Algo Trading strategies - TradeTron

Algorithmic Trading

A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Feel free to submit papers/links of things you find interesting.
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AutoTrading: news for automatic trading.

Forex, Stocks, CFD, AlgoTrading, Futures, Commodities.
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Algorithmic Trading with FXCM | REST API, FIX API, Market Data, and more...

Welcome to the FXCM algorithmic trading community. All levels are welcome whether you are new to algo trading and want to learn where to start or are a seasoned algo trader. CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 76.88% of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.
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What is a good list of available algo trading platforms? For trading robots?

Can you help me figure out the best options for reliable algo bots that have power and flexibility and reliability, which is best, so far I have...
Raspberry Pi...
• Gekko
• Freqtrade
Google Sheets / Microsoft Excel.
• Running Custom Scripts And Codes.
Windows.
• MetaTrader 4/5 Running Some Apps...
Mac.
• MetaTrader 4/5 With PlayOnMac Running Some Apps...
Other.
• Cryptohopper for web, good for cryptocurrency.
What am I missing? I can't really decide, it would help if I had a large list so I can weight the pros and cons. Can somebody please help me? Rack your brain here? This will be for algo trading Forex, Stocks, and Crypto. Maybe Commodities too.
submitted by SustainableFutures to algotrading [link] [comments]

What is a good list of available algo trading platforms? Aka trading robots?

Plz help me figure out the best options for reliable algo bots that have power and flexibility and reliability, which is best, so far I have...
Raspberry Pi...
• Gekko
• Freqtrade

Google Sheets / Microsoft Excel.
• Running Custom Scripts And Codes.

Windows.
• MetaTrader 4/5 Running Some Apps...

Mac.
• MetaTrader 4/5 With PlayOnMac Running Some Apps...
Other.
• Cryptohopper for web, good for cryptocurrency.

What am I missing? I can't really decide, it would help if I had a large list so I can weight the pros and cons. Can somebody please help me? Rack your brain here? This will be for algo trading Forex, Stocks, and Crypto. Maybe Commodities too.
submitted by SustainableFutures to Trading [link] [comments]

What is a good list of available algo trading platforms? For trading robots?

Can you help me figure out the best options for reliable algo bots that have power and flexibility and reliability, which is best, so far I have...
Raspberry Pi...
• Gekko
• Freqtrade

Google Sheets / Microsoft Excel.
• Running Custom Scripts And Codes.

Windows.
• MetaTrader 4/5 Running Some Apps...

Mac.
• MetaTrader 4/5 With PlayOnMac Running Some Apps...
Other.
• Cryptohopper for web, good for cryptocurrency.

What am I missing? I can't really decide, it would help if I had a large list so I can weight the pros and cons. Can somebody please help me? Rack your brain here? This will be for algo trading Forex, Stocks, and Crypto. Maybe Commodities too.
submitted by SustainableFutures to Daytrading [link] [comments]

What is a good list of available algo trading platforms? Aka trading robots?

Can you help me figure out the best options for reliable algo bots that have power and flexibility and reliability, which is best, so far I have...
Raspberry Pi...
• Gekko
• Freqtrade

Google Sheets / Microsoft Excel.
• Running Custom Scripts And Codes.

Windows.
• MetaTrader 4/5 Running Some Apps...

Mac.
• MetaTrader 4/5 With PlayOnMac Running Some Apps...
Other.
• Cryptohopper for web, good for cryptocurrency.

What am I missing? I can't really decide, it would help if I had a large list so I can weight the pros and cons. Can somebody please help me? Rack your brain here? This will be for algo trading Forex, Stocks, and Crypto. Maybe Commodities too.
submitted by SustainableFutures to Forex [link] [comments]

Can someone help me write a grand list of available platforms (not in Wiki I checked.)

I am just trying to figure out my options for reliable algo bots with power and flexibility and reliability, which is best, so far I have...
Raspberry Pi...
• Gekko
• Freqtrade

Google Sheets / Microsoft Excel.
• Running Custom Scripts And Codes.

Windows.
• MetaTrader 4/5 Running Some Apps...

Mac.
• MetaTrader 4/5 With PlayOnMac Running Some Apps...

What am I missing? I can't really decide, it would help if I had a large list so I can weight the pros and cons. Can somebody please help me? Rack your brain here? This will be for algo trading Forex, Stocks, and Crypto. Maybe Commodities too.
submitted by SustainableFutures to algotrading [link] [comments]

Looking for someone to collaborate with in exploring some of the fundamental questions in algo trading in relation to quantitative analysis and the Forex market specifically.

