Discover and read the best of Twitter Threads about #Algotrading
Most recents (24)
1/23 It's easy to find bullish and bearish elements in the charts to fit you bias, but being a maxi can be risky. Remember:
Markets ebb and flow
Data constantly changes
Your bias only needs to match the TF you are trading
A 🧵 on the #data influencing the #BTC trend and PA.
#NFA
Markets ebb and flow
Data constantly changes
Your bias only needs to match the TF you are trading
A 🧵 on the #data influencing the #BTC trend and PA.
#NFA
2/23 Before we dive into the macro for #Bitcoin, let's look at what's happening this week. It's rare to have a Daily MA #GoldenCross and a Weekly MA #DeathCross happening on the same asset.
3/23 The #GoldenCross printed and the #DeathCross between the 200 & 50 WMA's is coming on the next candle. Knowing why we have conflicting signals isn't as critical as knowing how price will react, but if I had to guess, I'd say, short term manipulation.
Many a times we / #algotrading folks have had this question in our mind what if we had multiple different strategy running in separate processes (or have multiple strategy python scripts) and we need WebSocket data feed to each one of those strategy process running individually
However, our brokers allow 1-3 WebSocket connection at any given time, So the obvious question lies ahead of us is how to solve this problem.
The Answer to this question isn't straight as we can have multiple way out of this problem, and nothing is the best or worst, every
The Answer to this question isn't straight as we can have multiple way out of this problem, and nothing is the best or worst, every
single solution will come with its own tradeoff, so we need to see which tradeoff is acceptable to us and won't affect us drastically which can have an adverse effect on our strategies.
The Simplest of all with negligible tradeoffs shall be having a
The Simplest of all with negligible tradeoffs shall be having a
Publishing my strategy for free, requesting all refine it further for better result... #algotest #stockmock
Monday
Monday
so I have been following @SarangSood tweets around closing premiums of #banknifty straddles and was wondering, did the premiums reflect changes in margin requirement around Q2/Q3 2020?
it seems they did, here is a #THREAD #algotrading
it seems they did, here is a #THREAD #algotrading
For this, we essentially look at the future price at 9.20 am and fetch premiums for 1st OTM call and put. since lotsize has changed over time, we would like to adjust the combined premium as per today’s lotsize (25) so that there is only one moving part which is margin-required
combined_premium_adj = (combined_prem * lotsize at the time) / 25
ok, so quarter wise box plot looks nice and it does contains a lot of information, but something simple needs to be done.
line charts are great but a bit noisy,
let's take a 12 week rolling median
ok, so quarter wise box plot looks nice and it does contains a lot of information, but something simple needs to be done.
line charts are great but a bit noisy,
let's take a 12 week rolling median
How to use mean reversion in time series.
#Thread 🧵
#trading #trading #stockmarket #trader #stockmarketindia #strategy #rsi #tradingstrategy #algotrading #career
#Thread 🧵
#trading #trading #stockmarket #trader #stockmarketindia #strategy #rsi #tradingstrategy #algotrading #career
Here is the thread🧵 of our most viewed blog on algorithmic trading which we think will be helpful for you.
Part 1
#Thread #StockMarket #algotrading #trading #blog #Trending #Python #career #MachineLearning
Part 1
#Thread #StockMarket #algotrading #trading #blog #Trending #Python #career #MachineLearning
1 - blog.quantinsti.com/install-ta-lib…
Learn how to install the Ta-Lib python library on Windows, macOS as well as Linux. Also, create technical indicators using Ta-Lib and plot them.
#Python #Linux
Learn how to install the Ta-Lib python library on Windows, macOS as well as Linux. Also, create technical indicators using Ta-Lib and plot them.
#Python #Linux
2 - bit.ly/3oGT2ln
This blog will empower you to be able to use the Python codes to fetch the stock market data of your favourites stocks, build the strategies using this stock market data and analyse this data.
This blog will empower you to be able to use the Python codes to fetch the stock market data of your favourites stocks, build the strategies using this stock market data and analyse this data.
Types of regression in finance - What are they? How to learn about them? This is your one-stop #Thread to the various types of regression.
