algorithmic-trading

问题 If the flag is already indicating long, there should not be a new flag indicating long. If flag does not indicate long evaluate the expression longCondition = if (strategy.long) ? false: (rsi<30) and (close>moving_avg) shortCondition = if (strategy.short) ? false: (rsi>70) and (close<moving_avg) Processing script... line 30: mismatched input 'shortCondition' expecting 'end of line without line continuation' 回答1: I assume this is an indicator and not a strategy. Because you can configure how

问题 There's a dynamic programming algorithm to find the Longest Common Subsequence of two sequences. How can I find the LCS algorithm of two sequences X and Y. (Test of correctness) (a) X = ABEDFEESTYH Y=ABEDFEESTYHABCDF (b) X = BFAAAABBBBBJPRSTY Y=ABCDEFGHIJKLMNOPRS (c) X = ϕ (Empty Sequence), Y = BABADCAB 回答1: Here is an online calculator http://igm.univ-mlv.fr/~lecroq/seqcomp/node4.html Java public class LCS { public static void main(String[] args) { String x = StdIn.readString(); String y =

问题 I am trying to backtest a trading strategy with "quantstrat" package. My strategy is composed by 4 indicators, 3 different EMAs and 1 lagged EMA. I want to go long when: EMA1 > EMA2 & EMA1 > EMA3 & EMA1_lag < EMA1 I want to exit and go flat when: EMA1 < EMA3 It's pretty simple but I am not able to write it into quantstrat environment. Here's a data integrity check function used in both examples: # Data integrity check checkBlotterUpdate <- function(port.st,account.st,verbose=TRUE) { ok <-

问题 I'm trying to fetch one value from the data source website Quandl to be used within a MetaTrader4 script. The data source site provides a method to export data via API formats including .csv , .json or .xml . I have chosen the .csv format, which the data source website then provides an API call for me to use in the following format: https://www.quandl.com/api/v3/datasets/ADB/LAB_UNEMP_JPN.csv?rows=1&api_key=my_api_key By using the rows=1 parameter in the above API call , I can choose to just

问题 In my trading application I have "live ticks" of stock prices. I need to maintain SMA. Let's assume I want SMA of 20 candles, where duration of each candle is 10 seconds. This means that Every 10 seconds I have "checkpoint" where: I "close" current candle and store average price for the last 10 seconds. Average is (max - min) / 2 I "start" new candle and store last price. I clean-up "outdated" candle. Every tick: I update "last" price of current "forming" candle and recalculate SMA. So on any

问题 I am trying to get 1minute open, high, low, close, volume values from bitmex using ccxt. everything seems to be fine however im not sure how to fix this error. I know that the index is 7 because there are 7 values in the OHLCcolumns that I am getting into the dataframe. I am not sure why it is instead implying there are 0. Thanks so much this has been giving me a headache all day :( # noinspection PyUnresolvedReferences from datetime import datetime # noinspection PyUnresolvedReferences

问题 There are 3 RSI indicators, each having its own period. I want to tie all 3 to one Bollinger Band. Tell me how to do this better? for(i=limit; i>=0; i--) { ma=iMAOnArray(RSI,0,bb_period,0,0,i); // midle stdev=iStdDevOnArray(RSI,0,bb_period,0,0,i); // dev BBUP[i]=ma+bb_dev*stdev; // up BBDOWN[i]=ma-bb_dev*stdev; // down Buff4[i]=0; Buff5[i]=0; } if(limit<Bars-1) limit++; for(i=limit; i>0; i--) { if(PrevSignal >= 0) { if( RSI[i] < BBDOWN[i] && RSI[i+1] < BBUP[i+1] && RSI2[i] < BBDOWN[i] && RSI2

问题 I'm attempting to modify my market orders to breakeven the position when the position get 100 pips to the good. This also accounts for the StopLevels which are around 20-30 pips for my broker. It checks the param's via a " for(){...} loop" function The MagicNumber is the timeframe number for the chart it is on (i.e. 240 =4H, 60 =1H) I don't set a TakeProfit price & initially no StopLoss price. The EA is not adding a SL to be equal to the opening price when the trade reaches 100 pip in profit

问题 Why the first MessageBox() works and the second doesn't? I don't know where the problem is. Does the MQL5 can access the dll file? I need to to call C# functions that read JSON . No errors appear in MetaEditor . C# .dll file: using System; using System.Collections.Generic; using System.Linq; using System.Text; using System.Threading.Tasks; using System.Runtime.InteropServices; namespace TestMe { class Test { // [DllExport("Add", CallingConvention = CallingConvention.StdCall)] public static

问题 I would like to create a stoploss order that will be placed above the high of the previous order's initiation bar in case this is a Sell order OR below the low of the previous order's initiation bar in case this is a Buy order. Here is a picture to illustrate the issue ( the example depicts a sell order case ): Any idea how to do that? The code below works fine if I use stoploss that is fixed. If I replace the stoploss with variables that are based on High or Low no orders are fired. Here is