I got interested in both algo trading and Forex about the same time. I figured that if I was going to trade in the Forex market or any market there after, I was going to use algorithms to do the trading for me. I wanted to minimize the "human factor" from the trading equation. With the research I have done so far, it seems that human psychology and its volatile nature can skew ones ability to make efficient and logical trades consistently. I wanted to free myself from that burden and focus on other areas, specifically in creating a system that would allow me to generate algorithms that are profitable more often then not.
Consistently generating strategies that are more profitable then not is no easy task. There are a lot of questions one must first answer (to a satisfactory degree) before venturing forward in to the unknown abyss, lest you waste lots of time and money mucking about in the wrong direction. These following questions are what I have been trying to answer because I believe the answers to them are vital in pointing me in the right direction when it comes to generating profitable strategies.
Can quantitative analysis of the Forex market give an edge to a retail trader?
Can a retail trader utilize said edge to make consistent profits, within the market?
Are these profits enough to make a full time living on?
But before we answer these questions, there are even more fundamental questions that need to be answered.
To what degree if any is back-testing useful in generating successful algo strategies?
Are the various validation testing procedures such as monte carlo validation, multi market analysis, OOS testing, etc... useful when trying to validate a strategy and its ability to survive and thrive in future unseen markets?
What are the various parameters that are most successful? Example... 10% OOS, 20% OOS, 50%......?
What indicators if any are most successful in helping generate profitable strategies?
What data horizons are best suited to generate most successful strategies?
What acceptance criteria correlate with future performance of a strategy? Win/loss ratios, max draw-down, max consecutive losses, R2, Sharpe.....?
What constitutes a successful strategy? Low decay period? High stability? Shows success immediately once live? What is its half life? At what point do you cut it loose and say the strategy is dead? Etc....
And many many more fundamental questions....
As you can see answering these questions will be no easy or fast task, there is a lot of research and data mining that will have to be done. I like to approach things from a purely scientific method, make no assumptions about anything and use a rigorous approach when testing, validating any and all conclusions. I like to see real data and correlations that are actually there before I start making assumptions.
The reason I am searching for these answers is because, they are simply not available out on the internet. I have read many research papers on-line, and articles on this or that about various topics related to Forex and quantitative analysis, but whatever information there is, its very sparse or very vague (and there is no shortage of disinformation out there). So, I have no choice but to answer these questions myself.
I have and will be spending considerable time on the endeavour, but I am also not delusional, there is only so much 1 man can do and achieve with the resources at his disposal. And at the end of the whole thing, I can at least say I gave it a good try. And along the way learn some very interesting things (already had a few eureka moments).
Mo workflow so far has consisted of using a specific (free) software package that generate strategies. You can either use it to auto generate strategies or create very specific rules yourself and create the strategies from scratch. I am not a coder so I find this tool quite useful. I mainly use this tool to do lots of hypothesis testing as I am capable of checking for any possible correlations in the markets very fast, and then test for the significance if any of said correlations.
Anyways who I am looking for? Well if you are the type of person that has free time on their hands, is keen on the scientific method and rigorous testing and retesting of various hypothesis, hit me up. You don't need to be a coder or have a PHD in statistics. Just someone who is interested in answering the same questions I am.
Whats the end goal? I want to answer enough of these questions with enough certainty, whereby I can generate profitable algo strategies consistently. OR, maybe the answer is that It cant be done by small fry such as a retail trader. And that answer would be just as satisfactory, because It could save me a lot more time and money down the road, because I could close off this particular road and look elsewhere to make money.
submitted by no_witty_username to Forex [link] [comments]

Looking for someone to collaborate with in exploring some of the fundamental questions in algo trading in relation to quantitative analysis and the Forex market specifically.