🧵(1/4)
#finance #regression #stockmarket #trading #trader #traderlifestyle #career #finance #machinelearning #algotrading
🧵(1/4)
#finance #regression #stockmarket #trading #trader #traderlifestyle #career #finance #machinelearning #algotrading
Creating Trend Lines systematically
Today, I would like to present the idea of how to systematically create trend lines to find trends in prices, find divergences in indicators and remove outliers in your trending data. #Trading #Cryptocurrency #AlgoTrading
Today, I would like to present the idea of how to systematically create trend lines to find trends in prices, find divergences in indicators and remove outliers in your trending data. #Trading #Cryptocurrency #AlgoTrading
I see a lot of people that base their systems on trend lines or divergences between some indicator and the price. Although my systems are not related to this kind of trading, it is really fun to come up with new ideas and try quantifying market relations.
Idea is to use quantile regression rather than simple linear regression. What we try to do is to estimate conditional quantile function - intuitively we do not estimate the mean for some population but rather a quantile of this population based on some variables.
How to develop yourself in High-Frequency Trading. First topics, books and good practices.
#HFT #trading #cryptocurrency #algotrading
#HFT #trading #cryptocurrency #algotrading
First of all, I would like to tell you that it is only my opinion about how to develop yourself in HFT and I based it on my experience and background. The most important thing is to be critical and think for yourself.
I think that a great HF Trader should be good in a lot of things. Do not concentrate only on one thing - it will not be good, because a good HF Trader has to be also a leader, not only for algo traders but also for developers and other people. You have to have a lot of skills.
Grab your seat and fasten your seatbelts, because the biggest LIVE Trading Marathon is here ✨ sedg.in/2hdy8vri
Presenting, SuperSix! A 2-Day LIVE Trading Marathon with 6 eminent mentors with 6 distinct styles📊📈
Scroll down for the lineup(🧵)... (1/7)
Presenting, SuperSix! A 2-Day LIVE Trading Marathon with 6 eminent mentors with 6 distinct styles📊📈
Scroll down for the lineup(🧵)... (1/7)
1. Learn to use RS More Efficiently to filter out the strongest stocks in the market, guaranteed for 🚀🚀
Join Premal Parekh (@premalparekh) and his RS Warriors: sedg.in/27l9pts5 (2/7)
Join Premal Parekh (@premalparekh) and his RS Warriors: sedg.in/27l9pts5 (2/7)
2. The mastermind behind OI Pulse, Sivakumar Jayachandran (@Justsiva123) has earned a name for his unique #Options Strategies!
Learn his Open & High Strategy in Index Options & #Futures📈
Book your seat👉 sedg.in/tcla7jhu (3/7)
Learn his Open & High Strategy in Index Options & #Futures📈
Book your seat👉 sedg.in/tcla7jhu (3/7)
Bu akış altına indikatörlerin açık formüllerini yazacağım. Ne kullandığımızı bilmek lazım...
#algotrading
#algotrading
Most:
per:=3;yuzde:=2;
a1:=Mov(C,per,E);
a2:=a1-(a1*yuzde/100);
a3:=a1+(a1*yuzde/100);
b1:=If(a1<PREV,a2,if(a2>PREV,a2,PREV));
b2:=If(a1>PREV,a3,if(a3<PREV,a3,PREV));
k1:=Cross(a1,Ref(b2,-1));k2:=Cross(Ref(b1,-1),a1);
s1:=BarsSince(k1)<BarsSince(k2);
s2:=If(s1=-1,b1,b2);
a1;s2
per:=3;yuzde:=2;
a1:=Mov(C,per,E);
a2:=a1-(a1*yuzde/100);
a3:=a1+(a1*yuzde/100);
b1:=If(a1<PREV,a2,if(a2>PREV,a2,PREV));
b2:=If(a1>PREV,a3,if(a3<PREV,a3,PREV));
k1:=Cross(a1,Ref(b2,-1));k2:=Cross(Ref(b1,-1),a1);
s1:=BarsSince(k1)<BarsSince(k2);
s2:=If(s1=-1,b1,b2);
a1;s2
Ott;
per:=2;
opt:=1.4;
C1:=mov(c,per,var);
q1:=ref(C1,-2)*(1+opt/200);
q2:=ref(C1,-2)*(1-opt/200);
OTT:=If(Cum(1)=1,C1,If(q1 <= PREV,q1,If(q2 >= PREV,q2,PREV)));
C1;
OTT
per:=2;
opt:=1.4;
C1:=mov(c,per,var);
q1:=ref(C1,-2)*(1+opt/200);
q2:=ref(C1,-2)*(1-opt/200);
OTT:=If(Cum(1)=1,C1,If(q1 <= PREV,q1,If(q2 >= PREV,q2,PREV)));
C1;
OTT
Algotrading ile ilgili bazı örnek stratejiler ve bazı önemli tavsiyeler paylaşsak mı? Vereceğim örnekler direk canlıda kullanmak için değildir sadece fikir vermesi için paylaşmayı düşünüyorum…
#algotrading
#algotrading
1- Zaman Aralığı:Piyasaların başlagıç ve bitiş
saatlerine doğru tuhaf dalgalanmalar yaşanabilir.Bu tür etkilerden kurtulmak için aşağıdaki gibi bir kod kullanabilirsiniz:
KOSUL AND
((HOUR()=10 AND MINUTE()>=03) OR HOUR()>=11) AND ((HOUR()=17 AND MINUTE()<=58) OR HOUR()<=16)
saatlerine doğru tuhaf dalgalanmalar yaşanabilir.Bu tür etkilerden kurtulmak için aşağıdaki gibi bir kod kullanabilirsiniz:
KOSUL AND
((HOUR()=10 AND MINUTE()>=03) OR HOUR()>=11) AND ((HOUR()=17 AND MINUTE()<=58) OR HOUR()<=16)
Bu örnekte sisteminiz sadece 10:03-17:58 saatleri aralığında işlem yapacaktır. Bu zaman dilimini aynı zamanda bağlı emirlere de girmeniz gerekecektir.
