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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 wa
by 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 agoThanks, 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 agoHave 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 agoReading into this, and this seems pretty dense. Any suggestions for beginners who are Software Engineers but need more explanation in this domain?
- kensoh 9y agoThe 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 agoThanks!
- SirLJ 9y agoYou can check my older posts for books I have recommended to get you started
- dmak 9y agoThanks