Thursday, January 31, 2008

DuiLian robot

http://duilian.msra.cn/app/couplet.aspx

IronPython

IronPython is a new implementation of the Python programming language running on .NET. It supports an interactive console with fully dynamic compilation. It is well integrated with the rest of the .NET Framework and makes all .NET libraries easily available to Python programmers, while maintaining full compatibility with the Python language.

Wednesday, January 30, 2008

Debian package management system

dpkg is the software at the base of the Debian package management system. dpkg is used to install, remove, and provide information about .deb packages.

dpkg itself is a low level tool; higher level tools, such as APT, are used to fetch packages from remote locations or deal with complex package relations. End users are encouraged to use tools like aptitude or synaptic, having a more sophisticated way of dealing with package relationships and a friendlier interface.

The Debian package "dpkg" provides the dpkg program, as well as several others necessary for run-time functioning of the packaging system, including dpkg-statoverride, dpkg-divert and update-alternatives. It also includes the programs such as start-stop-daemon and install-info, and the latter is kept mostly due to backwards compatibility (it is developed and distributed separately nowadays). The Debian package "dpkg-dev" includes the numerous build tools described below.

Erlang (programming language)

Erlang (programming language)

From Wikipedia, the free encyclopedia

Jump to: navigation, search
Erlang
Paradigm multi-paradigm: concurrent, functional
Appeared in 1987
Designed by Ericsson
Developer Ericsson
Typing discipline dynamic, strong
Major implementations Erlang
Influenced Scala
License Modified MPL

Erlang is a general-purpose concurrent programming language and runtime system. The sequential subset of Erlang is a functional language, with strict evaluation, single assignment, and dynamic typing. For concurrency it follows the Actor model. It was designed by Ericsson to support distributed, fault-tolerant, soft-real-time, non-stop applications. It supports hot swapping so code can be changed without stopping a system. [1] Erlang was originally a proprietary language within Ericsson, but was released as open source in 1998. The Ericsson implementation primarily runs interpreted virtual machine code, but it also includes a native code compiler (not supported on all platforms), developed by the High-Performance Erlang Project (HiPE) at Uppsala University. It also now supports interpretation via escript as of r11b-4.

Creating and managing processes is trivial in Erlang, whereas threads are considered a complicated and error prone topic in most languages. Though all concurrency is explicit in Erlang, processes communicate using message passing instead of shared variables, which removes the need for locks.

Erlang is named after A. K. Erlang. It is sometimes thought that its name is an abbreviation of Ericsson Language, owing to its origin inside Ericsson. According to Bjarne Däcker, who headed the Computer Science Lab at the time, this duality is intentional.[1]

The Scala Programming Language

The Scala Programming Language

What is Scala?

Scala is a general purpose programming language designed to express common programming patterns in a concise, elegant, and type-safe way. It smoothly integrates features of object-oriented and functional languages. It is also fully interoperable with Java.

Friday, January 18, 2008

Yahoo Metatrader group email file collection

A Metatrader group with lots of algorithms and testing result.

Yahoo Metatrader group email file collection

Forex News feed

Are you a fundamental trader, this is the news resources.

DailyFX.com --> http://www.dailyfx.com/index2.php?option=com_rss&feed=RSS2.0&no_html=1

international money feed:
http://rss.cnn.com/rss/money_news_international.rss

News feed:
http://www.newsnow.co.uk/newsfeed/?name=Economy

News site:
http://globaledge.msu.edu/ibrd/offsite.asp?URL=http%3A%2F%2Fwww%2Ebusinessweek%2Ecom%2Fglobalbiz%2F&ResourceCategoryID=1&CategoryTitleText=News+%26+Periodicals%3A+Global+News&ResourceLinkText=Business+Week+%2D+Global+Business+&ResourceCategoryDataID=49

There are over 100 business links at this site, Business News Links:
http://www.businessnewslink.com/

The Street:
http://www.thestreet.com/tsc/rss

Topix Net - Business:
http://rss.topix.net/business
Feed Links:
http://rss.topix.net/topix/feeds

Ananova - Business:
http://www.ananova.com/business/
RSS:
http://xml.newsisfree.com/feeds/39/1639.xml

Asian Business Strategy and Street Intelligence:
http://www.apmforum.com/asia-business-strategy.php
Feeds:
http://www.apmforum.com/publish/feedjs.htm

BBC - Business:
http://news.bbc.co.uk/1/hi/business/default.stm
See RSS link at bottom of the menu at left.