List of #AlgoTrading platforms:
1.tradetron.tech
2.squareoff.in
3.rain.trade
4.algobulls.com
5.kuants.in
6.algobyte.in
7.tvisi.in
8.algology.in
1.tradetron.tech
2.squareoff.in
3.rain.trade
4.algobulls.com
5.kuants.in
6.algobyte.in
7.tvisi.in
8.algology.in
9.tradingmachine.in
10.algofox.in
11.dematadesolution.com
12.alicealgo.com
13.algobridge.in
14.algomojo.com
15.phi1.io
16.algoprofits.in
10.algofox.in
11.dematadesolution.com
12.alicealgo.com
13.algobridge.in
14.algomojo.com
15.phi1.io
16.algoprofits.in
17.algosmith.in
18.alphabottrading.com
19.ivtcapital.com
20.sharesoft.co.in
21.algoji.com
22.algoaction.in
23.algocrab.com
24.everalgo.com
18.alphabottrading.com
19.ivtcapital.com
20.sharesoft.co.in
21.algoji.com
22.algoaction.in
23.algocrab.com
24.everalgo.com
(1) Sistemlere eklenebilecek yatay piyasa filtrelerinden başlayalım. #btc #etherium #dolar #altın #garan #isctr #EREGL #thyao #viop #viop30 #bist #bist30 #borsa #fx #algotrading #system #DAX #dowjones #TRADINGTIPS #ASELS #ekgyo #kozal #sise #otkar #kozaa #petkm
(2) Yatay piyasa filtrelerinin amacı önce yatay piyasanın varlığını belirlemek sonrasında da o kuralınıza göre yani piyasa yataya sarınca açtığınız işlemi kapamak veya hiç işlem açmamaktır. Kullanırsanız işlem sayınız azalacaktır.
(3) En klasik/basit yatay piyasa filtresi ADX'tir. Grafikte 30 dk altı periyotlarda ADX(14) için 25 daha uzun periyotlarda 20 değeri trend varlığı için sınır kabul edilir. Yani sisteminizi yatay sınırlarınız içinde işlem yapmasın isterseniz .... "AND ADX(14) > 20" yazacaksınız.
(1) Son paylaştığım sistemdeki mantığı anlatayım. Taban Pmax, en başta 2 tane MOST var. Bunların biri kısa diğeri uzun gibi düşünün. Bu iki çizgi arası testere, fiyat ikisi üzerindeyse artış, ikisi altındaysa düşüş trendi vardır. #algotrading #bist100 #viop #Bitcoin
(2) Bir trend takip sistemi için, düşüş trendinde olduğunu bildiğimiz hisse için satımı hemen yani kolay yapsın ama alımı gercek bir dönüş görsün yani zor yapsın isteriz. Yükseliş için de alım kolay, satım zor olmalı.
(3) Kolaylık ve zorluk için trend takip sisteminin takip mesafesi ile oynuyoruz. Kolay işlem için fiyati/ortalamayı yakından takip edip zor işlem için daha uzaktan takip yapıyoruz.
