Tag Archives: useful

Is Aroon oscillator useful for tracking a whipsaw in trading

 

I use MotiveWave to see if this indicators is useful for whipsaws. I also confirm if I can use it within TA-Lib. I also introduce how the Hurst Component can be useful to see if a calculated time series is trending or mean reverting. Personally, this stuff matters!

 

If this turns out to be useful, all charts generated will be part of my Analytics service

Quant Analytics

Helpful links below

Metatrader MQ4 for whipsaw trading in forex

https://www.motivewave.com/studies/aroon_oscillator.htm

https://www.mql5.com/en/code/8328

https://mrjbq7.github.io/ta-lib/func_groups/momentum_indicators.html

https://www.quantstart.com/articles/Basics-of-Statistical-Mean-Reversion-Testing

 

 

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useful web scraping sources for amazing cryptocurrency volume spikes

Latest chat on private server was about secret useful web scraping sources for amazing cryptocurrency volume spikes
Over the last few days, there was a series of detailed ‘research’ between myself and a dedicated user which took place on the private chat server. This is where folks can converse in privacy and anonymously without worrying about tracking by third parties like social media or search engines. It is important for my customers can do this. When you get something through the store, you will get LIFE time access to this chat server. This is the replacement to my older disbanded Telegram group I operated last year.
Many topics were covered including other crypto exchanges other than Binance, useful web scraping data sources, trading volume signals, fast moving screeners that can be tracked on an hourly or even minute basis. and other useful topics. Sorry to say but this stuff will disappear off  this chat server since it only retains 100 messages. As a result, I encourage all users to check in very frequently to get the latest tips. You can of course add to the conversation if you want once you become a customer via our store product.

Next webinar will be kept private

It has been scheduled for Monday April 15 at 11 AM Eastern Daylight Time which is same as New York City.  This will be delivered on Zoom.us but not streamed on social media like Facebook nor Youtube. I will post this as an event on my Facebook Quantlabsnet page as usual. Do realize this will be archived in my ELITE section for anyone who wants this access. Do realize that this video be kept online for a few days as usual!

 

 

 

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quant and machine learning useful after this trading backtest

 

 

Is quant and machine learning useful after the test? I made a 35 minute video to showcase my latest results of this forex trading strategy. It uses the combo indicators of moving average cross, statistic number of positive daily returns, and trend. This combo of indicators can be helpful as explained in the video.

NOTE: I have scheduled a webinar to be discussed about this topic. Please find the details below. 

It seems that there is a heavy reliance on these for ‘bottoming’ process or testing of flat lining for breakout potential.

Trade like the Pros

I tried to simulate someone like NicTrades later in my video to showcase potential moves with lower trending currency pairs. In short, it seems everything is about perfect timing. You would use all the mentioned indicators as a set of tools to measure timing and historical value of the price. The idea is obviously to capture breakout opportunities for escape volatility return.

It is time to get into the mind of an institutional pro to see how they decide and filter out the trading opportunities. So the struggle continues….. I find NicTrade is a good analyst to watch to see how it is done.

Overlay with fundamentals?

Some will say the fundamentals are not useful. For instance, you could use central bank guidance and trading/econometrics forward looking date to get currency bias on certain countries. I have many scripts ready to overlay. I just need to get a predictable methodology using the technical analysis.

Is Quant and Machine Learning helpful at this point

Some may argue that quant and machine learning techniques may help in this area. I agree but when you do not have a solid foundation, you will even harder times to forecast the markets. I really don’t want to go down these paths of quant or ML is much harder to figure out.

 

 

Scheduled webinar info

Hi there,

You are invited to a Zoom webinar.
When: Mar 19, 2018 7:00 PM Eastern Time (US and Canada)
Topic: quant and machine learning useful after this trading backtest

Please click the link below to join the webinar:
https://zoom.us/j/556419907

Or iPhone one-tap :
US: +16699006833,,556419907# or +16465588656,,556419907#
Or Telephone:
Dial(for higher quality, dial a number based on your current location):
US: +1 669 900 6833 or +1 646 558 8656
Webinar ID: 556 419 907
International numbers available: https://zoom.us/zoomconference?m=qWa8YsDmCbVsahKNI0p7Ejnd9JYqUR_a

Add OHLC Bar Data To Your Algo Strategy

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How useful are peaks or pivots for trading charts from Python

How useful are peaks or pivots for trading charts from Python

I was warned about these. Unless you can use these for forward looking purposes, these are not that useful. I can always be wrong but maybe this could be useful.

Update: Someone on my Telegram revealed about PivotBoss. After thinking this is just another frat boy teaching trading, I realized there is more to know after watching a few seconds of this person’s videos.

More human traders have shown me how to use these things. It is quite fascinating that this can be useful is many ways you will not find online. I am learning this from other automated and human traders like you who have been using these techniques for decades. I am hoping to expand this topic among trading patterns, flag/pennants, and wedges. There will be more to come.

Here is another source from someone else so thanks to them

http://pivotboss.com/wp-content/uploads/2012/12/ProfitingWithPivotBasedMAs-by-Frank-Ochoa.pdf

 

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Useful Qt Creator C++ interface components for automated trading system?

Useful Qt Creator C++ interface components for automated trading system?

Useful Qt Creator C++ interface components for trading platform?

These are Example projects I found within Qt Creator which may be useful for interface components (GUI)

 

Qt Projects:

Gallery

Tableview

Texteditor

Flat

Systemdialogs

Anchrolayout

Applicationß–

Books ß

Borderlayout

Boxes

Cachedtable

Chart

Completer

Custmerfiltermodel

Dockwidgets

Dropsite

Mdl

Simpledommodel ß-

Simpletreemodel ß

Styles

Recipes

Querymodel

Graph

Securesocketclient

Spreadsheet

Tabdialog

Tablemodel

terminal

Let me know what you think

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Useful DotNET CSharp tips for Interactive Brokers?

