Discover and read the best of Twitter Threads about #algotrading

Most recents (24)

1/23 It's easy to find bullish and bearish elements in the charts to fit you bias, but being a maxi can be risky. Remember:
Markets ebb and flow
Data constantly changes
Your bias only needs to match the TF you are trading

A ­čžÁ on the #data influencing the #BTC trend and PA.
#NFA
2/23 Before we dive into the macro for #Bitcoin, let's look at what's happening this week. It's rare to have a Daily MA #GoldenCross and a Weekly MA #DeathCross happening on the same asset.
3/23 The #GoldenCross printed and the #DeathCross between the 200 & 50 WMA's is coming on the next candle. Knowing why we have conflicting signals isn't as critical as knowing how price will react, but if I had to guess, I'd say, short term manipulation.
Read 23 tweets
Many a times we / #algotrading folks have had this question in our mind what if we had multiple different strategy running in separate processes (or have multiple strategy python scripts) and we need WebSocket data feed to each one of those strategy process running individually
However, our brokers allow 1-3 WebSocket connection at any given time, So the obvious question lies ahead of us is how to solve this problem.

The Answer to this question isn't straight as we can have multiple way out of this problem, and nothing is the best or worst, every
single solution will come with its own tradeoff, so we need to see which tradeoff is acceptable to us and won't affect us drastically which can have an adverse effect on our strategies.

The Simplest of all with negligible tradeoffs shall be having a
Read 6 tweets
Publishing my strategy for free, requesting all refine it further for better result... #algotest #stockmock
Monday
Monday
Read 13 tweets
so I have been following @SarangSood tweets around closing premiums of #banknifty straddles and was wondering, did the premiums reflect changes in margin requirement around Q2/Q3 2020?
it seems they did, here is a #THREAD #algotrading
For this, we essentially look at the future price at 9.20 am and fetch premiums for 1st OTM call and put. since lotsize has changed over time, we would like to adjust the combined premium as per todayÔÇÖs lotsize (25) so that there is only one moving part which is margin-required
combined_premium_adj = (combined_prem * lotsize at the time) / 25
ok, so quarter wise box plot looks nice and it does contains a lot of information, but something simple needs to be done.
line charts are great but a bit noisy,
let's take a 12 week rolling median
Read 10 tweets
Here is the thread­čžÁ of our most viewed blog on algorithmic trading which we think will be helpful for you.

Part 1

#Thread #StockMarket #algotrading #trading #blog #Trending #Python #career #MachineLearning
1 - blog.quantinsti.com/install-ta-libÔÇŽ
Learn how to install the Ta-Lib python library on Windows, macOS as well as Linux. Also, create technical indicators using Ta-Lib and plot them.

#Python #Linux
2 - bit.ly/3oGT2ln
This blog will empower you to be able to use the Python codes to fetch the stock market data of your favourites stocks, build the strategies using this stock market data and analyse this data.
Read 8 tweets
Types of regression in finance - What are they? How to learn about them? This is your one-stop #Thread to the various types of regression.

­čžÁ(1/4)

#finance #regression #stockmarket #trading #trader #traderlifestyle #career #finance #machinelearning #algotrading
Read 4 tweets
Creating Trend Lines systematically

Today, I would like to present the idea of how to systematically create trend lines to find trends in prices, find divergences in indicators and remove outliers in your trending data. #Trading #Cryptocurrency #AlgoTrading
I see a lot of people that base their systems on trend lines or divergences between some indicator and the price. Although my systems are not related to this kind of trading, it is really fun to come up with new ideas and try quantifying market relations.
Idea is to use quantile regression rather than simple linear regression. What we try to do is to estimate conditional quantile function - intuitively we do not estimate the mean for some population but rather a quantile of this population based on some variables.
Read 12 tweets
How to develop yourself in High-Frequency Trading. First topics, books and good practices.

#HFT #trading #cryptocurrency #algotrading
First of all, I would like to tell you that it is only my opinion about how to develop yourself in HFT and I based it on my experience and background. The most important thing is to be critical and think for yourself.
I think that a great HF Trader should be good in a lot of things. Do not concentrate only on one thing - it will not be good, because a good HF Trader has to be also a leader, not only for algo traders but also for developers and other people. You have to have a lot of skills.
Read 19 tweets
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Presenting, SuperSix! A 2-Day LIVE Trading Marathon with 6 eminent mentors with 6 distinct styles­čôŐ­čôł

Scroll down for the lineup(­čžÁ)... (1/7)
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Join Premal Parekh (@premalparekh) and his RS Warriors: sedg.in/27l9pts5 (2/7)
2. The mastermind behind OI Pulse, Sivakumar Jayachandran (@Justsiva123) has earned a name for his unique #Options Strategies!