How I have automated my #algotrading and spend less than ₹10 to execute it monthly. This is running on #AWS
Thread 👇
1. use Python to execute the #algo
2. commit the #algo files in a git repo - I use GitHub (you can use anything else)
Thread 👇
1. use Python to execute the #algo
2. commit the #algo files in a git repo - I use GitHub (you can use anything else)
3. Use AWS Lambda to start and stop the AWS ec2 small instance (I will switch to AWS Fargate later)
4. Pull the latest code from git.
5. Server starts at 9am - auto-login
6. starts data service by 9.15am and start collecting data for signal generation
7. Wait for Signal
4. Pull the latest code from git.
5. Server starts at 9am - auto-login
6. starts data service by 9.15am and start collecting data for signal generation
7. Wait for Signal
8. Log everything in a log file.
9. All positions and PNL are logged every minute to the Dynamodb database. (This helps to understand what happened through the day)
10. close all positions at 3.14pm - send PNL on telegram
11. upload all log files to AWS s3 for review.
9. All positions and PNL are logged every minute to the Dynamodb database. (This helps to understand what happened through the day)
10. close all positions at 3.14pm - send PNL on telegram
11. upload all log files to AWS s3 for review.
My misconceptions (MC) cleared by Algo & backtesting (BT) on Intraday Trend following system (Cash Market)
MC-1: Algo trading is THE ONLY REMEDY to all trading issues and making money.
Realism vs MC-1 :
My Algo is merely a reflection of what you are up to till that point.
1/n
MC-1: Algo trading is THE ONLY REMEDY to all trading issues and making money.
Realism vs MC-1 :
My Algo is merely a reflection of what you are up to till that point.
1/n
Algo will not render holy grail strategy by solving RR, MM, DD and psychological issues.
Algo is Just a tool to outsourcing my clerical job of finding and executing trades as per my trade setups.
2/n
Algo is Just a tool to outsourcing my clerical job of finding and executing trades as per my trade setups.
2/n
So, I can avoid staring trading screen to work on other day to day activity.
I must develop better understanding about market, RR, MM, psychologically and continue to evolve with the market personally.
3/n
I must develop better understanding about market, RR, MM, psychologically and continue to evolve with the market personally.
3/n
A small thread on various historical data analysis and trading strategies articles that I have shared so far. #TradingSystem #AlgoTrading 1/n
"Is long strangle strategy profitable?" squareoff.in/is-long-strang…
"Is long strangle strategy profitable?" squareoff.in/is-long-strang…
"Is #Intraday trading profitable?"
Every long term investor was once a Intraday trader.
If you avoid the below three mistakes, intraday trading is definitely profitable.
squareoff.in/is-intraday-tr…
Every long term investor was once a Intraday trader.
If you avoid the below three mistakes, intraday trading is definitely profitable.
squareoff.in/is-intraday-tr…
"The best way to invest in #StockMarket, follow this simple rule"
Let’s consider two different scenarios,
Market crashes after your investment
Market rallies after your Investment
squareoff.in/the-best-way-t…
Let’s consider two different scenarios,
Market crashes after your investment
Market rallies after your Investment
squareoff.in/the-best-way-t…
1⃣Teknik analizde dikkat ettiğim bir kaç ayrıntı yazayım. #GARAN #isctr #asels #petkm #tuprs #thyao #algotrading #viop30 #silver #GOLD #Bitcoin #BIST30 #BORSA #GUBRF #ekgyo #dohol #kozal #karsn #kartn #sise #krdmd #teknosa
2⃣ İndikatör olarak mobil uygulamada 50-100-200 periyotluk basit hareketli ortalama kullanıyorum. Formasyon olarak dikkat ettiklerim 3'lü dip veya tepe. Ciddi bir direnç veya destek kırılacaksa genelde 3.seferde kırılır. 3 defada kırılmadıysa en olası durum piyasanın dönmesidir.
3⃣ 2'li dip/tepe pek dikkate almıyorum. RSI hiç sevmiyorum çok anlamsız buluyorum. Sadece orta-uzun vadeciler için fiyatla pozitif/negatif uyumsuzluk anlamında iş yapıyor. Bunun için en az 60 dk hatta daha üzeri periyotlara bakmak lazım. Benim gibi 5 dk-15 dk.cılara uygun değil.
