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Stock market trading systems, so I don't have to watch screens, also backups and also constantly improving monitoring for smooth operations

by SirLJ 9y ago

kensoh 9y ago
I used to write trading systems for Amibroker. This one signaled the 2009 march bull market in equities and oil. But it is a swing/longterm trading system. I was a daytrader so it is not really useful for that. https://github.com/tebelorg/Tump/blob/master/trading_z.js https://github.com/tebelorg/Tump/blob/master/trading_z.js
- SirLJ 9y ago
  Thanks, Looks very interesting, my hobby is to back test different trading systems, so I will take a more deeper look into it next week...
  - kensoh 9y ago
    Have fun! This one is a trend-following system for swing/position trading. It hasn't been backtested to factor new market behavior for the last 6-7 years, so it'll probably do badly now. My failure was not being able to convert that for daytrading timeframe. PS: anyway, sorry for digressing away from the topic of the HN thread lol
- dmak 9y ago
  Reading into this, and this seems pretty dense. Any suggestions for beginners who are Software Engineers but need more explanation in this domain?
  - kensoh 9y ago
    The trading domain knowledge can be found from various online resources. I used to make a 200+ slide powerpoint on the technical analysis aspect of trading but it is probably irrelevant now as markets had changed much since the introduction of algorithmic and high-frequency trading. I was writing that script for Amibroker platform (https://www.amibroker.com https://www.amibroker.com) but I believe the market leader is probably something like MetaTrader (https://www.metatrader4.com https://www.metatrader4.com). Also, for developers or software engineers familiar with Python, Quantopian might be something you'll enjoy using (https://www.quantopian.com https://www.quantopian.com).
    - dmak 9y ago
      Thanks!
  - SirLJ 9y ago
    You can check my older posts for books I have recommended to get you started
    - dmak 9y ago
      Thanks
dmak 9y ago
How can I get started with this? Did you create machine learning algorithms too?
- SirLJ 9y ago
  First you need data 20 years will do and then you start back testing every trading system you can find with the main focus on limiting losses when you figure this part out you just need to find a slight edge in the market and the compounding will make you rich in the comming years...
- sumedh 9y ago
  Google "Trend Following Systems". The simple systems follow the moving average and triggers a call if the share price goes up or down the average value.

Stock market trading systems, so I don't have to watch screens, also backups and also constantly improving monitoring for smooth operations

by SirLJ 9y ago

Stock market trading systems, so I don't have to watch screens, also backups and also constantly improving monitoring for smooth operations

kensoh 9y ago

I used to write trading systems for Amibroker. This one signaled the 2009 march bull market in equities and oil. But it is a swing/longterm trading system. I was a daytrader so it is not really useful for that. https://github.com/tebelorg/Tump/blob/master/trading_z.js https://github.com/tebelorg/Tump/blob/master/trading_z.js

SirLJ 9y ago
Thanks, Looks very interesting, my hobby is to back test different trading systems, so I will take a more deeper look into it next week...
- kensoh 9y ago
  Have fun! This one is a trend-following system for swing/position trading. It hasn't been backtested to factor new market behavior for the last 6-7 years, so it'll probably do badly now. My failure was not being able to convert that for daytrading timeframe. PS: anyway, sorry for digressing away from the topic of the HN thread lol
dmak 9y ago
Reading into this, and this seems pretty dense. Any suggestions for beginners who are Software Engineers but need more explanation in this domain?
- kensoh 9y ago
  The trading domain knowledge can be found from various online resources. I used to make a 200+ slide powerpoint on the technical analysis aspect of trading but it is probably irrelevant now as markets had changed much since the introduction of algorithmic and high-frequency trading. I was writing that script for Amibroker platform (https://www.amibroker.com https://www.amibroker.com) but I believe the market leader is probably something like MetaTrader (https://www.metatrader4.com https://www.metatrader4.com). Also, for developers or software engineers familiar with Python, Quantopian might be something you'll enjoy using (https://www.quantopian.com https://www.quantopian.com).
  - dmak 9y ago
    Thanks!
- SirLJ 9y ago
  You can check my older posts for books I have recommended to get you started
  - dmak 9y ago
    Thanks

dmak 9y ago

How can I get started with this? Did you create machine learning algorithms too?

SirLJ 9y ago
First you need data 20 years will do and then you start back testing every trading system you can find with the main focus on limiting losses when you figure this part out you just need to find a slight edge in the market and the compounding will make you rich in the comming years...
sumedh 9y ago
Google "Trend Following Systems". The simple systems follow the moving average and triggers a call if the share price goes up or down the average value.