I got interested in both algo trading and Forex about the same time. I figured that if I was going to trade in the Forex market or any market there after, I was going to use algorithms to do the trading for me. I wanted to minimize the "human factor" from the trading equation. With the research I have done so far, it seems that human psychology and its volatile nature can skew ones ability to make efficient and logical trades consistently. I wanted to free myself from that burden and focus on other areas, specifically in creating a system that would allow me to generate algorithms that are profitable more often then not.
Consistently generating strategies that are more profitable then not is no easy task. There are a lot of questions one must first answer (to a satisfactory degree) before venturing forward in to the unknown abyss, lest you waste lots of time and money mucking about in the wrong direction. These following questions are what I have been trying to answer because I believe the answers to them are vital in pointing me in the right direction when it comes to generating profitable strategies.
Can quantitative analysis of the Forex market give an edge to a retail trader?
Can a retail trader utilize said edge to make consistent profits, within the market?
Are these profits enough to make a full time living on?
But before we answer these questions, there are even more fundamental questions that need to be answered.
To what degree if any is back-testing useful in generating successful algo strategies?
Are the various validation testing procedures such as monte carlo validation, multi market analysis, OOS testing, etc... useful when trying to validate a strategy and its ability to survive and thrive in future unseen markets?
What are the various parameters that are most successful? Example... 10% OOS, 20% OOS, 50%......?
What indicators if any are most successful in helping generate profitable strategies?
What data horizons are best suited to generate most successful strategies?
What acceptance criteria correlate with future performance of a strategy? Win/loss ratios, max draw-down, max consecutive losses, R2, Sharpe.....?
What constitutes a successful strategy? Low decay period? High stability? Shows success immediately once live? What is its half life? At what point do you cut it loose and say the strategy is dead? Etc....
And many many more fundamental questions....
As you can see answering these questions will be no easy or fast task, there is a lot of research and data mining that will have to be done. I like to approach things from a purely scientific method, make no assumptions about anything and use a rigorous approach when testing, validating any and all conclusions. I like to see real data and correlations that are actually there before I start making assumptions.
The reason I am searching for these answers is because, they are simply not available out on the internet. I have read many research papers on-line, and articles on this or that about various topics related to Forex and quantitative analysis, but whatever information there is, its very sparse or very vague (and there is no shortage of disinformation out there). So, I have no choice but to answer these questions myself.
I have and will be spending considerable time on the endeavour, but I am also not delusional, there is only so much 1 man can do and achieve with the resources at his disposal. And at the end of the whole thing, I can at least say I gave it a good try. And along the way learn some very interesting things (already had a few eureka moments).
Mo workflow so far has consisted of using a specific (free) software package that generate strategies. You can either use it to auto generate strategies or create very specific rules yourself and create the strategies from scratch. I am not a coder so I find this tool quite useful. I mainly use this tool to do lots of hypothesis testing as I am capable of checking for any possible correlations in the markets very fast, and then test for the significance if any of said correlations.
Anyways who I am looking for? Well if you are the type of person that has free time on their hands, is keen on the scientific method and rigorous testing and retesting of various hypothesis, hit me up. You don't need to be a coder or have a PHD in statistics. Just someone who is interested in answering the same questions I am.
Whats the end goal? I want to answer enough of these questions with enough certainty, whereby I can generate profitable algo strategies consistently. OR, maybe the answer is that It cant be done by small fry such as a retail trader. And that answer would be just as satisfactory, because It could save me a lot more time and money down the road, because I could close off this particular road and look elsewhere to make money.
submitted by no_witty_username to algotrading [link] [comments]

What type of commodities do you guys trade? Do you focus on Forex with algo trading, Options?

So like the title suggest I was wondering what types of trades or trading do you focus on? I am super into options but want to get into algo trading to become a better technical trader. If you focus on forex what platforms do you use to trade on. I know with TD ameritrade I think the report they have is 30-40% of traders who trade forex lose money and TD leverages against you? Any help would be awesome!!!

Edit:
You guys are amazing honestly! Thank you so much for the help you've guys (and gals) given me a lot to think about!
submitted by abdelreddit98 to algotrading [link] [comments]

Forex Algo Trading Weekly Wrap Up! GBPUSD, GBPJPY, GBPUSD, EURJPY +705 Pips For The Week

Forex Algo Trading Weekly Wrap Up! GBPUSD, GBPJPY, GBPUSD, EURJPY +705 Pips For The Week submitted by uixnetwork to u/uixnetwork [link] [comments]

FOREX Algo Trading

I've seen people mentioning how the forex markets are a scam and horror stories of order being executed at random prices. Can somebody prove this to not be true and to shed some light on how order execution is in a live forex market ?
submitted by zQuantz to algotrading [link] [comments]

**[FREE]MQL4 TUTORIAL BASICS 4 – CREATE A FOREX ROBOT FOR METATRADER** Improve your automated trading system for algo trading with MQL4 and Metatrader4 for better trading results

**[FREE]MQL4 TUTORIAL BASICS 4 – CREATE A FOREX ROBOT FOR METATRADER** Improve your automated trading system for algo trading with MQL4 and Metatrader4 for better trading results submitted by monisg5 to udemyfreebies [link] [comments]

[Q] What kind of trading algo have you tried/used for Forex?