Sır gibi saklanıp küçük yatırımcıya gösterilmeyen formüller;
1⃣ GOLDENCROSS;
Cross(Mov(c,50,s),Mov(C,200,s))
*kullanıcı peryot değiştirlebilir
**kullanıcı tersini yazarak aşağı kesenleri de bulabilir
#matriks #algoritma #algotrading #explorer #taramaFormülleri
1⃣ GOLDENCROSS;
Cross(Mov(c,50,s),Mov(C,200,s))
*kullanıcı peryot değiştirlebilir
**kullanıcı tersini yazarak aşağı kesenleri de bulabilir
#matriks #algoritma #algotrading #explorer #taramaFormülleri
2⃣Cross(Mov(c,10,e),Mov(C,50,e))
10günlük hareketli ortalaması 50 günlüğü kesenler
*kullanıcı peryot değiştirlebilir
**kullanıcı tersini yazarak aşağı kesenleri de bulabilir
#matriks #algoritma #algotrading #explorer #taramaFormülleri
10günlük hareketli ortalaması 50 günlüğü kesenler
*kullanıcı peryot değiştirlebilir
**kullanıcı tersini yazarak aşağı kesenleri de bulabilir
#matriks #algoritma #algotrading #explorer #taramaFormülleri
3⃣ son 3 peryottur hacmi artanlar
sum(v>ref(v,-1),3)=-3
*kullanıcı 3 vs değiştirebilir
#matriks #algoritma #algotrading #explorer #taramaFormülleri
sum(v>ref(v,-1),3)=-3
*kullanıcı 3 vs değiştirebilir
#matriks #algoritma #algotrading #explorer #taramaFormülleri
2020 has been an eventful year. Ending with 148%.
#thor performed extremely well when markets tanked and volatility spiked.
A minor allocation of portfolio to such strategies will help in hedging during such volatility.
#Nifty #NiftyBank #NIFTYFUTURE #banknifty
#thor performed extremely well when markets tanked and volatility spiked.
A minor allocation of portfolio to such strategies will help in hedging during such volatility.
#Nifty #NiftyBank #NIFTYFUTURE #banknifty
Monthly % returns and actual pnl
Tested 30% drawdown twice, when consecutive SL hit exceeded backtest figures and slippages. Emotionally not responding to the DD helped in sailing through. #bankniftyfuture
1⃣ İyi akşamlar herkese. Yine sorulardan gidelim. Yeni başlayanlara tavsiye sorulmuştu. Bu akşam biraz anlatmaya çalışayım bu konuyu. #VİOP #VİOP30 #BIST30 #GARAN #ASELS #THYAO #EREGL #Algotrading #USD #DOLAR #DolarTL #Altın #GOLD #BTC #fx
2⃣ Arkadaşlar borsa bırakın zengin olmayı kısa sürede para kazanılacak bir mecra kesinlikle değil. Öncelikle herkesin bunun bilincinde olması lazım. Çok arttı veya çok düştü diye bir hisse alınmaz veya satılmaz.
3⃣ Hisse almak ciddi bir iştir. Piyasanın o an belirli bir fiyat biçtiği bir hisse için, o hissede işlem yapan herkese "Ben bu işi sizden daha iyi biliyorum, bu hissenin fiyatı bu kadar olamaz gerçek değeri bu kadar olmalı" diyorsunuz çünkü. Yaptığınız işin ciddi olduğunu bilin.
1⃣ Temel sorular geldiği için bir kaç örnek paylaşmakta yarar var gibi görünüyor. #VİOP #VİOP30 #BIST30 #GARAN #ASELS #THYAO #EREGL #Algotrading #USD #DOLAR #DolarTL #Altın #GOLD #BTC #fx
2⃣ Gel vatandaş gel #matriks 'te robot nasıl yapılır burda :) Golden crossla başlayalım. Önce herhangi bir hissenin grafiğini açalım. İstediğimiz periyodu seçelim. #KCHOL günlük bakalım. Sonra sol üstteki "KHN" menüsünden "System Tester" seçelim. Sonra "Yeni System"
3⃣ Sisteme Golden_cross ismini verdim. 50 periyotluk üssel hareketli ortalama, 200'lüğü yukarı kesince alsın. Tam tersi durumda da satsın. İsterseniz ön tanımlı fonksiyonlardan "moving average" seçip düzenlersiniz veya kodlamaya aşinaysanız direk yazabilirsiniz.
Both #Nifty & #BN Algo are still in the long trade giving back a decent amount of profits from today's high. #Systemtrading #Algotrading #discipline
#BankNifty Algo exited at 23945.5 with 1648 points in the bag. #Nifty Algo still in the trade
#Nifty Algo too exited at 10505.1 and went short. Gave back 250+ points profit.
