Technical Analysis Library in Python Documentation Release 0.1.4
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A Novel Hybrid Model for Stock Price Forecasting Based on Metaheuristics and Support Vector Machine
data Article A Novel Hybrid Model for Stock Price Forecasting Based on Metaheuristics and Support Vector Machine Mojtaba Sedighi 1,2,* , Hossein Jahangirnia 3, Mohsen Gharakhani 4 and Saeed Farahani Fard 5 1 Department of Finance, Qom Branch, Islamic Azad University, Qom 3749113191, Iran 2 Young Researchers and Elite Club, Qom Branch, Islamic Azad University, Qom 88447678, Iran 3 Department of Accounting, Qom Branch, Islamic Azad University, Qom 3749113191, Iran; [email protected] 4 Department of Finance, Iranian Institute of Higher Education, Tehran 13445353, Iran; [email protected] 5 Department of Management and Economics, University of Qom, Qom 3716146611, Iran; [email protected] * Correspondence: [email protected] Received: 2 May 2019; Accepted: 20 May 2019; Published: 22 May 2019 Abstract: This paper intends to present a new model for the accurate forecast of the stock’s future price. Stock price forecasting is one of the most complicated issues in view of the high fluctuation of the stock exchange and also it is a key issue for traders and investors. Many predicting models were upgraded by academy investigators to predict stock price. Despite this, after reviewing the past research, there are several negative aspects in the previous approaches, namely: (1) stringent statistical hypotheses are essential; (2) human interventions take part in predicting process; and (3) an appropriate range is complex to be discovered. Due to the problems mentioned, we plan to provide a new integrated approach based on Artificial Bee Colony (ABC), Adaptive Neuro-Fuzzy Inference System (ANFIS), and Support Vector Machine (SVM). -
Tradescript.Pdf
Service Disclaimer This manual was written for use with the TradeScript™ language. This manual and the product described in it are copyrighted, with all rights reserved. This manual and the TradeScript™ outputs (charts, images, data, market quotes, and other features belonging to the product) may not be copied, except as otherwise provided in your license or as expressly permitted in writing by Modulus Financial Engineering, Inc. Export of this technology may be controlled by the United States Government. Diversion contrary to U.S. law prohibited. Copyright © 2006 by Modulus Financial Engineering, Inc. All rights reserved. Modulus Financial Engineering and TradeScript™ are registered trademarks of Modulus Financial Engineering, Inc. in the United States and other countries. All other trademarks and service marks are the property of their respective owners. Use of the TradeScript™ product and other services accompanying your license and its documentation are governed by the terms set forth in your license. Such use is at your sole risk. The service and its documentation (including this manual) are provided "AS IS" and without warranty of any kind and Modulus Financial Engineering, Inc. AND ITS LICENSORS (HEREINAFTER COLLECTIVELY REFERRED TO AS “MFE”) EXPRESSLY DISCLAIM ALL WARRANTIES, EXPRESS OR IMPLIED, INCLUDING, BUT NOT LIMITED TO THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE AND AGAINST INFRINGEMENT. MFE DOES NOT WARRANT THAT THE FUNCTIONS CONTAINED IN THE SERVICE WILL MEET YOUR REQUIREMENTS, OR THAT THE OPERATION OF THE SERVICE WILL BE UNINTERRUPTED OR ERROR-FREE, OR THAT DEFECTS IN THE SERVICE OR ERRORS IN THE DATA WILL BE CORRECTED. FURTHERMORE, MFE DOES NOT WARRANT OR MAKE ANY REPRESENTATIONS REGARDING THE USE OR THE RESULTS OF THE USE OF THE SERVICE OR ITS DOCUMENTATION IN TERMS OF THEIR CORRECTNESS, ACCURACY, RELIABILITY, OR OTHERWISE. -
Updated Index for New Trading Systems and Methods
Index A pairs trading, 530 Acceleration, 382—386 product spreads, 531—537 Accumulation—bottoms and tops, 105—110 program trading, 525—526 Accumulative average, 258 ratio chart, 529—530 Adaptive techniques, 731—751 representative subset of an index, 527 Chande’s Variable Index Dynamic Average, 736 reverse crack, 534 comparisons, 741 single stock futures and underlying stock, 527—528 correlation coefficient, r2, 739—740 soybean crush, 532—533 dynamic momentum index, 747—748 stock and futures relationships, 531 FAMA, 737—738 TED spread, 544 intraday breakout system, 748—749 ARIMA (Autoregressive Integrated Moving Average), Kaufman’s Adaptive Moving Average, 731—735 237—243 MAMA, 737—738 estimation: determining the coefficients, 240—241 Master Trading Formula, 745—746 first-order autoregression, 237 McGinley Dynamics, 742 forecast results, 241 MESA Adaptive Moving Average, 737—739 Kalman filters, 243 momentum calculations,740 second-order autoregression, 238 Parabolic Time/Price System, 742—745 trading strategies, 241—243 RSI programmed, 740—741 Arithmetic mean, 19—20, 26 process development example, 749—750 Arms’Equivolume, 490 trend-adjusted oscillator, 747 Arms Index, 504 stochastic, variable-length, 746—747 Artificial intelligence, 696—697. varying the trend period, 739—740 See also Pattern recognition, computer-based ADX (Average Directional Movement Index), 1015-1017 Aspects, planetary, 616—618 AD oscillator, 369—373 Aspray’s Demand Oscillator, 495—496 Advance-decline system, 508 Asset allocation. See Portfolio allocation Advanced techniques, 791—846 Astrology, financial, 612—625 chaotic patterns and market behavior, 826—827 Aspects, 616—618 entropy and conditional entropy, 827—829 Jupiter-Saturn cycle, 613—616 expert systems. See Expert systems lunar eclipses, 624—625 fractals. -
