Understanding the Kelly Criterion in Algo-Trading
Welcome to my first post! Today, we’re diving into an essential concept for traders: the Kelly Criterion . This mathematical formula helps determine the optimal size of a series of bets or in ...
Welcome to my first post! Today, we’re diving into an essential concept for traders: the Kelly Criterion . This mathematical formula helps determine the optimal size of a series of bets or in ...
Backtesting not working!!!! Every time, I click on Run, I get a warning DANGER! Prohibited Usage! Does anybody else also facing the same issue here? ...
Are you a retail investor looking to make significant profits in the trading world? Many believe that you need vast capital or insider knowledge to succeed, but I've turned just $500 into an astoun ...
The Chaikin Money Flow (CMF) indicator is a powerful technical analysis tool used by traders and investors to measure buying and selling pressure in the market. Also known as the Chaikin Accumulati ...
在股市交易中,成交量是非常重要的指标之一。今天,我们将深入探讨成交量均线(Volume MA)和OBV能量潮(On Balance Volume)这两个关键指标,帮助您识别及理解资金的活跃度,以提升您的交易策略。 ...
在金融市場中,短線交易者的成功與否往往取決於他們對市場動向的敏感度及及時反應能力。隨著資訊爆炸的時代,事件驅動交易成為了一種流行的投資策略。然而,如何有效地把握這些事件機會,則需要一套行之有效的框架。本文將介紹「事件真實性 — 影響關聯性 — 市場預期差」的三步框架,幫助短線交易者提升判斷能力,從而在瞬息萬變的市場中立於不敗之地。 ...
This article discuss the implementation of Auto-Regressive (AR) Model as a forecasting trading strategy, then backtest the preformance in ALGOGENE Research Lab. Library to use: ...
In this article, we will implement a simple trading strategy using the ATR indicator. Trading Idea: From the discussion in the previous post , ATR itself does not provide indication about price trend. Instead, it is used to measure market volati ...
Following the discussion from the previous post [Technical Indicator - Relative Strength Index (RSI)] , we will implement a simple trading strate ...
Open interest is a crucial concept for traders navigating the world of futures and options. Whether you're a beginner or an experienced trader, understanding open interest can enhance your trading ...
Every trader has experienced that sinking feeling: you buy, and the price drops; you sell, and it shoots up. It often seems like the market is conspiring against you. But the truth is, the real cul Why Timing Always Feels Wrong ...
Hi I subscribed a strategy from the marketplace . I want to get the source code and change the parameters (eg. TP, SL, etc). How can I ...
What is Grid Trading? Grid trading is a rule-based strategy commonly used in crypto and forex market. It involves setting multiple predetermined price levels above and below a reference price, creating a grid of orders ...
This article provides the full source code of an example presented in a webinar on 2021.07.10. In the webinar, it discussed how to convert a Simple Moving Average Strategy from MT4 EA to ALGOGENE. < ...
The price of TSLA dropped from 815.91 to 250.084 in 2020 which could be due to stock split which caused inaccurate ev ...
Background Martingale strategy is a betting system that originated in 18th century France and was popularized in the 19th century. The system was named after a casino owner in London named John Henry Martinda ...
Warren Buffett, often referred to as the "Oracle of Omaha," has long been revered for his unparalleled investment acumen. One of the key metrics he emphasizes when evaluating potential investments ...
Hi Tommy, thanks for the clarification, I'm using minute level data. ...
In this article, we will introduce a simple trend following strategy using a volatility approach. Volatility Decomposition: Upside vs Downside Volatility is used to reflect the magnitude of market fluctuation, and it is usually used to observe market sentiment or predict market trends. In financial market, due to the behavior of "Market t ...
Trading can be an exciting yet daunting endeavor, especially for beginners. The world of trading offers incredible opportunities but also comes with significant risks. Many newcomers fall into comm ...
訪間很多股民每日花大量時間看專欄/財經節目, 無非想揾返個大師/股神, 拎發達貼士, 必中方程式。 但大家跟左咁多年, 係賺定蝕, 各人心中有數…… 我唔係話d財演無料到, 只係呢個市場上真正賺錢既畢竟只佔少數。 ...
안녕하세요, 여러분! 고주파 거래 전략을 개발하고 싶습니다. 주문서 모델링에 대한 아이디어가 있으신가요? 시장에서 일반적으로 사용되는 다른 고주파 거래 전략에는 어떤 것들이 있는지 궁금합니다. ...
When entering the world of trading, understanding the delicate balance between risk and reward is essential. Many traders, especially beginners, struggle with the harsh reality that losses can have ...
Hello everyone! This post is all about implementing a Grid Trading strategy on ALGOGENE. If you are interested to learn how this strategy works or if you are a new joiner of the platform, this post ...
在投資的世界中,理解不同市場之間的關聯是成功交易者的必修課。在此,我們深入探討股市與大宗商品之間的聯繫,並分享如何搭建有效的交易策略,以提升投資收益。 ...