Tradingview, Pine editor, SMA (6,70)

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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

Pine editor, RSI + Bollinger Bands

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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

Trading view Pine Editor, hello world

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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

Type errors

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When you face the classic decision making table, as the one below. You can have to types of errors. They are known as: Type I error: false positives. Type II error: false negatives. The best way to remember it is with this picture below:    

Machine Trading

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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

APBRmetrics

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Association for Professional Basketball Research Metrics This association has been working so many years ago on the quantification of all aspects of the game building standard statistics baselines and making some new concepts related to basketball very popular. 82games.com I can spend hours looking into the numbers of this site. I would like to see … Read more

Benefits management in programs

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I started to work with MSP principles some while ago. This weeks I’m defining a Transformation and Transition program for an outsourcing contract and I had the opportunity to review the benefits management concepts and drive the projects in scope through a clear direction into the business needs.

Imperial life in the emerald city

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I have listened this audio book during several trips. Finally this week I finished it. The way they, build teams, elevate priorities, focus on key milestones and economical driven decisions sounds very familiar to me. The big corporations I know works basically in the same way.