Weekly Column” for November 2, 2020 1
Section by Section Briefs November 2, 2020 OPENING: The Bear Growls Are we entering a Bear market or will seasonality win out? We are leaning towards the former The SCORECARD: Broken Ranges NDX and SPX trending lower. Biden Bump continues as Mids, small gain on S&P and Asian Markets gain steam WEEKLY RISK MANAGEMENT: Big Reversal in Risk Watching the VXST for a reversal and will help confirm if we are sitting in a bull or bear market. COLUMN EARNINGS: ERT Reversing Down from Column E Advisors A downward trending ERT has not been a support for rising stocks historically. The ERT is set to rollover this week. A Weekly Newsletter from the COMMODITIES & PRICES: Falling research department at Column Commodities E Advisors Crude products are falling, Gold is languishing but Natural gas is driving higher. Ultimately it comes down to the CRB and the signals are not good. RATES AND MONEY: Tight Money, higher yields and trouble? The jump in long bond yields has been a long time coming from a chart perspective. However, is this from a fall on money momentum? What are the follow on effects? PORTFOLIO UPDATE: Oversold? Over the past week, several stocks dropped into short term downtrends but we suspect that too many of them did. In August, there was the polar opposite effect with too many buys. CHART QUICK HITS - Industrial Metals over S&P’s - Bitcoin breakout continues - Euro turn lower, discretionary stocks lagging and more COLUMN E ADVISORS “WEEKLY COLUMN” FOR NOVEMBER 2, 2020 1 Leading Off The Bear Growls? by Brendan McCarty On Twitter last week, I posited that the current trading of the S&P 500 was much like what occurred in 2018 – an analysis we also posted in this opening last week. -
Donchian Channels Monest Channels
TRADERS´ BASICS 59 Adaptive and Optimised Donchian Channels Monest Channels Channels are at the heart and soul of technical analysis, from as early as its conception. However, up to this day, they come with a lot of subjectivity. This implies that it is hard to implement them algorithmically. Yet, computers and automation might have been the single most important driver in the wide spread adoption of the technical analysis discipline. This article will show how to objectify and optimise the calculation of horizontal channels and, hence, the support and resistance lines they are made up of. 08/2011 www.tradersonline-mag.com TRADERS´ BASICS 60 Ranges Rock for a resistance line. Figure 1 Ranges are quite important in shows an upper Donchian channel the analysis of charts and the line (resistance) with a look back automation of it. They give birth period of 36 days and a lower to the timecompression needed Donchian channel line (support) for new trends to develop and with a window of 20 days. When for existing trends to turn. Even you go back in time, starting at the the most well known systems right side of the chart, the highest like William O’Neil’s CANSLIM high over the past 36 days was approach, Weinstein’s stage 3.29, while the lowest low over analysis and a lot of trend the past 20 days was 2.26. These following strategies depend lines are annotated on the chart as on them to make decisions D36 and D20. concerning the possible start Perhaps, by now, you already of a trend, phase or stage. -
Elder-Disk for Tradestation CIMTR V
Elder-disk for TradeStation version 4.1 (for TradeStation v9.5 and newer) Thank you for purchasing this Elder-disk. It was originally developed in 2002 by Dr. Alexander Elder, the author of COME INTO MY TRADING ROOM, and by John Bruns, a programmer. This disk adds the indicators to TradeStation from this book, as well as the earlier book TRADING FOR A LIVING. This software is designed for use with TradeStation online. You must be a registered user of TradeStation Software to use this disk. Some of our newer studies require Radar Screen. You must have Radar Screen enabled to use them. Check with your TradeStation representative how to qualify for a complimentary Radar Screen. This Manual and software are Copyright © 2002, 2006, 2012 and 2017 by Elder.com and John Bruns. All Rights Reserved. Violators will be prosecuted. This manual is provided in PDF format, showing screen samples exactly as you will see them on your TradeStation. To view the PDF file, you need to have Acrobat Reader, a free program from Adobe. If you do not already have it installed, the viewer for PDF can be downloaded for free from www.adobe.com , look for Acrobat Reader. You can work with this manual displayed on your screen or print it out. TradeStation charts normally have a black background which looks great on a monitor but translates poorly to print. If you decide to print this manual, try a sample page with black charts first to see how they turn out. Keep in mind that this type of printing will use a lot of ink. -
