Quant Trading Live Report

Please note that my time is highly limited

See all the questions and full video here

http://quantlabs.net/blog/2018/01/questions-answers-new-forex-trading/

 

Greek privatization pay off and stock market volatility scarily to low

Links can be found behind the paypwall of my Quant Elite membership 

http://quantlabs.net/academy/greek-privatization-pay-and-stock-market-volatility-scarily-to-low/

Way to minimize losses but maximize HUGE trades with your automated forex trading

 

I refer to linear regression below and in the long video below  There are 2 videos here on 3 trading sessions from this algo trading system I am working on. First is the long video of 1hr 50 minutes which explains each order text file my system generates. Do remember I am using Dukascopy JForex 3 which is the current version. I can also report that my system had recent problems where it hung after 5:15 earlier this morning. My local time is Eastern Daylight Time which is same as New York.

When you watch the videos, the key is to minimize the number of losing trades when you can take on new trades. It is imperative to measure the trend of bars before taking on the trade. I am using linear regression with my other 3 indicators in parallel for entry. Now there is a 4th but it seems checking for linear regression on each bar on 40 plus subscribed instruments will make your system hang like mine did. Just also remember I am using 14 gb system on Windows 10. I know but don't ask. I plan to fix that with a new Linux based (eg. Ubuntu)  server with hopefully 64 gb system. I am looking at Dell t3610 tower which has good rating.

Anyhow, it is imperative to reduce or even eliminate those losing trades. I figure the linear regression (or same as trend line for technical analysis traders) helps here. Also, for the Jan 5 testing I was measuring 20 bars (each is 1 minute) but it maybe should be reduced to 5. I have certain flatline conditions which can mess this up with 20 bars. This is all theoretical of course but will try this Monday on the next trading day. I also highlight ways to improve the efficiency on the programming side in the 1hr 50 minute video below.

When you watch the video on the losing strategies, it needs to be understood the Dukascopy report does not distinguish between long and short trades. I also messed up in the videos of thinking short going negative would be profitable. This does not appear to be the case in the final demo reports. Who knows? We need to find ways to improve our trading profit potential.

More to come but I will expect to reduce the number of bad trades with improved linear regression checking for 5 bars instead of 20....

 

http://quantlabs.net/blog/2018/01/way-to-minimize-losses-but-maximize-huge-trades-with-your-automated-forex-trading/

A deep learning framework for financial time series using stacked autoencoders and long-short term memory

Most accurate machine deep learning model type?

This appears to use LSAM and SAE (long short term memory and stacked auto encoders) which appears to be more accurate than recurrent neural network (RNN).  Do I sound like a machine learning experience here? Haha. I am way off it. This does show that this technique could be most accurate when it comes to forecasting financial time series.

Here are the links

http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0180944

Python code example https://github.com/dzitkowskik/StockPredictionRNN

https://en.wikipedia.org/wiki/Long_short-term_memory

 

Watch my 11 minute video below to let me know what you think via commenting

My exit forex trading struggles

This video presents 8 random forex trading (from Dukascopy Jforex 3) positions that my current automated trading system picks up. It seems that the Average True Range and Simple Moving Average fast/slow moving crosses are lagging. The only reliable exit indicator is the equivalent of 'take profit' but I choosing potentially Profit N Loss in US Dollar for any open position. Would it not make sense to statistcially calculate the best target with most likely peak average of any position.

What this video reveals

This shows how random these positions. It is so random that there is no pattern but still some positions exceed $.70 for 0.001  amount traded. This is from my Dukascopy API which can call Profit and Loss  in US Dollars for any open order.

What to do? 

Should you use a combo of the Average True Range and Simple Moving together. Should you allow the trader to stay open e.g. as in hours? It seems the ATR is useful for the downside risk to protect your bad trades. It just seems that there are too many (money losing) trades as you can see in this video.

What would you do?

