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  1. ph1l

    Kratom

    https://www.usatoday.com/story/news/health/2019/04/11/kratom-herbal-drug-linked-overdose-deaths-cdc-says/3441560002/ Herbal drug kratom linked to almost 100 overdose deaths, CDC says Ryan W. Miller, USA TODAYPublished 8:13 p.m. ET April 11, 2019
  2. ph1l

    Six biblical truths about money...

    The big bang theory is reliant on the assumption that matter came into existence from nowhere and that velocity and gravity came from nowhere. Not everyone thinks matter came from nothing and/or nowhere: https://www.quora.com/Where-did-the-energy-for-the-big-bang-come-from According to the...
  3. ph1l

    Machine Learning in Finance

    In my experience with machine learning for financial forecasting, classification (using genetic programming, recurrent neural networks, or k-nearest neighbor) was always more accurate for training and future predictions than regression (using genetic programming or recurrent neural networks)...
  4. ph1l

    In one sentence, what is your edge for 2019?

    In recent testing of recurrent neural networks, I concluded they are less accurate for future predictions than genetic programming. I'm guessing this is because a rule from a recurrent neural network applies operations on all the current input indicators while a rule from genetic programming...
  5. ph1l

    APIs for Fundamental Data

    Example of getting free parsable fundamental data: https://www.morningstar.com/stocks/xnas/tsla/quote.html ->Key Ratios https://financials.morningstar.com/ratios/r.html?t=0P0000OQN8&culture=en&platform=sal ->Export or more directly...
  6. ph1l

    In one sentence, what is your edge for 2019?

    I was thinking about trying a multi-dimensional or not strictly time series inputs to my k-nearest neighbor strategy. Code for a fast dynamic time warping algorithm from https://github.com/melode11/FastDTW-x supports finding similar time series that have multiple dimensions. So I might look at...
  7. ph1l

    In one sentence, what is your edge for 2019?

    The k-nearest neighbor strategy for 02/15/2019 through 03/19/2019 gained 1.12 percent (traded with real money and includes commissions which were zero and all fees).
  8. ph1l

    In one sentence, what is your edge for 2019?

    For the genetic programming strategy where I only traded SPDR S&P 500 ETF(SPY) longs, the gains from 02/21/2019 through 03/18/2019 were a whopping 0.08 percent. I think I found more money on a street the other day when I went for a walk :D. This return is a little misleading because it doesn't...
  9. ph1l

    C++ Backtesting to API

    What is that process doing exactly? (I presume lines 332-333, 340-342, 505-506 that you highlighted above) What are these lines doing? TwsApiC++/Src/TwsApiL0.cpp 332 #ifdef WIN32 333 int err = _beginthread( ThreadMain, 2*8192, this ); ... 340 #else 341...
  10. ph1l

    C++ Backtesting to API

    Ph1l, can you (or anyone) explain the following from the EWrapperL0 class implementation in TwsApiL0.h: [ // lines 199-203: TwsApiC++/Api/TwsApiL0.h 199 EWrapperL0( bool CalledFromThread = true ): m_CalledFromThread( CalledFromThread ) {} 200 bool IsCalledFromThread( void ) {...
  11. ph1l

    C++ Backtesting to API

    MyEWrapper inherits from EWrapperL0 which, according to TwsApilL0.h, in turn extends EWrapper; so the end-user basically needs to create a wrapper that wraps around another wrapper? Yes. It looks like you can look at the various MyEWrapper classes to see what they do in their callback methods...
  12. ph1l

    Analyzing similar patterns in the past

    I found dynamic time warping code from http://sites.labic.icmc.usp.br/prunedDTW/ and ported it to my k-nearest neighbor strategy. For testing, I ran this on data after the close on March 8, 2019 from 415 ETFs. The data had 875,888 representations of daily price charts of length 252 trading...
  13. ph1l

    Analyzing similar patterns in the past

    Any studies showing the viability of using DTW with regard to financial market forecasting? Here are some (plus see the attached pdf files): http://system.tradingninja.com/how-to-use-dtw-dynamic-time-warping-in-trading/ http://jonathankinlay.com/2016/08/dynamic-time-warping/...
  14. ph1l

    Analyzing similar patterns in the past

    1. Have you used this in the real trade or this is just research now? A few weeks ago, I started trading this (long trades only) with small amounts of real money for passively-managed, unleveraged, non-inverse ETFs (including ETNs, UITs, Grantor Trusts, and Commodity Pools). Most of the...
  15. ph1l

    Where to See the List of ETFs with Most Rising Popularity?

    Free: https://www.etf.com/etfanalytics/etf-fund-flows-tool https://www.etf.com/etfanalytics/etf-finder Not free: https://etfdb.com/screener/#tab=fund-flows
  16. ph1l

    Windows 10 - Awful Performance and UX - spin spin spin...

    I was able to disable Cortana with information from http://www.howtogeek.com/265027/how-to-disable-cortana-in-windows-10/ You should also make a System Restore point before continuing. Windows will probably do this automatically when you install the Anniversary Update, but it couldn’t hurt to...
  17. ph1l

    Analyzing similar patterns in the past

    I meant for the above post to be a reply to
  18. ph1l

    Analyzing similar patterns in the past

    I think the theory of predictive chart patterns is something like: When a current chart pattern closely matches enough prior chart patterns, and the chart patterns after the closely-matching prior chart patterns are similar enough, the future chart pattern might be similar to the...
  19. ph1l

    Developing "Spartan"

    You might want to have the software save backtest states periodically before the backtest ends. So if the backtest is accidentally stopped (e.g., computer decides to reboot), the software would be able to resume a prior backtest at the point of the most recent save. Also, I see "2019-04-24...
  20. ph1l

    Do you trust AI to give you trading recommendations?

    I outlined my current machine learning methods in https://www.elitetrader.com/et/threads/in-one-sentence-what-is-your-edge-for-2019.329802/page-8#post-4809209 and https://www.elitetrader.com/et/threads/in-one-sentence-what-is-your-edge-for-2019.329802/page-8#post-4809655
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