3 Ways to Spot Trend Reversals with the Mass Index
3 Ways to Spot Trend Reversals with the Mass Index If you carefully observe any bar chart, you can see that even when the stock price is trending upwards or downwards, the price is actually ranging. The only difference between trending and ranging markets is the direction of the range. Once you draw an equidistant channel on any price chart, the ranging nature of price becomes more evident. Figure 1: Theory Behind the Mass Index Indicator When Donald Dorsey developed the Mass Index indicator, his rationale was that if the prevailing trend were going to change, the price range would have to widen. If you are having difficulty imagining the situation, look at figure 1, do you see what we mean? Although the Mass Index is great at signaling a potential change in the trend, it will not tell you which direction the trend is changing. After all, an uptrend can gain additional bullish momentum and that will also help make the range much wider. You have to remember that when the Mass Index technical indicator line is going up, the climbing line is only signaling that the volatility of the stock is going up. However, the Mass Index indicator line does not signify any directional bias of the stock. That’s why you need to incorporate other technical analysis tools into your mass index trading strategies in order to identify the change of direction of the prevailing trend. Consider an analogy for a moment, you are driving a car and the mass index calculator, which shows volatility of the stock, is your speedometer. -
8 Best Bearish Candlestick Patterns for Day Trading [Free Guide & Video]
8 Best Bearish Candlestick Patterns for Day Trading [Free Guide & Video] Recently, we discussed the general history of candlesticks and their patterns in a prior post. We also have a great tutorial on the most reliable bullish patterns. But for today, we’re going to dig deeper, and more practical, explaining 8 bearish candlestick patterns every day trader should know. We’ll cover the following: What these patterns look like The criteria for confirming them The story these candles tell How to set entries and risk for each Some common mistakes when interpreting them. 8 Bearish Candlesticks Video Tutorial If you have a few minutes, our in-house trading expert, Aiman Almansoori has cut out a lot of the leg-work for us in this fantastic webinar. We’ve time-stamped the exact spot in the recording where he begins speaking about these 8 bearish candlestick patterns. Have a watch while you read! Also, feel free to use our quick reference guide below for bearish candlestick patterns! Be sure to save the image for your use with your trading and training in the market! What Bearish Candlesticks Tell Us Hopefully at this point in your trading career you’ve come to know that candlesticks are important. Not only do they provide a visual representation of price on a chart, but they tell a story. Behind this story is the belief that the chart tells us everything we need to know: the what being more important than the why. Each candlestick is a representation of buyers and sellers and their emotions, regardless of the underlying “value” of the stock. -
Technical Analysis Masterclass
TRADING: TECHNICAL ANALYSIS MASTERCLASS - Master The Financial Markets – Rolf Schlotmann & Moritz Czubatinski Copyright © 2019, Rolf Schlotmann, Moritz Czubatinski, Quantum Trade Solutions GmbH All rights reserved, including those of reprinting of extracts, photomechanical and electronical reproduction and translation. Any duplication, reproduction and publication outside the provisions of copyright law (Urheberrechtsgesetz) is not permitted as a whole or in part without the prior written consent of the author. This work is not intended to give specific investment recommendations and merely provides general guidance, exemplary illustrations and personal views. Author, publisher and cited sources are not liable for any loss or other consequences arising from the implementation of their thoughts and views. Any liability is excluded. The advice and information published in this book has been carefully prepared and reviewed by the author. Anyhow, a guarantee or other responsibility for their accuracy, completeness and timeliness cannot be given. In particular, it should be noted that all speculative investment transactions involve a significant risk of loss and are not suitable for all investors. It is strongly recommended not to rely solely on this book, but to conduct own investigations and analyses and, if necessary, to obtain advice from financial advisors, tax advisors and lawyers before making an investment decision. Company identity Quantum Trade Solutions GmbH Jahnstrasse 43 63075 Offenbach Germany Chairmen: Schlotmann, Rolf and Czubatinski, Moritz Publication date: 19.02.2019 1st version Financial charts have been obtained through www.tradingview.com Foreword Introduction 1. What is trading? 1.1 The profit potential 1.2 Decision-making 1.3 Short-term vs. long-term trading 2. -
