The power of open source- a.k.a. "Stupid me".

To phrase it like a well-know commercial back in the 2000s:

Research about correlation, their advantages and disadvantages:

5 hrs

Implement your own correlation algorithm:

5 hrs

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So that's it: 2016. End of this year, but just the beginning of this blog. Started in April, I wrote around 200 articles since. One of the biggest developments during the year was the re-implementation of the trading system. Overall I am pretty satisfied with the process and the results. Currently I am working on the portfolio manager, which will be in charge of controlling the risk-/moneymanagement of the system. After finishing that, there will come the time to test the system under live conditions, with real money.

So, whats left...new year resolutions?

Well kinda: write more on the german side of the blog, better and more frequent documentation of the development and testing process and last but not least: World Domination! (well that might take until 2018).

Happy New Year and all the best to my readers, c ya in 2017!

denis.

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After 8 months development I hereby proudly present ichinscratchy v0.1.0

It is an Ichimoku-based trading system originally developed in libreoffice/ openoffice basic macro language and rewritten in C from scratch. This is the initial release, the highlights of this version include:

  • fully customizable Ichimoku analysis: Tweak periods, choose which signals and/which strength should be executed
  • two different stop loss strategies: classic percentage stop plus volatility based stop. Both can be set to be trailing, up/down or fixed ones
  • arbitrary number of markets: you have the data- ichinscratchy does the ichimoku!
  • risk management currently position/symbol-wise (stop loss, number of positions per market)
  • generates skript files to plot charts with GNUPlot (price, indicators, signals)
  • backtest the strategy (10 year DAX backtest ~100sec on my machine)
  • statistics for backtests
  • printout current market situation (see weekly ichimoku overview on this blog)
  • fully opensource, source code included. Documentation continuously growing

As this is the initial release, it currently of course has limitations:

  • Linux only (though you could try to compile it yourself for other platforms)
  • MySQL needed (program stores everything there)
  • definetly not a fire-and-forget/easy-to-use program, some skills in MySQL/Linux console/C programming wouldn't hurt

If you are interested, I created a new category for it on my blog (see top menu), or follow this link: The Ichinscratchy trading system

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This is an updated version of an article I originally posted in German (change language with the little flags in the upper right). After posting a lot of charts and chart snippets lately, I thought I could share some ideas (and code :)) with whoever is interested in Gnuplot. When I made the initial design/architecture of my (future) trading system framework, I added a charting component to my wishlist. Not because I needed it for the actual trading, but for debugging the signal generation part (and of course enhance my signal posts on this blog with some visuals).

Almost instantly Gnuplot came to my mind, a scientific plotting utility with scripting capabilities. The best part: it is free and open source software, free as in free speech AND free beer! :) And of course, to conclude the teaser with shameless name-dropping: picking up a code snipped John Bollinger posted more than 11 years ago! So I spend a couple of evenings with Gnuplot, googling and playing around...

For the article please follow this link or use the menu item Know-How...

 

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This is an updated version of an article I originally posted in German (change language with the little flags in the upper right). After posting a lot of charts and chart snippets lately, I thought I could share some ideas (and code :)) with whoever is interested in Gnuplot. When I made the initial design/architecture of my (future) trading system framework, I added a charting component to my wishlist. Not because I needed it for the actual trading, but for debugging the signal generation part (and of course enhance my signal posts on this blog with some visuals). Almost instantly Gnuplot came to my mind, a scientific plotting utility with scripting capabilities. The best part: it is free and open source software, free as in free speech AND free beer! :) And of course, to conclude the teaser with shameless name-dropping: picking up a code snipped John Bollinger posted more than 11 years ago! So I spend a couple of evenings with Gnuplot, googling and playing around...

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Two or three weeks ago I decided to post trading signals regularly during the week. Not neccessarily so comprehensive as the weekly ichimoku analysis, but as much I could do in my rare spare time :) Since a couple of weeks I encountered occasional problems with the python script, that fetches my data from a free source from the web. Since monday the script stopped working at all, of course at a time I was on a business trip and could not react. Perfect timing.

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Last two weeks showed me again that your perception of the state of the market(s) depends heavly on your trading style and the system one prefers (if any, hopefully you do have one :)). Different players with different styles come to completely diverging conclusions. I chose two examples with chart snapshots, that occured during this (and last) week (if you want to see the corresponding weekly analysis, see here for the 40th and here for the 41st week of the year):

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Last week the Sugar Future made four strong long signals, when analyzed with the Ichimoku approach. For the month of August, there are now eight strong long signals in a row (see screenshot below).

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Hat n Weilchen gedauert, aber die wöchentliche Auswertung wird ab sofort wieder gepostet. Format und Inhalt werden sich im Laufe der Zeit noch ändern (z.B. will ich die Signale der letzten 5 Handelstage mit ausgeben), aber fürs Erste ist es ok. Die Auswertung der 20 Werte gibt einen Eindruck auf die allgemeine Großwetterlage, die beiliegenden Charts enthalten dann alle Details. Sowohl Charts als auch Auswertung in Textform werden automatisch erstellt, ich bin mir nicht sicher ob ich alle Spezialfälle abfange. Deshalb meine Bitte: Wenn Fehler auffallen, Änderungswünsche in Form/Inhalt vorliegen oder um einfach nur Feedback zu geben: Bitte einfach die Kommentarfunktion nutzen, oder eine email an This email address is being protected from spambots. You need JavaScript enabled to view it.. Merci :-)

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An dieser Stelle ein Test: Ich habe ja versprochen, die wöchentliche Ichomoku-Auswertung schnellstmöglich wieder online zu stellen. Als ersten Schritt habe ich ein Addon zu diesem Blog installiert, welches die Anzeige von Galerien ermöglicht. In diesem Fall Chartgalerien, welche wöchentlich erstellt werden. Fürs Erste werden die Charts für die selben Werte erstellt, für die ich früher bereits die Ichimoku-Auswertung gepostet hatte. Die Liste wird in Zukunft möglicherweise erweitert/geändert. Nebenbei arbeite ich daran, auch eine textbasierte Auswertung zum Lesen wieder online zu stellen.

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Subcategories

A weekly overview over a lot of important markets

Freshly generated trading signals

posts that do not fit into another category

Know How zur Erstellung eines Handelssystems.