Learn his Open & High Strategy in Index Options & #Futures­čôł

Book your seat­čĹë sedg.in/tcla7jhu (3/7)
Read 7 tweets
Bu ak─▒┼č alt─▒na indikat├Ârlerin a├ž─▒k form├╝llerini yazaca─č─▒m. Ne kulland─▒─č─▒m─▒z─▒ bilmek laz─▒m...

#algotrading
Most:

per:=3;yuzde:=2;
a1:=Mov(C,per,E);
a2:=a1-(a1*yuzde/100);
a3:=a1+(a1*yuzde/100);
b1:=If(a1<PREV,a2,if(a2>PREV,a2,PREV));
b2:=If(a1>PREV,a3,if(a3<PREV,a3,PREV));
k1:=Cross(a1,Ref(b2,-1));k2:=Cross(Ref(b1,-1),a1);
s1:=BarsSince(k1)<BarsSince(k2);
s2:=If(s1=-1,b1,b2);
a1;s2
Ott;

per:=2;
opt:=1.4;
C1:=mov(c,per,var);
q1:=ref(C1,-2)*(1+opt/200);
q2:=ref(C1,-2)*(1-opt/200);
OTT:=If(Cum(1)=1,C1,If(q1 <= PREV,q1,If(q2 >= PREV,q2,PREV)));
C1;
OTT
Read 16 tweets
Algotrading ile ilgili baz─▒ ├Ârnek stratejiler ve baz─▒ ├Ânemli tavsiyeler payla┼čsak m─▒? Verece─čim ├Ârnekler direk canl─▒da kullanmak i├žin de─čildir sadece fikir vermesi i├žin payla┼čmay─▒ d├╝┼č├╝n├╝yorumÔÇŽ

#algotrading
1- Zaman Aral─▒─č─▒:Piyasalar─▒n ba┼člag─▒├ž ve biti┼č
saatlerine do─čru tuhaf dalgalanmalar ya┼čanabilir.Bu t├╝r etkilerden kurtulmak i├žin a┼ča─č─▒daki gibi bir kod kullanabilirsiniz:

KOSUL AND
((HOUR()=10 AND MINUTE()>=03) OR HOUR()>=11) AND ((HOUR()=17 AND MINUTE()<=58) OR HOUR()<=16)
Bu ├Ârnekte sisteminiz sadece 10:03-17:58 saatleri aral─▒─č─▒nda i┼člem yapacakt─▒r. Bu zaman dilimini ayn─▒ zamanda ba─čl─▒ emirlere de girmeniz gerekecektir. Image
Read 39 tweets
(2) Yatay piyasa filtrelerinin amac─▒ ├Ânce yatay piyasan─▒n varl─▒─č─▒n─▒ belirlemek sonras─▒nda da o kural─▒n─▒za g├Âre yani piyasa yataya sar─▒nca a├žt─▒─č─▒n─▒z i┼člemi kapamak veya hi├ž i┼člem a├žmamakt─▒r. Kullan─▒rsan─▒z i┼člem say─▒n─▒z azalacakt─▒r.
(3) En klasik/basit yatay piyasa filtresi ADX'tir. Grafikte 30 dk alt─▒ periyotlarda ADX(14) i├žin 25 daha uzun periyotlarda 20 de─čeri trend varl─▒─č─▒ i├žin s─▒n─▒r kabul edilir. Yani sisteminizi yatay s─▒n─▒rlar─▒n─▒z i├žinde i┼člem yapmas─▒n isterseniz .... "AND ADX(14) > 20" yazacaks─▒n─▒z.
Read 14 tweets
(1) Son payla┼čt─▒─č─▒m sistemdeki mant─▒─č─▒ anlatay─▒m. Taban Pmax, en ba┼čta 2 tane MOST var. Bunlar─▒n biri k─▒sa di─čeri uzun gibi d├╝┼č├╝n├╝n. Bu iki ├žizgi aras─▒ testere, fiyat ikisi ├╝zerindeyse art─▒┼č, ikisi alt─▒ndaysa d├╝┼č├╝┼č trendi vard─▒r. #algotrading #bist100 #viop #Bitcoin
(2) Bir trend takip sistemi i├žin, d├╝┼č├╝┼č trendinde oldu─čunu bildi─čimiz hisse i├žin sat─▒m─▒ hemen yani kolay yaps─▒n ama al─▒m─▒ gercek bir d├Ân├╝┼č g├Ârs├╝n yani zor yaps─▒n isteriz. Y├╝kseli┼č i├žin de al─▒m kolay, sat─▒m zor olmal─▒.
(3) Kolayl─▒k ve zorluk i├žin trend takip sisteminin takip mesafesi ile oynuyoruz. Kolay i┼člem i├žin fiyati/ortalamay─▒ yak─▒ndan takip edip zor i┼člem i├žin daha uzaktan takip yap─▒yoruz.
Read 9 tweets
How I have automated my #algotrading and spend less than Ôé╣10 to execute it monthly. This is running on #AWS