Integrating Neurally Enhanced Fundamental Analysis, Technical Analysis and Corporate Governance in the Context of a Stock Market Trading System
Fusion Analysis: Integrating Neurally Enhanced Fundamental Analysis, Technical Analysis and Corporate Governance in the Context of a Stock Market Trading System Safwan Mohd Nor DiA (UiTM), BA (Hons) AFS (UCLan), MFA (LTU), CFTP Thesis submitted in fulfilment of the requirements for the degree of Doctor of Philosophy Finance and Financial Services Discipline Group College of Business Victoria University, Melbourne 2014 Abstract This thesis examines the trading performance of a novel fusion strategy that amalgamates neurally enhanced financial statement analysis (traditional fundamental analysis), corporate governance analysis (new fundamental research) and technical analysis in the context of a full-fledged stock market trading system. In doing so, we build and investigate the trading ability of five mechanical trading systems: (1) (traditional) fundamental analysis; (2) corporate governance analysis; (3) technical analysis; (4) classical fusion analysis (a hybrid of only fundamental and technical rules) and (5) novel fusion analysis (a hybrid of fundamental, corporate governance and technical rules) in an emerging stock market, the Bursa Malaysia. To construct the full-fledged trading systems, we employ a backpropagation algorithm in enhancing buy/sell rules, and also include anti-Martingale (position sizing) and stop loss (risk management) strategies. In providing valid empirical results, we compare the trading performance of each trading system using out-of-sample analysis in the presence of a realistic budget, sample portfolio, short selling restriction, round lot constraint and transaction cost. The effects of data snooping, survivorship and look-ahead biases are also addressed and mitigated. The results show that all the trading systems produce significant returns and are able to outperform the benchmark buy-and-hold strategy. -
Data Visualization and Analysis
HTML5 Financial Charts Data visualization and analysis Xinfinit’s advanced HTML5 charting tool is also available separately from the managed data container and can be licensed for use with other tools and used in conjunction with any editor. It includes a comprehensive library of over sixty technical indictors, additional ones can easily be developed and added on request. 2 Features Analysis Tools Trading from Chart Trend Channel Drawing Instrument Selection Circle Drawing Chart Duration Rectangle Drawing Chart Intervals Fibonacci Patterns Chart Styles (Line, OHLC etc.) Andrew’s Pitchfork Comparison Regression Line and Channel Percentage (Y-axis) Up and Down arrows Log (Y-axis) Text box Show Volume Save Template Show Data values Load Template Show Last Value Save Show Cross Hair Load Show Cross Hair with Last Show Min / Max Show / Hide History panel Show Previous Close Technical Indicators Show News Flags Zooming Data Streaming Full Screen Print Select Tool Horizontal Divider Trend tool Volume by Price Horizonal Line Drawing Book Volumes 3 Features Technical Indicators Acceleration/Deceleration Oscillator Elliot Wave Oscillator Accumulation Distribution Line Envelopes Aroon Oscilltor Fast Stochastic Oscillator Aroon Up/Down Full Stochastic Oscillator Average Directional Index GMMA Average True Range GMMA Oscillator Awesome Oscillator Highest High Bearish Engulfing Historical Volatility Bollinger Band Width Ichimoku Kinko Hyo Bollinger Bands Keltner Indicator Bullish Engulfing Know Sure Thing Chaikin Money Flow Lowest Low Chaikin Oscillator -
A Guide to WL Indicators
A GUIDE TO WL INDICATORS GETTING TECHNICAL ABOUT TRADING: USING EIGHT COMMON INDICATORS TO How is it different from other MAs? MAKE SENSE OF TRADING While other MA calculations may weigh price or time frame differently, the SMA is calculated by weighing the closing prices equally. What’s a technical indicator and why should I use them? Traders usually use more than one SMA to determine market momentum; when an SMA with a short- term time What’s the market going to do next? It is a question that’s almost always on traders’ minds. Over time, traders period (for instance, a 15-day SMA) crosses above an SMA with a long-term time frame (a 50-day SMA), it usually have looked at price movements on charts and struggled to make sense of the ups, downs, and sometimes means that the market is in an uptrend. sideways movements of a particular market. When an SMA with a shorter time period crosses below an SMA with a longer time period, it usually means That’s given rise to technical indicators - a set of tools that use the real-time market moves of an instrument to that the market is in a downtrend. Traders also use SMAs to detect areas of support when a trend changes give traders a sense of what the market will do next. There are hundreds of different indicators that traders can direction. Generally, an SMA with a longer time period identifies a stronger level of support. use, but whether you’re a new trader or an old hand at it, you need to know how to pick one, how to adjust its settings, and when to act on its signals.