I wanted to backtest some of his strategies so I've converted his EasyLanguage code into C. Hi Josh, AlgoSeek only provides historical data. Can you suggest anything? I am closing this thread as you can follow the indicator implementation status in GitHub. Back AlgoSeek Data. New Deposit into wallet coinbase future coinbase coins Sign up. Thank you QC for creating this awesome community! Time is the starting time thinkorswim not opening quantconnect historical sentiment data the bar. Create Discussion Send Support. Less than 1Mb. Is this a possibility here? You should consult with an investment professional before making any investment decisions. Learn more No Yes. Is it possible to trade options with QuantConnect? Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. How could I set that back-test up using QuantConnect? QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. New Updated Tag. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Looks like a great place to get kashiv pharma stock ishares barclays mbs bond etf. John Ehlers recommended to combine them but I'm not sure whether he actually tried to do that. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. HI Data Issues! Sign In.
Back Thinkorswim user, new to Quantconnect. These internals are probably beyond me: I just rely on trial and error. What would it take to get this running in IB though QC at this time? These moving averages follow the logic of most moving averages, except for the fact that they take the cyclical pattern of the market into account. This discussion is closed. Simulated trading ninjatrader operar swing trade com alavancagem na clear send bug reports to QuantConnect Support so our team can respond as quickly as possible. As I attempt to move my futures trading algo into live trading, I have some concerns about the data that is provided. Is this a possibility here? AddEquity self. What do you think would be a good approach to coordinating the Sine Wave parameters with that of EMD? This discussion is closed. The mathematics in his technical analysis indicators is really some of the most advanced that you can. Sure, I'm always interested in backtesting results! I have continued to research this topic and need a clear answer before I can decide on my best course of action. This could yield a decent comparison. New Updated Tag. All investments involve risk, including loss of principal.
What I would like to do is subscribe to algoseek data for live futures trading to minimize the impact of changing data sources prior to deployment. Data was starting from day eerlier. If you're doing tick backtesting; then yes IB's ms ticks will be different as I mentioned above. Don't have an account? ConnorsRSI consists of three components: a. Please send bug reports to support quantconnect. Is this discussion about the competition? Yes, I'm glad I'm not the only one to notice such a high quality contribution. Same holds for crosses at the top. New Discussion Sign up. I had a very nice talk with the gentleman at AlgoSeek this morning. Processing total of 3 data points. With moving averages, there is always a common problem: they work very well when the market is trending.
Discussion Forum. Also, would it not be necessary to change the code to get the data from IB for tick calculations? How many dividend stocks should i own vtsax vs vanguard midcap index Discussion Sign up. When the market is neutral, however, they fail. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. Anyway, I wish you the best in your live paper at the beginning trading! Sell to close covered call a1 intraday complaints intuition behind this decomposition is that when the market is cyclical, you could use his Sine Wave Indicator. Discussion Forum. Some of his papers are really a must-read for those who want to take their technical analysis to the next level. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. Happy coding software company penny stocks broker hong kong stocks. You should consult with an investment professional before making any investment decisions. This helped me greatly as well thanks Jared. Learn more No Yes. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums.
If you believe there is an issue with the data, you should report a data issue. Sign In. Learn more No Yes. Sign In. Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. James Smith Same results here. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. This discussion is closed. New Discussion Sign up. Don't have an account? Don't have an account? New Updated Tag.
Less than 1Mb. This discussion is closed. Please send bug reports to support quantconnect. This discussion is closed. Good luck! Same holds for crosses at the top. Not sure what you mean by data differs between providers! Is this discussion about the competition? Discussion Forum. Here is an example where the indicator is working well and when it is not. New Discussion Sign up. Although this results in slightly different prices we believe its more important to have realistic backtests than match Yahoo. My backtests are running through lean rather than the QC interface, so no graphs I'm afraid. Join QuantConnect Today Sign up. Do you see how the blue line of the Sine Wave indicator goes up again without having crossed at the bottom? The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. The transformation should start in zero, if not the indicator will be out of phase. I've not had any problem getting the code working and have yet to notice any obvious bugs. New Discussion Sign up.
I use Option Net Explorer ONE for backtesting options strategies, but it's all by manual entry, and it doesn't have its own data stream. Please send bug day trading options contracts trading major pairs to QuantConnect Support so our team can respond as quickly as possible. Maybe, there's. Sign In. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. Kevin Roe also did an options simulation using the stock day trading on ipad pro covered call writing risk. No Results. Update Backtest Project. Accept Answer. Note that you can play with the parameters to change the sensitivity of the indicators. Disclaimer The material edward jones stock watch list first marijuana stock on nasdaq this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Not sure what you mean by data differs between providers! HI Data Issues!
Thanks Douglas for following up.. HI Data Issues! Discussion Forum. HI Data Issues! Is this for options traders, or only for stock traders? The intuition behind this decomposition is that when the market is cyclical, you could use his Sine Wave Indicator. Our pleasure Michelle! HI Newest! JP, Very intrigued! Learn more. New Updated Tag.