Thread ­čĹç

1. use Python to execute the #algo
2. commit the #algo files in a git repo - I use GitHub (you can use anything else)
3. Use AWS Lambda to start and stop the AWS ec2 small instance (I will switch to AWS Fargate later)
4. Pull the latest code from git.
5. Server starts at 9am - auto-login
6. starts data service by 9.15am and start collecting data for signal generation
7. Wait for Signal
8. Log everything in a log file.
9. All positions and PNL are logged every minute to the Dynamodb database. (This helps to understand what happened through the day)
10. close all positions at 3.14pm - send PNL on telegram
11. upload all log files to AWS s3 for review.
Read 5 tweets
My misconceptions (MC) cleared by Algo & backtesting (BT) on Intraday Trend following system (Cash Market)

MC-1: Algo trading is THE ONLY REMEDY to all trading issues and making money.

Realism vs MC-1 :
My Algo is merely a reflection of what you are up to till that point.
1/n
Algo will not render holy grail strategy by solving RR, MM, DD and psychological issues.

Algo is Just a tool to outsourcing my clerical job of finding and executing trades as per my trade setups.
2/n
So, I can avoid staring trading screen to work on other day to day activity.
I must develop better understanding about market, RR, MM, psychologically and continue to evolve with the market personally.
3/n
Read 12 tweets
A small thread on various historical data analysis and trading strategies articles that I have shared so far. #TradingSystem #AlgoTrading 1/n
"Is long strangle strategy profitable?" squareoff.in/is-long-strangÔÇŽ
"Is #Intraday trading profitable?"
Every long term investor was once a Intraday trader.

If you avoid the below three mistakes, intraday trading is definitely profitable.

squareoff.in/is-intraday-trÔÇŽ
"The best way to invest in #StockMarket, follow this simple rule"

LetÔÇÖs consider two different scenarios,

Market crashes after your investment
Market rallies after your Investment

squareoff.in/the-best-way-tÔÇŽ
Read 50 tweets
1ÔâúTeknik analizde dikkat etti─čim bir ka├ž ayr─▒nt─▒ yazay─▒m. #GARAN #isctr #asels #petkm #tuprs #thyao #algotrading #viop30 #silver #GOLD #Bitcoin #BIST30 #BORSA #GUBRF #ekgyo #dohol #kozal #karsn #kartn #sise #krdmd #teknosa
2Ôâú ─░ndikat├Âr olarak mobil uygulamada 50-100-200 periyotluk basit hareketli ortalama kullan─▒yorum. Formasyon olarak dikkat ettiklerim 3'l├╝ dip veya tepe. Ciddi bir diren├ž veya destek k─▒r─▒lacaksa genelde 3.seferde k─▒r─▒l─▒r. 3 defada k─▒r─▒lmad─▒ysa en olas─▒ durum piyasan─▒n d├Ânmesidir.
3Ôâú 2'li dip/tepe pek dikkate alm─▒yorum. RSI hi├ž sevmiyorum ├žok anlams─▒z buluyorum. Sadece orta-uzun vadeciler i├žin fiyatla pozitif/negatif uyumsuzluk anlam─▒nda i┼č yap─▒yor. Bunun i├žin en az 60 dk hatta daha ├╝zeri periyotlara bakmak laz─▒m. Benim gibi 5 dk-15 dk.c─▒lara uygun de─čil.
Read 10 tweets
S─▒r gibi saklan─▒p k├╝├ž├╝k yat─▒r─▒mc─▒ya g├Âsterilmeyen form├╝ller;

1Ôâú GOLDENCROSS;
Cross(Mov(c,50,s),Mov(C,200,s))
*kullan─▒c─▒ peryot de─či┼čtirlebilir
**kullan─▒c─▒ tersini yazarak a┼ča─č─▒ kesenleri de bulabilir

