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https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl General Category >> New to this forum? Join us now! >> Building An Algo https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1327347407 Message started by Ron Civil on 01/23/12 at 19:36:47 |
Title: Building An Algo Post by Ron Civil on 01/23/12 at 19:36:47 Hello Algo Trading Group, I am a trader have been interested in developing some of my strategies into algo's... I have no programming skills and was wondering if someone can give me some direction on how to get started... I have been learning "R" software and was hoping to build algo's with the "R" software. Any advice would be appreciated Thank You Ron roncivil77@yahoo.com |
Title: Re: Building An Algo Post by Algo Designer on 01/25/12 at 12:49:52 Thank you for joining the forum, Ron. Programming is a lot of fun. Delegating the whole trading process to a machine is an interesting intellectual challenge that requires a great deal of patience and a lot of hard work. You mentioned that you do not have programming skills. If you want to have full control over the strategy development process, it's worth acquiring them. R is a fantastic platform and a reasonably friendly language. You have made a good choice. You might like to pick up one of the "classical" languages (e.g. C, Java) to become more comfortable with programming. Here is an oversimplified version of a trading model you could play with: Code:
If you have not installed quantmod package yet, you can do so by running the following command: install.packages("quantmod") You might find the following high level back testing guide useful: http://blog.fosstrading.com/2011/03/how-to-backtest-strategy-in-r.html One more thing! I left one important condition out in the signal generator. Let's see if you can spot it. :-) |
Title: Re: Building An Algo Post by Ron Civil on 02/06/12 at 13:00:01 Hi Nihil Thank You for taking the time to answer my post. I looked over the code and the missing signal generator is the source for where to get the symbol from? I am also not sure what the 6 represents in the close= prices[,6] Excited to learn "R" and thank you for the blog and web link. Thank You Ron |
Title: Re: Building An Algo Post by Algo Designer on 04/09/12 at 14:47:01 Hi Ron, "Nihil desperandum" is just a motto in Latin. My name is Vlad. 6 is the number of the adjusted price column (i.e. close price adjusted for corporate actions). colname(prices) will provide you the list of column names in the prices data frame: [1] "GSPC.Open" "GSPC.High" "GSPC.Low" "GSPC.Close" "GSPC.Volume" [6] "GSPC.Adjusted" |
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