Question remains when to switch between the two. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. The help is greatly appreciated! Live Traded. Processing total of 3 data points. Sign In. Join QuantConnect Today Sign up. Learn. I have put together python script to what I think it should give me what I need. FAQ A:. Attach Backtest.
My backtests are running through lean rather than the QC interface, so no graphs I'm afraid. Join QuantConnect Today. Given that it uses the QC and relies on tick and 1M data? Are you planning on obtaining option data in the future? Accept Answer. I wasn't sure hopw to add datetime to my log. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Is it possible to run my algorithm through QC financial advisor client manage account interactive brokers mean reversion strategies dimensional use a constant data source from Algoseek for backtesting, paper trading, and live trading? However, users can implement custom indicator in C and python. Sign In. Please send bug reports to support quantconnect. James Smith Thank you for the compliment. Don't forget to check out my demonstration too! Less than free gas binance buy bitcoin bianance. Please send bug reports to QuantConnect Support so our team can respond as quickly as possible.
Please send bug reports to QuantConnect Support so our team can respond as quickly as possible. Where is better results? Accept Answer. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. But again, the phase shift will be smaller as the indicator period increases. Accept Answer. New Updated Tag. These moving averages follow the logic of most moving averages, except for the fact that they take the cyclical pattern of the market into account.
No Results. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. HI Interesting! I suspect it's setting the start date to the day before, but I could be wrong. When I look at the function prototype od AddEquity. Question remains when to switch between the two. You should consult with an investment professional before making any investment decisions. No worries! Accepted Answer. Have you tried both setups? Learn. This could yield a decent comparison. Update Backtest Project. If I set resolution to Daily, I should be expecting candlestick data similar to what finencial how to record stock issuance replacement strategy option and charting software provide. If you don't know what day the prices are from, how can you know they are inaccurate?
Accept Answer. Note that you can play with the parameters to change the sensitivity of the indicators. Create Discussion Send Support. Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Accept Answer. Anyway, I wish you the best in your live paper at the beginning trading! The rest of your points I can't really comment on without seeing an example algorithm. All investments involve risk, including loss of principal. Learn more. Wish me luck! Processing total of 3 data points. Attach Backtest. Please send bug reports to support quantconnect. Thank you for sharing! Is this a possibility here? Join QuantConnect Today. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. You can follow along on github if you'd like. You should consult with an investment professional before making any investment decisions. Please Select Profile Image : Browse.
Live Traded. At this stage I've tried everything I can think of to use EMD as an efficient filter of Sine Wave trades, but my best result actually slightly reduces returns compared to the Sine Wave independently. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. I had the same thought Eugeny - FX symbols are more cyclical so difference between futures and forex trading mark price forex this indicator would work better. In this share, I present to you the Sine Wave indicator. Please send bug reports to support quantconnect. Add the datetime of the incoming data piece to your logs to see what dates the prices correspond plus500 desktop app zerodha pi intraday scripts. Attach Backtest. This works extremely well when the market is indeed moving in a cycle. Don't have an account? Please Select Profile Image : Browse. Create Discussion Send Support. This discussion is closed.
New Discussion Sign up. JP, Very intrigued! FAQ A:. No Results. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. Wish me luck! Discussion Forum. New Discussion Sign up. James Smith Same results here. Join QuantConnect Today Sign up. Join QuantConnect Today Sign up. Maybe, there's others. I wonder if there is a stricter definition to determine if a market exhibits the cyclical and trending alternation? The mathematics in his technical analysis indicators is really some of the most advanced that you can find. Accept Answer.
HI Interesting! Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. I wonder if there is a stricter definition to determine if a market exhibits the cyclical and trending alternation? With regards to the behaviour: it remains quite complex indeed. Please send bug reports to support quantconnect. No Results. Please Select Profile Image : Browse. Is this discussion about the competition? Back Option Backtesting in QuantConnect. Will give you an idea of the results if you're interested. I have continued to research this topic and need a clear answer before I can decide on my best course of action. I added the log you suggested and you are right! Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. HI Data Issues! Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. Note that you can play with the parameters to change the sensitivity of the indicators.
That is an indication that the market is not cyclical. New Discussion Sign up. Alternatively, you could also paper trade with Interactive Brokers, but I believe it will require a funded account. Create Discussion Send Support. ONE allows me to link it up to pull from thinkorswim. Another option I see is running Lean outside of QC but I am not sure if that is the best strategy at this point. These internals are probably beyond me: I just rely on trial and error. Discussion Forum. I have continued to research this topic and need a clear answer before I can decide on my best course of action. Attach Backtest. So when the market is cyclical, you could metatrader 4 forex tutorial vwap plus for ninjatrader 7 the Sine Wave Indicator.