I am a complete beginner in the means of trading. But...I am very confident in programming.
I would love to play around a little and I do not know where to start. At first I would love to try forex as it seems to be the best option for a beginner.
So is there any algos/strategies you used? How did they perform?
submitted by gabegabe6 to algotrading [link] [comments]

WSJ Discovers How Algos Broke The Market #fintech #trading #algotrading #quantitative #quant #quants #forex #fx #banks #hedgefunds #hft

submitted by silahian to quant_hft [link] [comments]

Best Starting Kits for Algo Trading with C# #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex #software

Best Starting Kits for Algo Trading with C# #fintech #trading #algotrading #quantitative #quant #quants #hft ##markets #hedgefunds #fx #forex #software submitted by silahian to quant_hft [link] [comments]

Algos Becoming “Increasingly Popular” in FX. #fintech #trading #algotrading #quantitative #quant #fx #forex

Algos Becoming “Increasingly Popular” in FX. #fintech #trading #algotrading #quantitative #quant #fx #forex submitted by silahian to quant_hft [link] [comments]

My FOMC Trading Rules for Day Trading Forex, Futures, & Stocks | Algos

My FOMC Trading Rules for Day Trading Forex, Futures, & Stocks | Algos submitted by VinnyEmini to u/VinnyEmini [link] [comments]

Any resources for Machine Learning Algo Trading? Or Algo trading for Forex market ?

Any resources for Machine Learning Algo Trading? Or Algo trading for Forex market ? submitted by linnic to ST34Lposts [link] [comments]

Forex Sentiment Data Overview, it's Application in Algo trading, and Free Sample Data

From Commitment of Traders (COT) to the Daily Sentiment Index (DSI), to the Put/Call ratio and more, sentiment data has long been highly sought after by both professional and retail traders in the mission to get an edge in the market. Equity and futures traders can access this market data relatively easily due to the centralization of the market they are trading.

But what about Forex traders? There is no single centralized exchange for the Foreign Exchange market therefore sentiment data is difficult to obtain and can be extremely pricey for Forex traders. Furthermore, if a trader had access to such data, the sample set may be limited and not closely reflect the actual market.

In order for Forex sentiment data to be valuable, the data must be derived from a large, far reaching sample of Forex traders. FXCM boasts important Forex trading volumes and a significant trader sample and the broker’s large sample size is one of the most representative samples of the entire retail Forex market. Therefore, the data can be used to help predict movement of the rate of an instrument in the overall market.

This sentiment data shows the retail trader positioning and is derived from the buyer-to-seller ratio among retail FXCM traders. At a glance, you can see historical and current trader positioning in the market. A positive ratio indicates there are more traders that are long for every trader that is short. A negative ratio is indicative of a higher number of traders that are short for every long trader. For example, a ratio of 2.5 would mean that there are 2.5 traders that are long for every short trader and -2.5 would mean just the opposite.

When it comes to algo trading, sentiment can be used as a contrarian indicator to help predict potential moves and locate trading opportunities. When there is an extreme ratio or net volume reading, the majority of traders are either long or short a specific instrument. It is expected that the traders who are currently in these positions will eventually close out therefore bring the ratio back to neutral. Consequently, there tends to be a sharp price movement or a reversal.

When extremes like this are present in the market, a mean reversion automated strategy can be implemented to take advantage of the moves in the market that are expected to ensue. If sentiment is skewed very high or very low, price is moving away from the mean. However, over time it is expected to regress back to the mean resulting in a more neutral reading. Neutral would be considered a number close to 1.0 or -1.0. It is recommended that a confirmation indicator or two be coded into the mean reversion strategy as well.

