Algo's section?

Discussion in 'Feedback' started by themickey, Sep 10, 2010.

  1. Is it possible and a good idea to have a section where nerds (That partially includes me) can share algo formulas?
    I think it would be interesting and constructive to have this technical area where we can discuss coding formulas and bounce back and forward questions and answers.
    It would be an area which would attract many coders and be interesting to some who like to approach trading from the algo/mathematical approach.
    The present 'software' section is not suitable for this I don't believe.

    There are web sites which do discuss formula info, for example yahoo, but in my experience these sites are uninteresting and do not attract an audience, eg, one may place a query but will receive no feedback as the sites are just not attractive enough.
    I never post on yahoo for example as I see too often queries which are just ignored due to lack of participation.

    Feedback on this idea would be appreciated.
     
  2. Occam

    Occam

    The Automated Trading section has quite a bit on this.

    Also, there are "quant" sites such as nuclearphynance.com and wilmott.com that have a lot more technical discussions (more on the math side rather than the code side).
     
  3. I can't see that at all from where I'm sitting, maybe I have all these guys on ignore...?? :p
     
  4. byteme

    byteme

    What kind of formulas are you talking about?

    Perhaps if you answered the queries there would be more participation. Or are you looking for a place to ask questions that other people will answer for you?
     
  5. what about a 'Trading Systems' forum ?

    then you've got your Algos thread within it
    Moving Averages thread
    MACD thread
    Simple 4 Hour trading system thread
    5 minute MACD trading system
    KG Trapping Mode system
    MaksiGen Trading system
    Fibonacci Trading System
    Simple Scalping System
    etc

    there's already seeming overlaps/duplications i believe of thread content in various
    forums - Journal, Technical Analysis etc but i think a specific Trading Systems
    forum is a good idea since it's a forum on several sites that EliteTrader doesn't yet
    have; also usually the op explains in detail the how-to of the system, showing real
    trades and posting any indicators etc specific to the sytem; systems usually evolve
    and improve along the way with the contributions of other members who realtime try
    the system, as well as spawning additional trading systems
     
  6. I don't enjoy the yahoo chat site, I prefer to spend my time on ET, this is a forum I enjoy the most.


    See below for an example of a Amibroker formula construction, as per what I'm talking about.
    Some traders may want to construct such a thing and either query an error they may have in it or just bounce ideas about how effective it may be.

    /*
    DAILY PERIOD EXPLORATION
    Looking for a ratio of average number of upbars Vs downbars over lookback period
    */
    //.........................................................................
    // BARS TRADED
    Numbars = LastValue(Cum(1))-5;
    Period = Param ( "Period",420,1,1000,1 );
    Count = IIf ( Period < Numbars, Period, Numbars );
    //.........................................................................
    to = C*V;
    MAt = WMA(to,28);

    MA50 = MA( C, 50);
    MA50A = C > MA50;
    //.........................................................................
    // BAR COUNT RATIO
    _SECTION_BEGIN("B#");
    // measuring upbar heights vs downbar heights
    MH = (((H+L)/2) + ((O + C)/2))/2; // Medium height
    UB1 = MH > Ref(MH,-1) AND MA50A; // upbar
    DB1 = MH < Ref(MH,-1) AND MA50A; // downbar

    B1 = Sum ( UB1, Count) / Count;
    B2 = Sum ( DB1, Count) / Count;

    B1A = Sum ( UB1, Count); // FOR FILTER
    B2A = Sum ( DB1, Count); // FOR FILTER

    B3 = B1 / B2;
    _SECTION_END();
    //.........................................................................
    Cond1 = MAt > 3000;
    Cond2 = NUMBARS > 149;
    Cond3 = (B1A+B2A) > 100;
    Cond4 = Warrant = StrLen( Name() ) < 4 ;

    //Filter = 1;
    Filter = Cond1 AND Cond2 AND COND3 AND Cond4;
    //.........................................................................

    SetSortColumns(-2,-3);

    AddColumn(C,"Close",1.3);
    AddTextColumn(Name() + " - " + FullName(),"Name",1,29,41,200);
    AddTextColumn(SectorID(1),"Sector"); // Sector ID
    AddColumn(MAt,"MAt",1,16,50,80);
    AddColumn(B3,">Barcountratio",1.3,16,50,80);
    AddColumn(Count,"LOOKBACK",1);
    AddColumn(Numbars,"Numbars",1);
    AddColumn(B1A+B2A,"upbars",1);

    //...................................................................................
    //END
     
  7. byteme

    byteme

    I see. When you said "formula" I suspected you had a specific platform in mind. In this case, AmiBroker. This kind of question then is perhaps better directed at those who are knowledgeable of AmiBroker i.e. AmiBroker forums or user groups. There are far too many platforms and software out there to merit having a separate dedicated forum for each one here on ET.

    In any case, for competent programmers these kinds of forumla are often trivial and don't really merit discussion; akin to adults discussing how to tie shoelaces.

    As someone mentioned earlier, the Automated Trading sub-forum here on Elite Trader is where this kind of topic is normally discussed though. So there is already a venue for this. However, as I just stated, for platform-specific questions the vendor's own website or forum is a better bet.

    If you have questions of a more general nature i.e. not specific to a trading platform, but in terms of trading infrastructure, algorithms, custom software development, hardware etc. you'll find some knowledgeable people on Elite Trader in the afore mentioned sub-forum.

    At any rate, try posting there and see what you get.