31:01 Order #555366965 FILLED at 0.76259 (#555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002) – Position #144999316.
2017-11-24 01:31:01 Order ACCEPTED: #555366967 TAKE PROFIT BUY 0.001 mil. AUD/USD @ LIMIT 0.76159 IF ASK <= 0.76159 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366966 STOP LOSS BUY 0.001 mil. AUD/USD @ MKT IF ASK => 0.76359 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366965 SELL 0.001 mil. AUD/USD @ MKT MAX SLIPPAGE 0.002 – Position #144999316
2017-11-24 01:31:01 Order ACCEPTED: #555366964 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999307
2017-11-24 01:31:01 Order SELL 1000 AUD/USD @ MKT is sent at 2017-11-24 01:31:01.141 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:31:01 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:31:01.139 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Order #555366930 FILLED at 1.55354 (#555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999307.
2017-11-24 01:30:20 Order #555366929 FILLED at 1.55341 (#555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999293.
2017-11-24 01:30:20 Order ACCEPTED: #555366932 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55454 IF BID => 1.55454 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366931 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55254 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366930 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999307
2017-11-24 01:30:20 Order ACCEPTED: #555366929 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999293
2017-11-24 01:30:20 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.213 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:20 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:20.211 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order #555366866 FILLED at 1.55365 (#555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999293.
2017-11-24 01:30:00 Order ACCEPTED: #555366868 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366867 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999293
2017-11-24 01:30:00 Order ACCEPTED: #555366866 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999293
2017-11-24 01:30:00 Order #555366860 FILLED at 1.55365 (#555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999291.
2017-11-24 01:30:00 Order #555366859 FILLED at 1.5535 (#555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999265.
2017-11-24 01:30:00 Order ACCEPTED: #555366862 TAKE PROFIT SELL 0.001 mil. EUR/AUD @ LIMIT 1.55465 IF BID => 1.55465 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366861 STOP LOSS SELL 0.001 mil. EUR/AUD @ MKT IF BID <= 1.55265 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366860 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002 – Position #144999291
2017-11-24 01:30:00 Order ACCEPTED: #555366859 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005 – Position #144999265
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.331 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Order BUY 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:30:00 Closing order SELL 1000 EUR/AUD @ MKT is sent at 2017-11-24 01:30:00.293 GMT by the strategy “QLNStratFXVol”: from the local computer
2017-11-24 01:27:31 Order #555366745 FILLED at 1.55356 (#555366745 SELL 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.0005) – Position #144999251.
2017-11-24 01:27:31 Order #555366746 FILLED at 1.55367 (#555366746 BUY 0.001 mil. EUR/AUD @ MKT MAX SLIPPAGE 0.002) – Position #144999265.
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!

Webinar on Visual JForex: Building, testing and using a strategy

Webinar on Visual JForex: Building, testing and using a strategy

Not quite what I was looking for but still useful. Would like to have this strategy VFS

 

 

 

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!

Deep testing of Python Markowitz Portfolio packages

Full testing of Python Markowitz Portfolio packages

I am digging deep into this portfolio optimizations. One question came up was using Markowitz versus stats.

Check here to see my latest analysis with a 1 hour video.
This video below serves 2 purposes which includes a quick & dirty way to test the code if it works in my Python 2.7.13. I am pretty well not budging from this version for a while so I expect incompatibility problems with Python. This is why this video was made to showcase the trials and tribulation any newbie Python coder could go through including me. The second purpose of this video is attempt to find running Markowitz portfolio source code that will run which I did partially accomplish as demonstrated in the video. ition and set other styles.
Here is a recent conversation with Sholom B of Analytic Kinetics on this topic:

 

Me: Very valid comments, can you not run both markowitz framework and general stats in parallel? as you say, use the stats you generate under extreme conditions since the markowitz is not valid as you say
Sh: Extreme condition modeling and markowitz are not compatible.

 

Me: You switch berween based on market condition.

 

Sh: Market conditions change fast. You may not get advance warning anytime. Think flash crash.

What is your opinion? Send me an email response on this!
Do pay special attention to my warning on future pricing.

This is one of many many benefits of my list for my Quant Elite members including the Algo Trading Course series where you can get the details here

Not only that you’re the highly affordable and generous pricing options:
MONTHLY: $97/MONTH:Click here

3 month subscription

I also have listened to a number of you on how you don’t want a service that automatically renews each month. As a result, I am offering new subscription ‘levels’. If you did not take advantage of last weeks 3 month, well I have extended the term for 7 months for the price of 5. As you know, this will not be promoted forever.
Subscribe Now
If you have seen my Shopify store, I will use this to leverage a bunch of new videos I will doing live over the next few weeks. Each new video will be used as a form of bonus which will be exclusively for download with limited access.

WARNING!

I have over the last few weeks been promoting everything at a very affordable price. Over the next few weeks, I will be testing new target marketing efforts of households  over $1 million annual income. What does this mean? If successful, I see no reason to keep these rates low as they are. If that is the case, I have received marketing experts say I could charge as much as $400/month. Who knows if this will happen but you may want to take advantage of the current price. They may not last! Here they are:

 

Quant Analytics Click here

ONLY THESE OFFERS WILL BE AVAILABLE

Quant Analytics LITE Click here

Let me know if you are interested in the 3 month or 7 month subscriptions

Note I may be removing these current product from my Shopify store as well in coming weeks.
Interative Brokers 4.5 hour Workshop Bootcamp
Interative Brokers 4.5 hour Workshop Bootcamp
$49.00
View
Jul 14 market report
Jul 14 market report
$1.00
View
Python Algo Trading Course LIVE Workshop
Python Algo Trading Course LIVE Workshop
$30.00
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!

Testing of Python Markowitz Portfolio packages

 

Full testing of Python Markowitz Portfolio packages

In this video, I highlight some Trading Scripts you can use for analyzing a portfolio with Markowitz techniques. There are many other techniques but these seemed to work OK. In fact, one of the Demonstrations was to showcase zipline Python package  from Quantopian. It seems that I may have had compatibility issues since I’m using Python 2.7.13. As said previously, I’m trying to religiously stay with this particular version since I’ve had very few compatibility issues with other packages. That was up until this week where I need to upgrade to a more recent core version of Python. This  video is to demonstrate various compatibility issues you could have with packages and different versions of Python. Please keep that in mind when watching this video as you’ll see I fumble around a lot. This was recorded with newbies in mind really which is why I posted it.

Here is the length video

More meet up events have been scheduled:

Tips and tricks with Dukascopy JForex for forex trading

Tips and tricks with Dukascopy JForex for forex trading

I am digging this broker with their API features. I thought it would be cool to share some coding tips uing this impressive trading platform JForex.

Note #1: I am new with this broker and platform so please be gentle

Note #2: Dukascopy does not support American clients it seems. Sorry.

I just started creating a Youtube channel playlist for Dukascopy

Go here for the details

Also, I will be spinning off all my courses for my Quant Elite members in the next few days. I promised to hold off for a month when I first announced it so we’re now at the point. If you want to reap the benefits of these courses, join my Quant Elite membership right now!

The three individual courses will be priced at $497 each after this process takes place.

I’m also putting the membership into its last days of existence before I start rolling all current members into the new Quant Analytics service.

Some info on this new quant analytic service:

I have some video tutorials on this service here

I have also answer some queries about it here

Thanks Bryan
P.S. I am in the last few days where I will breaking out all my courses from my Elite membership: http://quantlabs.net/mkt/quant-elite/

Learn some of the courses here: http://quantlabs.net/academy/courses-2/

Get the course list here: http://quantlabs.net/mkt/quant-elite/

Note: Here is my social media you keep up to date with:

Facebook programming group: https://www.facebook.com/groups/quantlabsnet/

Instagram with dozens of daily trading charts: https://www.instagram.com/quantlabsnet/

Youtube channel with over 1400 videos: https://www.youtube.com/user/quantlabs

And of course Twitter: https://twitter.com/quantlabs

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!