AmiBroker or R or Python?

Discussion in 'App Development' started by ngterry, Dec 10, 2012.

  1. He's absolutely right, and you can easily enough STFW for examples of Jupyter notebooks.
     
    #21     Sep 1, 2016
  2. M.ST.

    M.ST.

    No.
     
    #22     Sep 1, 2016
  3. @M.ST.
    Lastly I wanted to tested an Open Range Breakout system for SPY, therefore I would like to check, when a high or low of the day occured for every 30 minutes. Analyzing this in Jupyter took me about 10 lines of code, the result is a graph, check the attachment.

    This is the Python / Jupyter code:

    Code:
     
    import pytz
     import matplotlib.pyplot as pyplot
    import numpy as np
    import pandas as pd
    
    # code below
    data = get_pricing(
         'SPY' ,
        start_date='2015-1-1',
        end_date = '2016-9-1',
        frequency='minute'
    )
    df = data.resample('30min',"ohlc")["open_price"]
    df = df.dropna()
    
    df["high_rank"]=df.groupby([ df.index.dayofyear])[["high"]].rank(method="max",ascending=False )
    df["low_rank"]=df.groupby([df.index.dayofyear])[["low"]].rank(method="min",ascending=True)
    l_or_h=df[((df.high_rank==1) |(df.low_rank==1) )].groupby( ["hour","minute"] ).agg("count")["high_rank"]
    l_or_h.plot(kind='bar')
    
    
     
    #23     Sep 3, 2016
  4. M.ST.

    M.ST.

    Thanks but I know how to write a program.

    I just don't see how Python would be most productive.
    What you did there is pretty easy to achieve elsewhere too.
     
    #24     Sep 4, 2016
  5. If you are a seasoned programmer you can do everything in your language, this type of guys are seldom changing to other system, I hear people talking all the time of the benefits of vi and emacs as an IDE :)))

    But for the rest of us, the not professional programmers, not even nerds, Python is a mean to achieve many things, just seasoned programmers could do otherwise. And the benefits of Python over R oder Amitrader is, from my point of view the possibilities to glue so many different libraries together.
     
    #25     Sep 4, 2016
  6. M.ST.

    M.ST.

    Nonsense, you have access to libraries in R and AmiBroker also. You don't know anything about those as you clearly prove by your absolute beginners talk.
     
    #26     Sep 6, 2016