Recent Content by rs2000

  1. Position Sizing & Pyramid: how to implement both

    Hi Forewind Its a university course final project, I need to follow the project statement :(
    Post by: rs2000, Mar 26, 2018 in forum: Strategy Building

  2. Position Sizing & Pyramid: how to implement both

    Hi All, I am working on a project below which takes positon based on the simple moving average breakouts. Run the system in each of the...
    Thread by: rs2000, Mar 25, 2018, 7 replies, in forum: Strategy Building

  3. Trading Strategy: Based on macro news events & volatility ratio

    thanks all. I did management to implement the abve strategy and it has worked fine so far thanks!
    Post by: rs2000, Mar 25, 2018 in forum: Strategy Building

  4. Trading Strategy: Based on macro news events & volatility ratio

    Hi All I am doing this if its a GDP or jobs news release day and if volratio >1.3, go long if the return on that day>0 go short if...
    Post by: rs2000, Mar 18, 2018 in forum: Strategy Building

  5. Trading Strategy: Based on macro news events & volatility ratio

    Thanks for your help. Here is the project statement A simple approach to measure the effect of an event is to identify the size of its reaction....
    Post by: rs2000, Mar 17, 2018 in forum: Strategy Building

  6. Trading Strategy: Based on macro news events & volatility ratio

    thanks a lot of explainign the details [IMG] I have been asked to use volatility ratio to generate trade signals. How can I use this Volatility...
    Post by: rs2000, Mar 12, 2018 in forum: Strategy Building

  7. Moving average & RSI strategy : how to find win ratio

    Hi All thanks for your this particular strategy is for an assignment I am working on for my masters so its an assignment and it asks me to...
    Post by: rs2000, Mar 7, 2018 in forum: Strategy Building

  8. Moving average & RSI strategy : how to find win ratio

    Hi All I am working on a trading strategy that go long or short based on rsi and moving average. Each time 10,000$ is invested. Can you please...
    Thread by: rs2000, Mar 5, 2018, 9 replies, in forum: Strategy Building

  9. how to download intraday prices for past 10 years for free, in Python

    this is for a university course and hence I am not too concerned about the data quality (unless its really bad)
    Post by: rs2000, Feb 28, 2018 in forum: App Development

  10. how to download intraday prices for past 10 years for free, in Python

    Hi All, Thanks, 10 years is ideal but if there is a free source even 6 month or a year would be great too. I tried quandl but lools like that DB...
    Post by: rs2000, Feb 28, 2018 in forum: App Development

  11. Trading Strategy: Based on macro news events & volatility ratio

    thanls thanks :) I wont show to anyone :) how are the bands(upper and lower lines calculated), are they some sort of moving averages of ATR?
    Post by: rs2000, Feb 28, 2018 in forum: Strategy Building

  12. Trading Strategy: Based on macro news events & volatility ratio

    many thanks! really this is more for me to try my hands on strategies and program in python ...isn't aimed at producing a killer alpha....I will...
    Post by: rs2000, Feb 28, 2018 in forum: Strategy Building

  13. Trading Strategy: Based on macro news events & volatility ratio

    As a student, this is for my course project so really not looking for some proprietary ideas. more of some help to brain storm here, please. thanks
    Post by: rs2000, Feb 28, 2018 in forum: Strategy Building