#matriks #algoritma #algotrading #explorer #taramaForm├╝lleri Image
2ÔâúCross(Mov(c,10,e),Mov(C,50,e))

10g├╝nl├╝k hareketli ortalamas─▒ 50 g├╝nl├╝─č├╝ kesenler

*kullan─▒c─▒ peryot de─či┼čtirlebilir
**kullan─▒c─▒ tersini yazarak a┼ča─č─▒ kesenleri de bulabilir

#matriks #algoritma #algotrading #explorer #taramaForm├╝lleri Image
3Ôâú son 3 peryottur hacmi artanlar
sum(v>ref(v,-1),3)=-3

*kullan─▒c─▒ 3 vs de─či┼čtirebilir

#matriks #algoritma #algotrading #explorer #taramaForm├╝lleri Image
Read 40 tweets
2020 has been an eventful year. Ending with 148%.
#thor performed extremely well when markets tanked and volatility spiked.
A minor allocation of portfolio to such strategies will help in hedging during such volatility.

#Nifty #NiftyBank #NIFTYFUTURE #banknifty Image
Monthly % returns and actual pnl Image
Tested 30% drawdown twice, when consecutive SL hit exceeded backtest figures and slippages. Emotionally not responding to the DD helped in sailing through. #bankniftyfuture Image
Read 4 tweets
1Ôâú ─░yi ak┼čamlar herkese. Yine sorulardan gidelim. Yeni ba┼člayanlara tavsiye sorulmu┼čtu. Bu ak┼čam biraz anlatmaya ├žal─▒┼čay─▒m bu konuyu. #V─░OP #V─░OP30 #BIST30 #GARAN #ASELS #THYAO #EREGL #Algotrading #USD #DOLAR #DolarTL #Alt─▒n #GOLD #BTC #fx
2Ôâú Arkada┼člar borsa b─▒rak─▒n zengin olmay─▒ k─▒sa s├╝rede para kazan─▒lacak bir mecra kesinlikle de─čil. ├ľncelikle herkesin bunun bilincinde olmas─▒ laz─▒m. ├çok artt─▒ veya ├žok d├╝┼čt├╝ diye bir hisse al─▒nmaz veya sat─▒lmaz.
3Ôâú Hisse almak ciddi bir i┼čtir. Piyasan─▒n o an belirli bir fiyat bi├žti─či bir hisse i├žin, o hissede i┼člem yapan herkese "Ben bu i┼či sizden daha iyi biliyorum, bu hissenin fiyat─▒ bu kadar olamaz ger├žek de─čeri bu kadar olmal─▒" diyorsunuz ├ž├╝nk├╝. Yapt─▒─č─▒n─▒z i┼čin ciddi oldu─čunu bilin.
Read 12 tweets
1Ôâú Temel sorular geldi─či i├žin bir ka├ž ├Ârnek payla┼čmakta yarar var gibi g├Âr├╝n├╝yor. #V─░OP #V─░OP30 #BIST30 #GARAN #ASELS #THYAO #EREGL #Algotrading #USD #DOLAR #DolarTL #Alt─▒n #GOLD #BTC #fx
2Ôâú Gel vatanda┼č gel #matriks 'te robot nas─▒l yap─▒l─▒r burda :) Golden crossla ba┼člayal─▒m. ├ľnce herhangi bir hissenin grafi─čini a├žal─▒m. ─░stedi─čimiz periyodu se├želim. #KCHOL g├╝nl├╝k bakal─▒m. Sonra sol ├╝stteki "KHN" men├╝s├╝nden "System Tester" se├želim. Sonra "Yeni System" ImageImageImage
3Ôâú Sisteme Golden_cross ismini verdim. 50 periyotluk ├╝ssel hareketli ortalama, 200'l├╝─č├╝ yukar─▒ kesince als─▒n. Tam tersi durumda da sats─▒n. ─░sterseniz ├Ân tan─▒ml─▒ fonksiyonlardan "moving average" se├žip d├╝zenlersiniz veya kodlamaya a┼činaysan─▒z direk yazabilirsiniz. Image
Read 9 tweets
Both #Nifty & #BN Algo are still in the long trade giving back a decent amount of profits from today's high. #Systemtrading #Algotrading #discipline
#BankNifty Algo exited at 23945.5 with 1648 points in the bag. #Nifty Algo still in the trade
#Nifty Algo too exited at 10505.1 and went short. Gave back 250+ points profit.
Read 3 tweets

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