Recent Content by kojinakata

  1. Next Steps after Building Strategy Pipeline - Advice for Getting Hired

    I am not from the US, but went to a "top-tier" university where I am from, top 5 to be exact. The why is that I always loved statistics, machine...
    Post by: kojinakata, May 21, 2017 in forum: Automated Trading

  2. Next Steps after Building Strategy Pipeline - Advice for Getting Hired

    Hi elitetrader, I have coded a reliable and sufficiently realistic vectorized backtesting script. It is mostly based on quantstrat and related...
    Thread by: kojinakata, May 20, 2017, 3 replies, in forum: Automated Trading

  3. Dukascopy Historical Volume Data Spikes

    Thanks for the link, seems Finam is a good source with volume data. I will have to crosscheck the volume with another source though.
    Post by: kojinakata, Apr 23, 2017 in forum: Data Sets and Feeds

  4. Dukascopy Historical Volume Data Spikes

    The thing is Dukascopy is free and I don't have the resources to buy data from another source. However, volume charts from Oanda doesn't seem to...
    Post by: kojinakata, Apr 19, 2017 in forum: Data Sets and Feeds

  5. Dukascopy Historical Volume Data Spikes

    Hi everyone, Just downloaded historical data from dukascopy, but when I plotted Volume against time, I think there are a few irregularities and...
    Thread by: kojinakata, Apr 19, 2017, 6 replies, in forum: Data Sets and Feeds

  6. Parameterless Strategies

    Thanks for the answer. I am not sure I am able to understand your reply clearly but maybe you can tell whether the following strategy can be made...
    Post by: kojinakata, Apr 5, 2017 in forum: Strategy Building

  7. Parameterless Strategies

    Recently I have come across something that I couldn't grasp. In this chat (https://chatwithtraders.com/ep-103-dave-bergstrom/) the speaker talks...
    Thread by: kojinakata, Apr 5, 2017, 13 replies, in forum: Strategy Building

  8. Systematic/Quantitative Trading Testing and Analysis Environment

    As a side note: I emailed Mr. Thomas Wiecki about the blog post on Quantopian (http://blog.quantopian.com/parameter-optimization/), and I am...
    Post by: kojinakata, Apr 22, 2015 in forum: App Development

  9. Systematic/Quantitative Trading Testing and Analysis Environment

    My most basic trade is as follows: I use MACD crossover as an entry to short/long position with a %2 risk calculated by the distance of the stop...
    Post by: kojinakata, Apr 22, 2015 in forum: App Development

  10. Systematic/Quantitative Trading Testing and Analysis Environment

    Thank you for your answer. Seems that retail platforms are inferior to what is capable with one programming his own platform. I just could not...
    Post by: kojinakata, Apr 20, 2015 in forum: App Development

  11. Systematic/Quantitative Trading Testing and Analysis Environment

    You were right that it is capable of Walk-Forward analysis however, the blog post doesn't mention any capabilities towards generating 2D/3D graphs...
    Post by: kojinakata, Apr 20, 2015 in forum: App Development

  12. Systematic/Quantitative Trading Testing and Analysis Environment

    I don't think Quantopian can do Walk-Forward Analysis or generate 2D/3D graphs to see whether the optimized value has persistence in nearby values...
    Post by: kojinakata, Apr 12, 2015 in forum: App Development