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  1. X

    Zero Lag Filtering

    Actually I made a mistake on the screenshot and plotted SmoothedMA instead of regular Arithmetic one. Anyway my point don't change. You could have quite the same plot of MA(n) if you plot it with ALMA(size=n*2.5, offset=0.85, sigma=6) : where n=periods, Same behaviour with LinearWeighted but...
  2. X

    Zero Lag Filtering

    Have been studied filters (MA's) for long time and my current realizings have been that all ends up acting just like the Arithmetic S-I-M-P-L-E moving average but using different coefficient parameters. ALMA as a Finite Impulse Response acts quite the same as the Simple Arithmetic one with more...
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    Custom TimeFrame Securities Database.

    Thanks a lot for your quick reply's @birzos - Im not looking to do HFT, realtime, or auto-trading hocuspocus stuff (maybe later)...! I only want quality DATA IN to do QUALITY RESEARCH OUT to generate filters for watchlist's, and the real good data comes like the good meat: RAW (Tick based)...
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    Custom TimeFrame Securities Database.

    Hi there! Anyone here knowing for a data vendor for retail traders as well as software or programing solution (python preferably + opensource SQL) for retrieve at a daily basis tick data (Level1 time&Sales) and then post-process it to store in a custom time compressed database (not traditional...
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    Automated Trading Course - Part 2: Writing Strategies

    Mario Fortier's is the author of TA-LIB right..? Are you using this library for creating scripts from it...? Thank you very much, I subscribe for download link on your page, but i do not recieve anything yet. :confused: Great project. Lite-C is the WAY to go... Amibroker AFL's success...
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