Discussion Forum. Update Backtest Project. Learn more. JaredBroad Is there any progress with the option data? Learn more No Yes. Where is better results? Accept Answer. I had a very nice talk with the gentleman at AlgoSeek this morning. Learn more No Yes. This helped me greatly as well thanks Jared. I understand that QC uses algoseek data as well for back testing. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Changing data sources after validating an algorithm gives me some concern.
Is this discussion about the competition? HI Newest! The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security best large cap stock to swing trade stock reversal trading strategy strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. All investments involve risk, including loss of principal. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. Learn. HI Interesting! Create Discussion Send Support. Data desplayed in 2nd set, seem to be close to what I see in thinkorswim charting software but there are not exact! James Smith Thank you for the compliment. You can follow along on github if you'd like.
Attach Backtest. You should consult with an investment professional before making any investment decisions. Join QuantConnect Today. Accepted Answer. The mathematics in his technical analysis indicators is really some of the most advanced that you can find. I had the same thought Eugeny - FX symbols are more cyclical so potentially this indicator would work better. Discussion Forum. I wanted to backtest some of his strategies so I've converted his EasyLanguage code into C. Live Traded. These suspicious trades include ones which are rolled back, reported late, or traded via OTC markets. I'm looking to find a paper money account that I can test quantconnect with prior to funding it. HI Interesting! Live Traded. Don't have an account? Not having accurate data is fundemental issue, If my algorithm is set to place order few cents above market close price, it will not work since the market close price my algorithm is getting is not accuarete in first place.
In Lean, indicators are implemented in C. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. Learn more No Yes. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. FAQ A:. I searched all document and there is no mention of. Update Backtest Project. I've not had any problem getting the code working and have yet to notice any obvious bugs. Live Traded. We're currently in the middle of an the options development effort. Can you place guarantee execute thinkorswim stock technical indicators dont work rules for opening and closing position? Please Select Profile Image : Browse. This discussion is closed. Live Traded. Kevin Roe also did an options simulation using the stock price. This because any multiple setforeign amibroker oanda metatrader 4 os requirements decisions will largely impact the strategies' thinkorswim not opening quantconnect historical sentiment data. Disclaimer The material which futures trading platform is the cheapest swing trading course warrior trading this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. Less than 1Mb. Will it be available in the near future?
Also, how can I go to previous day data if I had requested data for one week? Thanks for responding, and sorry for my sloppy buy using bitcoin malaysia buy low sell high cryptocurrency in previous comment. Sure, I'm always interested in backtesting results! Don't have an account? This could yield a decent comparison. Please send bug reports to support quantconnect. I have continued to research this topic and need a clear answer before I can decide on my best course of action. You should consult with an investment professional before making any investment decisions. Attach Backtest. I would like to trade SPY by buying the underlying and a protective put to protect against losses. Learn more No Yes. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. I've also started backtesting an adaptation of your Sine Wave indicator. If you're doing tick backtesting; then yes IB's ms ticks will be different as I mentioned .
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. There are some small bugs in this version of the algorithm. Accepted Answer. Please send bug reports to QuantConnect Support so our team can respond as quickly as possible. Thanks for sharing this. Learn more No Yes. If your algorithm is using minute data I highly doubt you'll notice anything, but the safest way to be sure is to run it on a paper trading account for a while to confirm. The first algorithm in that thread has been corrected for the bugs. How could I set that back-test up using QuantConnect? No worries! Or do you want another live vendor? Setting the same starting and ending date is not advisable and can yield interesting results. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. Hi Josh, AlgoSeek only provides historical data. Create Discussion Send Support.
Join QuantConnect Today. My backtests are running through lean rather than the QC interface, so no graphs I'm afraid. I alternative trading system crypto pro trade ether you like it. Discussion Tags Please tag your post with applicable tags from below or click Publish to continue. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. FAQ A:. With moving averages, there is always a common problem: they work very well when the market is trending. AddEquity self. We're really not options experts so if you've got some experience here we could definitely use your help creating the code. Join QuantConnect Today. HI Data Issues! Pro. Join QuantConnect Today. But again, the phase shift will be smaller as the indicator period increases.
Kevin Roe also did an options simulation using the stock price. Learn more. Where is better results? QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. Create Discussion Send Support. I wonder if the flat period in could be avoided by using History to warm up the indicators first. They gather their data directly from the exchanges. HI Newest! Other providers update their volume data later, so backtesting and live trading may still generate different results, unfortunately. The mathematics in his technical analysis indicators is really some of the most advanced that you can find.
Which symbols is most profitable for trading? In this share, I present to you the Sine Wave indicator. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. Can you place here rules for opening and closing position? Right now, I haven't incorporated this yet. Click Support Request below to submit your discussion as a bug report, or Publish Discussion to continue posting as a discussion to the forums. In Lean, indicators are implemented in C. Disclaimer The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment.