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10/40
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In this serie of articles i will document my learning of the language R, my competences in propgramations are very basic.
I will focus on the uses of R for financial data, for that il will use the book Processing and Analyzing Financial Data with R by Marcelo S. Perlin freely available on https://msperlin.github.io/pafdR/index.html.
Introduction

The R language is programming language for data manipulation and visualisation. It is a GNU ( open source) software .R have a very active community and is used by very big companies like Google and Microsoft for data analysis.
Learning R language is a good choice for data analysis : the language is mature, with a stable platform and a lot of packages for all domains of knowledges.
The platform for R is free and can be used alone , but we will use Rstudio because it is much more productive , and offer a lot of additional functionalities.
How to install R

To install R go to https://www.r-project.org/ then go to https://cran.r-project.org/mirrors.html and chose a mirrors near your location to speed up the download process.
Click download R for windows
This will load another page, chose “base Binaries for base distribution. This is what you w…
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daniellabas avatar

Good job!

ireen1386 avatar
ireen1386 27 July

Very good!

_shokolad_ avatar
_shokolad_ 28 July

Interesting !

bogos avatar
bogos 3 Aug.

nice

cashshark avatar
cashshark 25 Aug.

Great Article

orto leave comments
12/34
Ranking
Various sources claim that 70% of GAPs are closed. Let's try to understand the validity of this statement. We will try to find answers to the main three questions:
  • How do different currency pairs react to the GAP?
  • How much time is needed to close a gap?
  • How to use the statistics in the trade?
For analysis, you need a historical data manager for the JForex platform and Microsoft Excel. The principle of analysis consider the example of the currency pair EUR_USD. For other instruments, the calculations will be similar. After exporting the daily and weekly Japanese candles, we will do the following manipulations:
  • We find the GAPs themselves, for this, from the opening price of the current day, we subtract the closing price of the previous day and multiply by 10,000 to get the value in points. A negative value will mean that the GAP is down;
  • We will analyze GAPs with a value of more than 20 points, for this, in the next column we transfer the GAPs satisfying this condition;
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Siarhei89 avatar
Siarhei89 29 Nov.

Наконец, нашел статью с подтвержденными расчетами и фактами о закрываемости гепов, которые можно использовать в торговле. Спасибо авт

NAVOEVA avatar
NAVOEVA 29 Nov.

Cool

rashadali avatar
rashadali 30 Nov.

good article

Sasha_spicy avatar

well done!

Yuliya_N avatar
Yuliya_N 1 Dec.

Отличный анализ!

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2/44
Ranking
Сегодня хотел бы рассказать о том как можно самостотельно организовать процесс анализа трейдером своей торговли.
Статистика поможет взглянуть на себя со стороны и оценить свои действия, найти сильные и слабые стороны.
Я не использую ни платные, ни бесплатные сервисы, представленные на просторах интернета.
На сегодняшний день я использую информацию, предоставляемую платформой. Конечно необходимо провести определенную настройку обработки занесенных данных с помощью функционала Microsoft Excel.
Первым шагом меня интересовало то, насколько эффективно я торгую тем или иным инструментом.
Для чего я свел в одну таблицу данные о количестве прибыльных и убыточных сделок и общем результате в разрезе каждого инструмента и месяца.
Однако, перед этим мне потребовалось привести информацию о совершенных сделках в удобоваримый для Excel формат.
Все закрытые трейды я вношу в отдельную таблицу в таком виде:
Далее, используя функции выборочного вычисления «СЧЕТЕСЛИМН» и «СУММЕСЛИМН» рассчитываются соответствующие показатели.
Таблично это выглядит так:
Так как, я пробую различные стили и стратегии торговли , меняются длинна STOP-LOSS и TAKE-PROFIT. Для анализа влияния на итоговый результат при…
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anvifx avatar
anvifx 7 July

very good

Starsailor avatar

impressive work

Wovch avatar
Wovch 21 July

good job

petia avatar
petia 12 Sep.

nice work

vicalex72 avatar
vicalex72 20 June

неплохая работа проведена.  Так держать

orto leave comments
10/59
Ranking
1. Introduction
A lot of indicators and tools try to identify where the turning points may happen (the price levels of the turning points).But none of them, as far as I know, try to figure out when the turning points may happen (the time of the turning point).In this article we will do some simple statistical research to see if turning points tend to happen at certain times. We seek to know if any significant timing bias exists that can give us a trading edge.
2. The Traditional Way of Trading the Potential Turning Points
Pivot point, Fibonacci retracement, Round Numbers, Trend lines and previous highs & Lows are some of the widely used indicators and tools to determine intraday critical support and resistance levels.
  • Resistance is the ceiling price level at which supply (or selling) is thought to be strong enough to prevent the price from rising further.
  • Support is the floor price level at which demand is thought to be strong enough to prevent the price from declining further
Range traders watch these levels as a potential turning points to identify a valid trend reversal signal. At the same time, trend and breakout traders watch the same key levels closely to identify a valid…
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Apophis avatar
Apophis 8 Mar.

very interesting article

Kivetat avatar
Kivetat 9 Mar.

great job)))

Avnish26 avatar
Avnish26 9 Mar.

nice article

KRU9 avatar
KRU9 9 Mar.

good

rupesh1984 avatar
rupesh1984 25 Mar.

Very good work ;)

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7/68
Ranking
In my previous article i have shown you a strategy based on MACD & stochastic oscillator. This strategy is one of the best strategy present in the library. Lets automate it and see
is this is a profitable strategy or not?
So lets start building the strategy first.

STEP-1 Beginning

1. Periods + Instrument Selections
2. Position Limiting Block
Take a look at the Figure-
STEP-2 Indicators

1. Macd

As from figure to Open a trade we have to look at the slope of macd.
is it upward or downward? To know we have to think about simple maths. we need three last histograms to be
Uptrend- "up down up"
Downtrend- "down up down"

See the Figures
hence it is confirmed that we have require the past three histogram data which is given by
MACD(Shift1), MACD(Shift2), MACD(Shift3)

2. Stochastic

A simple Stochastic of default period with shift-1
This is how it looks like-
STEP-3 Opening Orders
1. In the figure, The left hand portion is for opening Sell order and Right hand portion is for open Buy orders.
2. We have used 3 macd hence to Open a position we have to use same down up down strategy for opening Short position and vice versa for a long position.
3. Stochastic is default as crossover, if it …
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FXRabbit avatar
FXRabbit 17 Jan.

Good effort!

Elani avatar
Elani 18 Jan.

Will wait for your next article!

TInna avatar
TInna 19 Jan.

информативно, молодец)

mcquak avatar
mcquak 19 Jan.

Thanks for your effort, it's beneficial for readers to know, how the "article" can be melted in some automated strategy. However I'd be cautious to claim that it's profitable strategy based on back testing result of one month.

brilliant avatar
brilliant 25 Jan.

worth further examination .thanks

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32/68
Ranking
Bonjour friends,
This article is going to follow my last article, which was the introduction to R, and how to install it. After this, you will know how to create a labeled graph using an R script.
Objectives of the article:
ú Create script file
ú Load a library package
ú Draw and label a graph
SCRIPTING IN R
If you’re able to run R with the command-line interface (CLI), then you can just follow the instructions as such:
  1. Open the command console. On Windows 8.1 you will just press the start and search for command’ or ‘cmd’.
  2. Once here you can simply open the application with ‘R’ enter, or ‘R --quiet’ and hit enter. The latter function will be quicker and the ‘quiet’ descriptor just means there is no boilerplate language after opening the app.
  3. Download the zip script file titled ‘r_script_example.r’ at http://daily.liaisons.press/r_script_example.r.zip
  4. Unzip the file and place it in the ~\bin folder where you installed the R application, this is the folder that has your Rterm console. You will need this to run the next step.
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brilliant avatar
brilliant 25 Jan.

what is R ?

pshan avatar
pshan 25 Jan.

brilliant: It's a statistical computing package.

mcquak avatar
mcquak 25 Jan.

brilliant  R is programming language for advanced statistical and mathematical computaions. It's also used for many other thing concerning financial assets trading, e.g. in R is possible to backtest trading strategies very easy and efficiently. R has many interfaces e.g. rJava for integrating Java (IStrategy) with R.
This is just for brief overview to give you an idea what R is, but It has much much more....

brilliant avatar
brilliant 25 Jan.

thank you very much friends

pshan avatar
pshan 25 Jan.

good

orto leave comments
19/69
Ranking
Bonjour friends,
The holiday season is upon us, and I wanted to jam through this highly useful article for your research and statistical analysis on how to make R language work for you.This write-up covers the following topics:
  • Introducing R
  • R Installation
  • Installing packages
  • Creating graphs
INTRO
If you’re not already familiar with R programming, there’s no better time to learn and get started with this powerful little programming pack. In it you can run very detailed statistical analysis in a matter of no time. Knowing how to code and planning your work will help you in your analysis and research. Since R is recognized as a credible statistical package, it’s helpful for you to know how to code with this language to help shape your writings in global currencies.
First thing to know is that R works off of the S language framework developed at Bell labs; and S-PLUS, which is mathematically expressive. So, if you have any experience with coding in S or so-called latex in your research papers, you will quickly learn how to master R programming language.
During my time as an undergrad at the University, I had the privilege of working with really good statistical software for my analy…
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killer195175 avatar

good work

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12/76
Ranking
In this article are described some concepts that can be used to optimize automated strategies.
The topics covered are:
  1. Minimizing cost
  2. Finding an optimal entry/exit within a short time period
  3. Using Big Data to optimize strategies
  4. Statistically evaluating a strategy

Minimizing costs

Costs arise from the spread and commission. Statistically, these costs are the only thing that will cause you to lose money from trades.
The spread is by smallest on the EUR/USD pair but even on this pair, it changes enormously throughout the day. A strategy should therefore follow the spread closely and only enter or exit positions when it’s at its smallest level.
The graph above shows how the average spread and its standard deviation evolves throughout the day. It is important to keep in mind that the spread may change between the moment when you place an order and the moment at which the position is really taken.
Finding an optimal entry/exit within a short time period
Trends are a central point to any strategy. If there were no trends, there would be no means to predict price movements.
It is hard to claim whether trends occur on larger time scales or not but is definitely the case for very s…
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tdbatinkov avatar

Every strategy is winning only... when its settings are in harmony, in resonance with present market conditions...but the market is always changing

Natalia_Kisenko avatar

good advice

zarina avatar
zarina 19 Feb.

Article about the optimization strategies are the most useful!

Olkiss70 avatar
Olkiss70 21 Feb.

very nice job!

Nihad avatar
Nihad 27 Feb.

Good luck buddy

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32/70
Ranking
Введение

Уважаемые участники сообщества умных людей Dukascopy, хотел бы поделиться с Вами небольшим исследованием результатов голосования конкурса фундаментального анализа. На это исследование меня подвигло прочтение статьи участника сообщества salamandra "фундаментальный анализ - бинарные опционы". В статье приводилось использование оценки перевеса голосования для открытия сделки в бинарных опционах в направлении, за которое в конкурсе фундаментального анализа проголосовало большинство. Меня заинтересовали следующие вопросы - действительно ли большинство чаще угадывает направление движения курса после публикации новости, чем меньшинство, и , если чаще, то насколько. Именно на эти вопросы я и попытаюсь ответить.
Данные для статистической оценки

Мною были собраны данные о 201 событии конкурса фундаментального анализа с 6.10.2015 по 8.01.2016, включая результаты голосования, а также результаты самих событий. Фиксировалось количество проголосовавших за рост курса, количество проголосовавших за падение курса, за какое направление голосовало большинство (в случае равенства голосов, большинство не фиксировалось) и собственно результат события - рост или падение курса. Полученные значения…
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Daniil_Stolnikov avatar

Я сразу понял что тут 50 на 50 без всяких исследований ))

Natali_Niyazova avatar

Хорошая работа проделана! :)

wisdom_consultant avatar

good article!

al_dcdemo avatar
al_dcdemo 15 Jan.

A part of the events that went against the majority were probably the ones that were priced in, as you've already pointed out. I would say expanding the sample would probably lower the ratio but one would need to test it. Interesting content, great explanation and very well written!

Olkiss70 avatar
Olkiss70 31 Jan.

интересное исследование с несколько неожиданными для меня результатами

orto leave comments
24/66
Ranking
Je voudrais partager avec vous quelques aspects de l'analyse statistique sur l'historique des cours ou backtest. Précisons avant tout que cet exposé se limite aux cas suivants :
  • Backtest manuel
  • Daytrading
  • Trading manuel

Nous allons donc nous attacher à l'analyse statistique menée manuellement dans le cadre d'une activité de daytrading basée sur le modèle statistique étudié, activité qui ne peut être automatisée et qui nécessite alors votre présence devant l'écran tout au long de votre session. Cette restriction n'est pas impérative mais s'applique au mieux à l'analyse du présent article, libre au lecteur de l'adapter à ses besoins.
Prenons un exemple pour clarifier ces conditions : vous désirez étudier une représentation en chandeliers japonais 5 min dans une structure graphique particulière. Cet exemple ne pourra être formulé, un backtest automatique est donc exclu. Si ce backtest est validé, l'ouverture et la fermeture de toute position se feront manuellement.
L'ambition de cet article n'est pas de vous livrer clés en main une méthode d'analyse statistique mais plutôt le b.a.-ba de ce qu'il ne faut pas faire.
J'ai toujours été fasciné par l'écart, parfois le gouffre, qui peut exist…
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CharmingRimma avatar

Good written article!

BeautybyLesya avatar

Great article! Well done!

VictoriaVika avatar

Very good article Iso, as always!

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6/43
Ranking
Introduction
Dear traders! The average book or even trading signals from various sites about trading is pretty useless, with a focus mainly on the choice of the point and time of entry, and as a result, all readers will lose money using its advices. Of course, there are books that are on par with the usual nonsense get to a much more important topic of mathematical expectation. However, most of these books again wrongly portrayed this aspect. Either they underestimate its importance, making them look like the already mentioned books. But more often, they even taught entirely wrong to look at the expectation of profits, forcing you to do one more step in the wrong direction, giving its readers the confidence and at the same time forcing them to lose money because of the financial short-sightedness. In this article, I'll try to fix this problem once and for all.
A proverb says: "Losers are focused on their lucrative positions, and the winners are focused on winning." The same item can be viewed in different ways: if we change the point and time of entry, they are important, and if you use a permanent approach to the addition of profitable positions, the point and time of entry almos…
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Viktoria_Kapitonova avatar

WOW! молодец! хорошо сделано!

Golda avatar
Golda 29 Oct.

Мне тоже нравиться, отлично

piter44 avatar
piter44 30 Oct.

+1

SalviLeana avatar

Good job !

Manoj89 avatar
Manoj89 21 Apr.

Interesting

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20/44
Ranking
Hi there.
About 4 month past since that time I lost my deposit, and same about 4 month I joined to a contests. There are few things what I learned for this time:
[list][/list]…
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Illya avatar
Illya 25 May

Спасибо)

Olga18375 avatar

I like your articles!! Good job!!

Olga18375 avatar

Правда, отличные статьи, понятно описано и приятно читать!! Молодец!!

Illya avatar
Illya 25 May

Спасибо)

anna_t avatar
anna_t 26 May

like it!)

orto leave comments
7/29
Ranking
In the article submitted below

Currency classification after a year and how it can be used in the trading.

End of the year is a signal for the trading.

Wiew at USDCHF.