Useful DotNET CSharp tips for Interactive Brokers?

Who knew this could be such a massive pain!! TWSLink2 is not cooperating and the sample code is full of exceptions/bugs or does not build! For a paid product, that is pretty bad

 

Some helpful tips here:

http://holowczak.com/ib-install/2/  ß- this appears to be the most appropriate

  1. Note that I ran into:
  2. During the API installation the TWS ActiveX Control ocx will be installed and registered as a Windows Control. Typically this control will install without any problems. However in some cases it can fail to register. Notes on how to manually register the Tws.ocx control are found on the next to last page of this tutorial.

 

Download Windows API here: http://interactivebrokers.github.io/#

I used default install directory of C:\TWS API\ or Windows user access C:\Users\Bryan\Documents\

Instructions from IB here:

https://www.interactivebrokers.com/en/software/api/apiguide/csharp/csharpsampleapptutorial.htm

 

 

 

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Quoara asks How useful is Matlab, for Kaggle, as compared with R and Python?

Quoara asks How useful is Matlab, for Kaggle, as compared with R and Python?

Well  you should know my opinion by now. If not search this blog on it but the answers are sort of wrong

http://www.quora.com/How-useful-is-Matlab-for-Kaggle-as-compared-with-R-and-Python

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Bad news came out of Switzerland? But this open source Torch LUA scientific library could be useful?

Bad news came out of Switzerland? But this open source Torch LUA scientific library could be useful?

Build with Redis and LUA scripting with now this. That could get interesting but seriously, I got enough on my plate but now you know

http://torch.ch/

Thanks to a Skype contact for sending this

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Will these Markov Chain Monte Carlo Papers in Matlab be useful for quant trading

Will these Markov Chain  Monte Carlo Papers in Matlab be useful for quant trading

Learn more though our FREE newsletter how we will deploy these 

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf  <– decent framework with code
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1964923
http://fmwww.bc.edu/ec-p/software/matlab/mbook.pdf  — 300 pages of Matlab Econometrics tutorial
http://stanfordphd.com/Markov_Chain_Monte_Carlo.html <– paid ??
http://homepages.inf.ed.ac.uk/imurray2/teaching/09mlss/slides.pdf <–start here but no code

https://www.uni-ulm.de/fileadmin/website_uni_ulm/mawi.inst.110/mitarbeiter/stenzel/MCMC/Schmidt_MCMC_2010.pdf <– 90 page complex with no source code
http://www.stat.duke.edu/~hw27/SSUR.html <–another detailed framework with source code
http://stanfordphd.com/Markov_Chain_Monte_Carlo.html

http://www.quantcode.com/modules/mylinks/viewcat.php?cid=3&orderby=titleD
http://www2.math.uu.se/fmb/courseinfo_statistics/Dat07-script8.pdf (research paper from QuantCode link above)
http://www.people.fas.harvard.edu/~plam/teaching/methods/mcmc/mcmc.pdf <– slide deck 200+ Pages (BEST end to end  intro with FULL walkthru for beginners) and R code)

http://www2.math.uu.se/fmb/courseinfo_statistics/Dat07-script8.pdf (90 pages with code and complex thoery based)
http://www.quantcode.com/modules/mylinks/viewcat.php?cid=3&orderby=titleD (Visit The Monte Carlo Framework, Examples from Finance and Generating Correlated Random Variables)

http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf (from quantcode.com link)

GBM=Geometric Brownian Motion

 

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Useful documents for Matlab Stateflow event stream processing with FPGA uses in HFT for ultra lowest latency

Useful documents for Matlab Stateflow event stream processing with FPGA uses in HFT for ultra lowest latency

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From my Youtube user so thanks to him:

A bunch of documents relating to Stateflow for event/stream processing:

The main one:
http://www.patentgenius.com/patent/7966161.html
http://www.google.com/patents/US7966161

Others:
http://www.google.com/patents/EP1817700A2?cl=en&dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CCkQ6AEwAA

http://www.google.com/patents/US7500209?pg=PA10&dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CCwQ6AEwAQ

http://www.google.com/patents/US7925477?pg=PA21&dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CEEQ6AEwCA

http://www.google.com/patents/US8266584?dq=%22stateflow%22+event&hl=en&sa=X&ei=oCxpUdXODO-50QG4woDAAQ&ved=0CCkQ6AEwADgU

http://www.google.com/patents/US7433808?pg=PA27&dq=%22stateflow%22+event&hl=en&sa=X&ei=hyxpUfioHsav0AG4zYH4AQ&ved=0CDgQ6AEwBTgK

http://www.google.com/patents/US7640154?pg=PA21&dq=%22stateflow%22+event&hl=en&sa=X&ei=hyxpUfioHsav0AG4zYH4AQ&ved=0CDIQ6AEwAzgK

Stream:
http://www.google.com/patents/US20120291054?dq=%22stateflow%22+%22stream+processing%22&hl=en&sa=X&ei=FSxpUYT3LLOG0QGRz4HQBA&ved=0CCkQ6AEwAA

Info about objects:
http://www.google.com/patents/US8392151?dq=%22stateflow%22+event&hl=en&sa=X&ei=pStpUdHGCcip0AG0xYCoDA&ved=0CD4Q6AEwBw

This is for FPGA event processing:

http://people.inf.ethz.ch/lwoods/publications/Complex-Event-Detection-at-Wire-Speed-with-FPGAs.pdf

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