Free one-month sample of the historical Sentiment Data can be accessed by pasting this link in your browser https://sampledata.fxcorporate.com/sentiment/{instrument}.csv.gz and changing the {instrument}: to the pair or CFD you would like to download data for. For example, for USD/JPY data download you would use this link: https://sampledata.fxcorporate.com/sentiment/USDJPY.csv.gz.
When the file downloads, it will be a GNU zip compressed file so you will need to use a decompression utility to open it. To open the file with 7zip, open the downloads folder, click on your file, and click ‘copy path’. Then open 7Zip and paste your clipboard into the address bar and click enter. Then click the ‘extract’ button. This will open a window where you can designate a destination to copy your new csv file. Click OK, and navigate back to your file explorer to see your csv file.
You can find more details about the sentiment data by checking out FXCM’s Github page: https://github.com/fxcm/MarketData/tree/masteSentiment
submitted by JasonRogers to AlgoTradingFXCM [link] [comments]

Algo Trading Dominates 80% Of Stock Market #fintech #trading #algotrading #quantitative #quant #quants #forex #fx #banks #hedgefunds #hft

Algo Trading Dominates 80% Of Stock Market #fintech #trading #algotrading #quantitative #quant #quants #forex #fx #banks #hedgefunds #hft submitted by silahian to quant_hft [link] [comments]

Crowd-Sourced Quant Network Allocates Most Ever to Single Algo #fintech #trading #algotrading #quantitative #quant #electronic #stock #forex #fx $spx $spy

Crowd-Sourced Quant Network Allocates Most Ever to Single Algo #fintech #trading #algotrading #quantitative #quant #electronic #stock #forex #fx $spx $spy submitted by silahian to quant_hft [link] [comments]

Algo Traders Warn U.K. Over MiFID II Rules #fintech #trading #algotrading #quantitative #quant #electronic #stock #forex #fx $spx $spy

Algo Traders Warn U.K. Over MiFID II Rules #fintech #trading #algotrading #quantitative #quant #electronic #stock #forex #fx $spx $spy submitted by silahian to quant_hft [link] [comments]

Best forex broker API for creating my own algo trade bot

I am new to trading forex. I have created my own bot and algorithms to trade cryptocurrency based on the Binance API and thought I would translate some of that to forex as well.
I understand there are already platforms out there that allow you to connect to a broker and create algorithms (meta Trader for example) but I would like to create my own.
For those of you familiar with algo trading and working with APIs what is the best broker to start with.
Thanks all
submitted by marchese_fg to Forex [link] [comments]

Live intraday trading  Day 3  live algo trading  live intraday algo trading  Loss 524 rs What is Algorithmic Trading & How to Get Started 5 TRADES for DOUBLING INCOME 🔴 Day Trading using AlgoBox ... The smart Trick of Forex Algorithmic Trading Strategies: My Experience - Toptal That Nobody is... Drew's Forex Algorithm

What is Algorithmic Trading? Algorithmic trading is a technique that uses a computer program to automate the process of buying and selling stocks, options, futures, FX currency pairs, and cryptocurrency.. On Wall Street, algorithmic trading is also known as algo-trading, high-frequency trading, automated trading or black-box trading. Pros and Cons of forex algo trading Pros. Minimizing emotions: These trading systems minimize emotions throughout the trading process. Backtesting: Backtesting applies trading rules to historical market data to determine the viability of the idea. When designing a system for algo trading, all rules need to be absolute without any interpretation. Comprehensive Trading Experience. With Algo-Signals, you are provided with all the tools and information required to trade effectively. Our user-friendly trading room has been designed to suit traders of all levels, giving you the opportunity to improve your trading skills, strategies and results. We are Global Forex Trading Company with more than 10 years of experience in financial market. Our clients are located all over the globe. We have been managing accounts and providing best automated trading software (Algo EA) to our clients world wide for over 8 years. It allows automation of complex, quantitative trading strategies in Equity, Forex and Derivative markets. AlgoTrader provides everything a typical quantitative hedge fund needs on a daily basis to run its operation and is the very first and only algorithmic trading software product to allow automated trading of Bitcoin and other Cryptocurrencies

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Live intraday trading Day 3 live algo trading live intraday algo trading Loss 524 rs

FUTURES Trading FOREX TRADING ALGO Assisted ALGOBOX™ PRO Trader - Algorithmic Trading Software & Education NinjaTrader EDUCATION MENTOR PROGRAM QUANT TRAINING Forex Algorithmic Trading Course: Learn How to Code on MQL4 (STEP BY STEP) - Duration: 4:23:16. bloom trading 79,506 views. 4:23:16. Scalping: An effective and highly profitable trading strategy ... This is a forex trading algorithm that I put together loosely based on VP from NoNonsenseForex's system. I will be making changes to this as I see fit, but this is a good starting place. forex bot trading If you plan on joining Forex trading, a great thing to keep in mind is to constantly verify yourself before making a profession. Most of us make careless blunders every now and then. forex automated trading If you intend on taking part in Forex trading, a wonderful thing to keep in mind is to always double-check yourself before making a trade. Most of us make careless blunders ...