Currency classification after a year and how it can be used in the trading.
__________________________________________________________________________
1
After having observed the movements of currencies in the Forex market, I came to the conclusion that currencies can be divided into four groups. I provide currency fluctuations for 2013.
Turtle currencies had the potential for significant fluctuations during the year but did not realize it. Due to various reasons, these are undervalued currencies.
Sprinter currencies possess the potential to surge in volatility during the year for a period of two to four months.
Outsider currencies disappointed the market participants and are under pressing now, the second category here is outsider currencies that had not chosen the direction throughout the year.
Leader currencies demonstrate unidirectional movement throughout the year.
Of course, that trend can change and the turtle will turn into a sprint, andthe outsider in
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heimdall avatar
heimdall 13 Jan.

nice

PPandM avatar
PPandM 15 Jan.

well done! LIKE

Marenno avatar
Marenno 17 Jan.

Good Article!!!

bokafx avatar
bokafx 17 Jan.

Good work

olga avatar
olga 19 Jan.

great article!

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5/43
Ranking
IntroductionI got interested in forex a couple of years ago. I had no mentor and no plan on how to explore the world of trading. I read a couple of books on trading but I was disappointed by the lack of discipline behind the apparent complexity of technical analysis. Instead of continuing further in that direction, I applied the methods I learned at university and here are some of my findings.Creating a randomly fluctuating instrument The idea is to compare the forex market with a random time dependent system, an instrument that fluctuates randomly but whose fluctuations resemble that of a real instrument. The simple way is to start at a certain price and at each step, change the price by a value uniformly chosen at random between -1 and 1. This does not reflect the actual distribution of price changes on the forex market but the results are interesting none the less. The graphs below are generated in this manner and contain more than 40.000 points. Chance can produce several patterns extensively described in technical analysis books like trends, channels or even a resistance point on the right graph. However this is insufficient to claim that they are always the product of a rando…
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SpecialFX avatar

As a trend-follower myself, this is an interesting article to me. It does not surprise me that the random prices exhibit similar patterns compared to EUR/USD, because there are so many conflicting strategies in the market that it ends up creating a mostly random and chaotic movement in currencies. Yes, most of the time the prices are not trending, so the key to profit with such a strategy is to cut losses quickly and then ride the winners, especially the really big trends that compensate for all the small losses. You will have a low win ratio, but in the end you will make money.

Deta avatar
Deta 12 Dec.

For Olgas two articles that he wrote I have searched to change the printer that it's not working anymore...

scramble avatar
scramble 21 Dec.

nice work, nice article!

Dougle00 avatar
Dougle00 8 Dec.

Thanks! If I'm reading it right 4 days from start of trend provides the most expected (probability adjusted) days. Do you have the same chart with pips on x-axis instead of time? Ref letting winners ride and having stop loss close - depends-- my biggest issue to date has been that my stop-loss was just too close.

orto leave comments
7/35
Ranking
IntroductionIn the first part of this series we have seen the starting point of the development of an strategy and some of the performance statistics that can be useful in this early state of work. Some criteria for 'interesting' results have been discussed as stone marks for deciding if it is worth continuing the work or not.In this part we discuss how this performance data with some other statistics can guide us in the next step, trying to understand the (possible) behavior of the system in the market.First performance data analysisI think that the most important information that we need at this stage of work is to understand the risks of our strategy. The reason is that I only find acceptable systems with contained and well understood loses, which will allow us to trade with confidence. This is dependent, of course, on the money management policy employed, but aiming first at the simple method of scaling leverage to our risk tolerance, we can think that the rough performance estimates obtained at this moment are appropriate proxies for real trade results.So with this framework in mind, we start looking at some statistics from our tests:Profit factor(PF): This statistic can be ve…
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LinnuxFX avatar
LinnuxFX 19 Sep.

Too complex for my strategies, lol, good luck anyway ...

alifari avatar
alifari 24 Sep.

I too found it to complex, but nice attempt

hipernova avatar
hipernova 25 Sep.

I do not think is actually so complex; all the computations described in this article can be done in three or four hours with enough simulations to get solid numbers if we have the strategy coded; the most important thing is that the measures that we obtain by this method are pretty conservative and, in my experience, really good approximations of the potential performance of the system, all without the very expensive process of performing a parameter optimization.

slimih avatar
slimih 26 Sep.

Nice article! +1

svdev avatar
svdev 14 Mar.

Amazing article, keep up the great work : )

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