It seems you could any which way you would go concerning these combination of indicators. Someone even recommend Hull This was recommended within my private Telegram group:

For an idea of an exit, something I've tried in the past is using the Hull indicator set to a period of 2. When there is a large excess beyond something like a bollinger then that's the end of a movement.

Here are some internal links to help you from this blog

http://quantlabs.net/blog/2018/01/analyzing-true-forex-trading-market-random-performance/

Tesla Model3 deliveries fall short Malaysia strong and best performing global market asset

Links include these

https://www.cnbc.com/2018/01/03/tesla-q4-2017-production-and-delivery-numbers.html

http://fingfx.thomsonreuters.com/gfx/mkt/3/1008/1005/DataStream-Chart.htm

https://www.theborneopost.com/2017/12/31/what-to-expect-in-2018/

These type of analysis reports are reserved for my Elite members which is behind a paywall but i am testing out a backend for Search engine optimization purposes with a video attached.

http://quantlabs.net/blog/2018/01/tesla-model3-deliveries-fall-short-malaysia-strong-best-performing-global-market-asset/

Links are behind a paywall at 

http://quantlabs.net/academy/sorry-you-do-not-have-access-to-analytics/?wlfrom=%2Facademy%2Fusd-will-fall-in-2018-volatiloty-may-rise-cpi-uptick

Google Machine Learning TPU Chips Are Faster Than Nvidia GPUs

This could get interesting leveraging off of Google Cloud

http://www.oodlestechnologies.com/blogs/The-ML-Chips-Designed-By-Google-Are-Faster-Than-The-GPUs

https://www.quora.com/Where-can-I-buy-TPU-to-learn-deep-learning

https://drive.google.com/file/d/0Bx4hafXDDq2EMzRNcy1vSUxtcEk/view

 

http://quantlabs.net/blog/2018/01/google-machine-learning-chips-are-faster-than-nvidia-gpus/

Which Bitcoin crypto currency bot project? Gekko vs ccxt vs Tribeca vs Blackbird

Which Bitcoin crypto currency bot project? Gekko vs ccxt vs Tribeca vs Blackbird

This is so confusing but I lay it on the line with this query

We met sometime in the distant past, and we’re LinkedIn. Anyways, I was learning about crypto trading bots on YouTube and came across your videos. I was excited to see you’ve been checking out ccxt and gekko. I’m looking to experiment with arbitrage using automated software. I need to learn a lot... about a lot. First, I want to pick a tool and start looking at data. Where are you at with these and which would you recommend. I don’t know either JavaScript or Python so with would be fun to pick up.

BTW have you checked out Blackbird and Tribeca?

 

http://quantlabs.net/blog/2017/12/which-bitcoin-crypto-currency-bot-project-gekko-vs-ccxt-vs-tribeca-vs-blackbird/

Future of algo forex trading and crypto currency

A series of questions from a newsletter subscriber:

I'm not so interested in your courses but more interested in your signals would that be within your chat room ? if so when does that go live. Little confused how to tell if signals and analytics will be within a chat room subscription or are there separate subscriptions for these or do I've to be a quant elite subscriber to see all this ? I'm not a programmer by no means, I'm currently using the Nanex datafeed right now for my analysis.

thanks, appreciate your feedback!

Thanks for the interest. As I am trying to improve this strategy with more profitable exits, I am hoping to get the signals working within a week. It just depends on getting more consistant winning trades. Also, they can be posted within my chat room but they can also get posted as a regular blog post in the membership. These signals are intended for  non programmers like your self. As you know, I am using Dukascopy for now but have access to IQFeed which is the same source as Nanex I believe. 

I will keep a eye out on your blog on when the signals go live. So your forex strategy is doing well with proper entries ? but you just have to sharpen out better exits it sounds like. Also look forward to seeing how your development in the crypto universe goes. 

Could you make a video when the signals go live, like to see how to setup the service in etc..

this is nanex http://www.nanex.net/

Me;

http://quantlabs.net/blog/2017/12/future-of-algo-forex-trading-and-crypto-currency/