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I personally do consider an R language and its library infrastructure the best tool for testing and verifying quantitative strategies before any coding is started. Before I’ve discovered R I was using Python and Numpy/Scipy/Pandas/Matplotlib library-four for my quants testing and verification. Tough these tool are very good using them sometimes slows down whole testing phase as one has to write bunch lines of code to get strategy test results. Hence I was trying to find something more “productive” and have found R.
In this article I’d like to show you how efficient and fast could R be in helping us to solve some quants problems. For this article I’ve choose correlation and heatmap. Mainly for sake of simplicity because I know for those already knows Python and its batteries this sample could be very effectively done with Python as well. But I do want to make my first R sample here on this site simple and comprehensible for those who do not know R nor Python.
I guess we can agree that correlation is something each trader should take care of if taking trading seriously. You may ask why someone should try to do something that is also available publicly on many sites. The one reason …
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kevinfu avatar
kevinfu 29 Nov.

Though I don`t understand,but I know this is a great article,thanks for your work.

mcquak avatar
mcquak 29 Nov.

tishina , Mattie , Forex_champion  thank you for you comments

mcquak avatar
mcquak 29 Nov.

kevinfu thank you for your comment. I'm sorry, English is not my mother tongue so I do understand that my article could sound confusing.

adelas60 avatar
adelas60 29 Nov.

it is very nice

mcquak avatar
mcquak 29 Nov.

Thank you adelas60

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17/67
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Evry Trader have his own strategy but when we trade to make it automatic we found many many unwanted trades.so we continue to try to filter those trades to make the perfect algorythme for our strategy.in this article i'll give you some idea to filter your trades and make the market trade for you.-Goals:         *evry trader have his goal and nowadays we talk just about pips goal so stops take profit and stop loss.so the systeme is:                         +find the best point                         +choose the amount of the trade(lots)                         +open the order(with stp)but  they we trade money with money that meen it's all about money so my idea is to trade with the base of your equity.i will give you some algo to help you.A-find the best point:                +everyone have his own base of indicator and system to find the point to open the tradewe will see my strategy and the algo              ++   The "Opening Point of the Position" slot shows the price, at which the strategy
enters the market and adds/removes from an open position. We enter the market at
a price level determined by an indicator value or by time ("Bar Opening" for
example). However, before we open…
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Traders all around the world are looking for the best trades to make the most profit. Correlations are very important to a successful trader as traders can HEDGE positions or see if a correlated pair is about to BREAKOUT.  Correlations are a statistical measure of how two currency pairs move in relation to each other. A measure of -1 is when they track perfectly opposite to each other for example if EURUSD went up 100 pips and AUDUSD went down 100pips they would have a correlation value of -1. On the other hand A value of 1 is when they both move perfectly with each other. So both move up 100 pips together. It is very rare to find perfect correlations but some are very close to 1. However a common example is A BONDS yield and price. So for example If the Price of the bond rises the yield falls and vice versa this is perfectly inversely correlated. Here are some examples of Correlation over hourly charts on some of the most popular currency pairs. AUDUSD - EURUSD : 0.949 AUDUSD - NZDUSD : 0.998 AUDUSD - GBPUSD : 0.957 EURUSD - NZDUSD : 0.954 EURUSD - GBPUSD : 0.999 NZDUSD - GBPUSD : 0.962 As you can see here some such as AUDUSD - NZDUSD are very …
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FX_Swingtrader avatar

Yeah Adrian I think you link is easier to understand thanks.

AdrianWS avatar
AdrianWS 22 Dec.

no problem. glad you are all liking my writing style.

masterfxtrader avatar

quite complicated for the average trader with all the maths but very nice indeed.

AdrianWS avatar
AdrianWS 31 Dec.

Happy new year everyone, have a good and prosperous 2012.

skytrader avatar
skytrader 31 Dec.

happy new year to you too adrian. stay healthy! thanx for the fine work you provided with your articles! it is very useful information. hope you continue next year!

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