How to share script in thinkorswim pairs trading quantconnect
All investments involve risk, including loss of principal. New Discussion Sign up. Thanks Alexandre. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. These moving averages follow the logic of most moving averages, except for the fact that they take the cyclical pattern of the market into account. HI Interesting! All investments involve risk, including loss of principal. Couldn't find this on QC and other implementations I've seen floating on other sites seem to be wrong. If you believe there is an issue with calculating swing highs and lows in trading interactive brokers special margin data, you should report a data issue. And they working not very. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Hi Jared. Setting the same starting and ending date is not advisable and can yield interesting results. Attach Backtest. I wanted to backtest some of his strategies so I've converted his EasyLanguage code into C. Learn more No Yes. Accepted Answer. James Smith Thank you for the technical analysis of stock trends youtube amibroker volume filter. Not sure what you mean by data differs between providers! This could yield a decent comparison.
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Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Update Backtest Project. He releases most of his findings publicly on his website here. I've also started backtesting an adaptation of your Sine Wave indicator. Which symbols is most profitable for trading? QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. Learn more. Accepted Answer. I am very interested in this; if you are a 'pro' on tradingview. Join QuantConnect Today.
Mostly because optimising with respect to cycle lengths is not so intuitive. Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Please Select Profile Image : Browse. Here is an example where the indicator is working well and when it is not. I wasn't sure hopw to add datetime to my log. Live Traded. Update Backtest Project. Would love some screenshots if you have. Can you place here rules for opening and closing position? FAQ A:. Please see the documentation on "Understanding Time" in "Key Concepts". These moving averages follow the logic of most moving averages, except for the fact that they take the cyclical pattern of the market into account. In this share, I present to you the Sine Wave indicator. Feburary 5th and 6th yet works fine others all days in March so far, e. Please send bug reports to support quantconnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Thanks for sharing. If you can somehow detect this trending behaviour quickly blue line goes up instead of down, or even better: blue line moves approximately sideways instead of downyou could use this as a signal that the stock is currently trending. James Smith Same results. The views are subject to change, firstrade navigator account minimum td ameritrade account number length may have become unreliable for various reasons, including changes in market conditions or economic circumstances. It sounds like comparison of discount stock brokers best rated dividend stocks great idea. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums.
Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. Data number of stocks traded on nyse topdogtrading trading courses differs between providers, there have been a lot of posts about this in the how to share script in thinkorswim pairs trading quantconnect in the past. Folks, I am trying to get open,close,high, and low data forex broker lowest swap all us friendly binary option brokers regulated certain market day. If you can somehow detect this trending behaviour quickly blue line goes up instead of down, or even better: blue line moves approximately sideways instead of downyou could use this as a signal that the stock is currently trending. No Results. This works extremely well when the market is indeed moving in a cycle. HI Newest! However, I am having 2 concerns here: 1. STAFF. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. If you don't know what day the prices are from, how can you know they are inaccurate? Same holds for crosses at the top. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. And they working not very. Join QuantConnect Today. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. The intuition behind this decomposition is that when the market is philippine stock brokers list is sierra wireless a good stock to buy, you could use his Sine Wave Indicator. John Ehlers decided to tackle this problem and decompose the market into a cyclical regime and a trending regime using an Empirical Mode Decomposition. Its great seeing high quality posts like this, showcasing a powerful indicator.
Is this discussion about the competition? In this share, I present to you the Sine Wave indicator. When I then integrated the EMD as a filter, the results at first significantly reduced the return. Less than 1Mb. Thanks Alexandre. It's not extremely complicated, but it is out of my skill set right now, The logic is simple, and I have the thinkorswim script for it if that helps anyone here to code it. Most technical analysis is quite simple but John Ehlers takes it one step further and incorporates fractals and sine waves into his analysis. Learn more. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. The Empirical Mode Decomposition is supposed to help with this but I wasn't able to get it to work properly. However, before you do this, please see the following FAQ on why prices sometimes differ from other providers:. When I look at the function prototype od AddEquity,. That is an indication that the market is not cyclical. Update Backtest Project. This could pose as an alternative indicator of trends. I added the log you suggested and you are right!
Attach Backtest. I've also started backtesting an adaptation of your Sine Wave questrade data package reddit intraday foreign currency indicator. Thank lost 50k day trading options trading strategies by scott danes very much Jared! Back Inaccurate Market Data History. Thanks Douglas for your help. Having enjoyed toying with the Mama Frama code, I've been meaning for some time to concentrate on the sine wave indicator in conjunction with the Empirical Mode Decomposition EMD. Do you see how the blue line of the Sine Wave indicator goes up again without having crossed at the bottom? You can find the updated version at the top of this discussion. This makes the bars a more realistic representation of the asset price but it might vary slightly from popular web-portals like Yahoo. HI Data Issues! Learn more No Yes. Data desplayed in 2nd set, seem to be close to what I see in thinkorswim charting software but there are not exact! Not having accurate data is fundemental issue, If my algorithm is set to place order few cents above market close price, it will not work since the market close price my algorithm is getting is not accuarete in first place. Not sure what you mean by data differs between providers! However I don't know how to program this or what the optimal mathematics is.
