Thanks for the reply. It seems we have quite similar ideas. Currently I have a system trading a basket of around 32 ETF's but it could also be...
Mav & Others, A question if I may. Since ACD works well for making relative value analysis (each product verses similar), have you ever...
Glad to hear I have may have been on the right track. When I test a system out, it needs to be able to kick randoms ass over my testing period...
Understood, nice chart. Out of curiosity is that plotted with ggplot2 using alpha fill? Looks a little R'ish to me :-).
Would you mind explaining more about your findings? Thanks.
My reason for choosing 1 minute resolution was because during the course of my own investigations I found that certain days can have certain...
I did not look into Metastock and as far as I know Metastock will not work on Linux. Currently I am using sqlite at home. I am also working...
Originally I was using only QCollector for all data requirements. I purchased a bunch of ETF data(1min) then started updating my csv files using...
Yes exactly if you use "8 d" as a duration the previous 8 trading days will be pulled. You can then use union from the dplyr package which will...
I use esignal with Qcollector currently and agreed its a great program however, it would probably be not to much work to create your own version...
Really easy you just have to dig into IB API. In R if you run the code; require(IBrokers) args(reqHistoricalData) You will see that theres an...
You can sometimes see propositioning before rate decisions and major data not after, ACD gives you the lens to see it. I am not gong to come out...
Agreed technicals mean nothing to the big fish and it is a huge mistake to try and make sense of a market. Instead we should be listening to the...
For most of the stuff I have coded Rvest and XML have worked fine it really depends on what your trying to get your hands on. Once you have your...
I am with you on that one haven't opened up Esignal for charting in ages just use the data manager, same goes for IB. Being able to compute real...
I use Esignal with QCollector and I am also filling up databases using data from IB API using the Ibrokers package in R.
Sorry guys not been around for a while but just caught back up again on the thread!! As I have mentioned quite a few times I really gravitated to...
You can get mt4 along with many other windows software working on a mac using wine.
I have heard it stated multiple times on this thread that ACD is not mechanical, however that is limited only to your own current...
Ok I will run this for you on my db of 32 etfs around 5 years of data. I like testing over a universe of data since I am therefore not seeing a...
Separate names with a comma.