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This is the second chapter of a learning process that started last September. Third Quarter The third step is defined for the next 3 months, where the main goal is to define a specific strategy of quantitative trading and work on it with real money on crypto currency market. Following the V2MOM model: Vision: Have a strategy … Read more
I have been looking for volume indicators that help me to identify the right minimum volumes to place long position, but by the moment I was not success. This time I found this VPCI in tradingview, so let’s see how it works. The notes are very interesting basis of knowledge. Volume Price Confirmation Indicator (VPCI) … Read more
Bitcoin and Litecoin are the global leaders in cryptocurrency, both are powered by similar technologies with the exception that Litecoin is a modified, more efficient version of Bitcoin focused on retail applications. Litecoin, as a result, is both cheaper and faster to transfer than Bitcoin but unfortunately may not be as universally accepted as Bitcoin. Some advantages with … Read more
I have invested some hours learning about Quantopian environment and the basic concepts around the platform. The environment is very powerful, so I wanted to gain some basic clarity of the basis. Quantopian platform It consists of several linked components, where the main ones are: Quantopian Research platform is an IPython notebook used for research and … Read more
I have been testing Tradingview for a month, doing different scripts with Pine editor and performing some backtesting annotating results, and writing assumptions, parameters… What is really nice Data from whatever market you can think. You can jump from one value to other, you can visually navigate at all levels with a very good time … Read more
This picture simplifies the theorical stages of a bubble: If you look for bitcoin bubble versus other bubbles you will find so many of draws done to compare this bubble with the other ones. The funny thing is that depending of the message the newspaper/blog/author wants to sell to you, you will find a different … Read more
This code below has 2 interesting things: Calculate the SMA for 6 days and 70 days. Define a period of time for your backtesting //@version=3 strategy(“SMA – 6d – 70d”, overlay=true, initial_capital=1000) // === BACKTEST RANGE === FromMonth = input(defval = 1, title = “From Month”, minval = 1) FromDay = input(defval = 1, title … Read more
The entry script done in Pine Editor (trading view) //@version=3 strategy(shorttitle=”joapenBB”, title=”joapen Bollinger Bands”, overlay=true) /////////// inputs ////////// // RSI length = input(14, minval=1) overSold = input(25, minval=1) overBought = input(75, minval=1) price = close // Bollinger Bands src = input(close, title=”Source”) mult = input(2.0, minval=0.001, maxval=50) basis = sma(src, length) dev = mult * … Read more
Reading the book Machine Trading from Ernie P. Chang, on the first chapter it offers different oppinions about environments to gather historical data, do backtesting… I started to analyze which one of the solutions was better to cover the whole picture proposed in the book. My analysis was basically to compare Tradingview and Ninja Trader. … Read more
Machine Trading is the third book of Ernest P. Chang. It’s the second one I start to read. I say “start” to read due to the fact that there are some chapters that are quite complex to me to understand and I just skipped them. CHAPTER1 The Basics of Algorithmic Trading: this is the most … Read more