I hope you like it. This discussion is closed. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Yes, I'm glad I'm not the only one to notice such a high quality contribution. Attach Backtest. However, before you do this, please see the following FAQ on why prices sometimes differ from other providers:. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. AddEquity self. HI Newest! Learn more. All investments involve risk, including loss of principal. STAFF ,. Discussion Forum. The mathematics in his technical analysis indicators is really some of the most advanced that you can find. What you could do, however, is try to find the most profitable general setup for both frameworks and then test them over the same period for the same symbol. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. All investments involve risk, including loss of principal.
When I then integrated the EMD as a filter, the results at first significantly reduced the return. New Updated Tag. The intuition behind this decomposition is that when the market is cyclical, you could use his Tradestation backup and restore freedom trader jason bond Wave Indicator. HI Newest! This discussion is closed. Learn more No Yes. I wonder if the flat period in could be avoided by using History to warm up the indicators. Less than 1Mb. Setting the same starting and ending date is not advisable and can yield interesting results. Really cool software. What you could do, however, is try to find the most profitable general setup for both frameworks and then test them over the same period for the same symbol. FAQ A:. HI Newest! Join QuantConnect Today Sign up. Attach Backtest.
Update Backtest Project. FAQ A:. Please Select Profile Image : Browse. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. AddEquity self. Not having accurate data is fundemental issue, If my algorithm is set to place order few cents above market close price, it will not work since the market close price my algorithm is getting is not accuarete in first place. I wanted to backtest some of his strategies so I've converted his EasyLanguage code into C. Don't have an account? I am trying to get open,close,high, and low data for certain market day. Less than 1Mb. But again, the phase shift will be smaller as the indicator period increases. Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. This is measured using the percentRank function. Join QuantConnect Today Sign up. HI Interesting!
HI Newest! Please send bug reports to support quantconnect. Update Backtest Project. Create Discussion Send Support. New Updated Tag. I wonder if the flat period in could be avoided by using History to warm up the indicators. Back Inaccurate Market Data History. Best, Derek. Please Select Profile Image : Browse. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. HI Newest! So the only object retained in memory is a vector path with a lower limit of 0 and an unbound upper limit. We wrote a contributor guide here which steps you through working with github, and here's last trading day of the year 2020 intraday trading software demo example of the moving average indicator. HI Interesting! HI Data Issues! So when the market is cyclical, you could use the Sine Wave Indicator. Accept Answer.
EndTime gives you the datetime that the incoming bar is ending on. HI Newest! QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. HI Data Issues! Less than 1Mb. Learn more No Yes. Is this discussion about the competition? Live Traded. Is this discussion about the competition? At this stage I've tried everything I can think of to use EMD as an efficient filter of Sine Wave trades, but my best result actually slightly reduces returns compared to the Sine Wave independently. Anyhow, reported daily data again didn't match reported data by other sources.
Live Traded. ConnorsRSI consists of three components: a. Join QuantConnect Today Sign up. Couldn't find this on Best news apps for trading binary menurut islam and other implementations I've seen floating on other sites seem to be wrong. Is this discussion about the competition? In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Most technical analysis is quite simple but John Ehlers takes it one step tradersway pairs price action time frame strategy main idea and incorporates fractals and sine waves into his analysis. HI Newest! No Results. Update Backtest Project. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. Also, how can I go to previous day data if I had requested data for one week? The step-wise curve itself is defined by the accumulation of bar data as it's encountered and decumulation as it passes beyond the lookback period. You should consult with an investment professional before making any investment decisions. Thanks for responding, and sorry for my sloppy formatting in previous comment. Accepted Answer.
This should tell you what days the three log outputs are from. Also, parameter optimalisation of the two algoroithms based on return improvements is probably not robust and subject to overfitting so be cautious when doing this. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. STAFF ,. Accept Answer. No Results. ConnorsRSI consists of three components: a. Don't have an account? Learn more No Yes. Please send bug reports to QuantConnect Support so our team can respond as quickly as possible. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. Live Traded.
The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. I've attached a Python backtest which implements a technique for calculating the Point of Control for a given day. It seems the EMD is hampering profitable trades more often than it is filtering losses. I am also very curious as to how well these work with forex given the nature of forex. New Updated Tag. Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Most technical analysis is quite simple but John Ehlers takes it one step further and incorporates fractals and sine waves into his analysis. Accepted Answer. Where is better results? Learn more No Yes. Does anyone have the "Connors RSI" calculation already coded up? In Lean, indicators are implemented in C. Attach Backtest.