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Hi Forewind Its a university course final project, I need to follow the project statement :(

Hi All, I am working on a project below which takes positon based on the simple moving average breakouts. Run the system in each of the following three Position Sizing modes Percent Volatility Model Market’s Money Model Multiple Tier Position Sizing Design and implement the...

thanks all. I did management to implement the abve strategy and it has worked fine so far thanks!

Hi All I am doing this if its a GDP or jobs news release day and if volratio >1.3, go long if the return on that day>0 go short if return on that day <0 else if not a news day go long if 20 day MA > 52 day MA go short if 20 day MA < 52 MA I used NASDAQ...

Thanks for your help. Here is the project statement A simple approach to measure the effect of an event is to identify the size of its reaction. This can be done by comparing the volatility of the current day with the average volatility of the recent past, using the true range calculation...

thanks a lot of explainign the details I have been asked to use volatility ratio to generate trade signals. How can I use this Volatility ratio to generate bands or trading singnals. Please share some ideas. Many Thanks!

Hi All thanks for your this particular strategy is for an assignment I am working on for my masters so its an assignment and it asks me to calculate win ratio. I was looking industry norm or most common way used to count trades, how to do I say a trade is a wintrade? when I buy it and later...

Hi All I am working on a trading strategy that go long or short based on rsi and moving average. Each time 10,000$ is invested. Can you please help me 1. How to represent this portfolio on a line graph ? Shall i represent in $ terms or shall I stay at 1 and then add on the % return for each...

this is for a university course and hence I am not too concerned about the data quality (unless its really bad)

Hi All, Thanks, 10 years is ideal but if there is a free source even 6 month or a year would be great too. I tried quandl but lools like that DB aren't free? could you please help get some sources here thanks!

thanls thanks :) I wont show to anyone :) how are the bands(upper and lower lines calculated), are they some sort of moving averages of ATR?

many thanks! really this is more for me to try my hands on strategies and program in python ...isn't aimed at producing a killer alpha....I will try and post my results here.. thanks again

As a student, this is for my course project so really not looking for some proprietary ideas. more of some help to brain storm here, please. thanks

Thanks, this is a paid service and I need a free service (likes of google, yahoo etc) wherein I can download the hourly data for 10 years through python. Is there anything you know of? thanks again

Hi All, I am working on a project wherein I have to use some macro news events(jobs data, cpi changes, interest rate increase etc) and use that days volatility ratio to devise a trading strategy Vol Ratio= True range on trade date/Trade range for past N days Can you please help me get some...

Hi All, I am working on a project and need to download last 10 years of hourly price data for a stock in Python and need a source that works for free. Can you please help if there is a way? I have tried searching and using the usual pandas.webreader but it doesn't seem to work for 10 years...

Its a python course and I am jst lookign for a basic implementation fractals. Please give me a simple idea of how this can be implemented and compared to lognormal distribution forecaste. I am stuck here and cant implement something.....many thanks

I am more than happy to share the code but please help me out with this. I need little more detauls on what you mean. 1. so I have daily returns of the last 10 years. I take log of these returns. I calculate the mean & standard deviation of these returns 2. Then I generate random numbers from a...

Hi All, I am working on a project and need your help with a module. I have daily stock prices for Index for last 10 years. The question goes like Considering last 10 year daily price movements of NASDAQ, write a program to check whether fractal geometrics could have better predicted stock...

Hi All I was wondering if you have come across some good research papers/ideas on using fundamental ratios/analysis for Alphas. I know a lot of ratios but was looking for some empirical research on which ones work etc. If you have come across something recently, pls let me know. especially...