Business Week Magazine:
http://www.businessweek.com/magazine/toc/05_49/B3962magazine.htm
Business Week - Daily Briefing:
http://www.businessweek.com/bwdaily/index.html
RSS Feeds:
http://www.businessweek.com/search/rssfeed.htm

Forbes:
http://www.forbes.com/
RSS:
http://www.forbes.com/fdc/rss.html

International Herald Tribune - Business:
http://www.iht.com/business.htm
RSS:
http://www.iht.com/rss/index.html

Red Herring
http://www.herring.com/

4exweb.com:
http://www.2rss.com/index.php?rss=16599

ADVN Forex, Free for private investors :
http://www.advfn.com/p.php?pid=forex
Subscription-based
for Professionals:
http://www.advfn.com/pro.php

NetDania:
http://www.netdania.com/references.asp
And:
http://www.netdania.com/XMLService.asp

Forex at Moreover:
http://p.moreover.com/cgi-local/page?c=Forex%20markets%20news&o=rss002

Currency Source:
http://currencysource.com/rss_currencyexchangerates.html

MSNBC:
http://rss.msn.com/
(Scroll down to "Business.")

The Economist (Subscription required):
http://economist.com/
http://economist.com/rss/

Reuters:
http://news.reuters.com/newsrss.jhtml
Business RSS:
http://public-xml.feedroom.com/public_rss/reuters_rss.xml?channel_id=6ffc0233e09c26943b265ef3abd575b2d872818b

New York Times - Business:
http://www.nytimes.com/services/xml/rss/nyt/Business.xml

Forextra:
http://www.forextra.info/index.html
And RSS feed:
http://www.forextra.info/wp-rss.php

ForexRate:
http://www.forexrate.co.uk/
(Also has forums.)

Strategic Board:
http://www.strategicboard.com/index.php?s=for

HelpOnHand:
http://www.rss.helponhand.com/category72.html

EZine Articles: Currency Trading RSS:
http://ezinearticles.com/rss/Finance-Currency-Trading.xml

All Headline News - Business:
http://www.allheadlinenews.com/rss/business.xml

Forex Trading Group:
http://www.forexalt.com/rss.xml

USA TODAY - Money:
http://rssfeeds.usatoday.com/UsatodaycomMoney-TopStories

ActionForex:
http://www.actionforex.com/
(Scroll down to bottom left of the page to see selections for RSS or XML.)

Roundup of economic-related RSS feeds:
http://www.2rss.com/index.php?cat2=25
(Five pages of links.)

Roundup of Business/Currency RSS Feeds:
http://www.shas3.com/RSS/Business/Currency/Forex.html

Spiegel International (news):
http://service.spiegel.de/cache/international/0,1518,328219,00.html

Finance Gates:
http://www.financegates.com/reviews/columnist_reviews/2005-04-27/db2704.html
http://www.financegates.com/rss.xml

BNET:
http://www.bnet.com/allRSS.html

Wired News:
http://www.wired.com/news/business/
RSS:
http://www.wired.com/news/feeds/rss2/0,2610,1,00.xml

FoxNews.com:
http://www.foxnews.com/story/0,2933,147142,00.html
(RSS links for U.S. & World news, and for Business news.)

ForexForums:
http://www.forexforums.com/
(See RSS and XML options, including blog RSS, at bottom right of the page.)

ForexProWorld:
http://www.forexproworld.com/en/forum.php
XML:
http://www.forexproworld.com/en/e107_files/backend/news.xml

SafeHaven:
http://www.safehaven.com/forums.cfm
RSS:
http://www.safehaven.com/rsshelp.cfm

Wilmott Forums - Currency Trading :
http://www.wilmott.com/index.cfm?NoCookies=Yes&forumid=1
Feeds:
http://www.wilmott.com/xmlfeeds.cfm

AME -- Middle East business:
http://www.ameinfo.com/forum/AME_Info_C1/Comments_and_Suggestions_F2/Online_trading_for_MidEast_stock_markets..._P493
RSS Feeds:
http://www.ameinfo.com/rss/

$FTG:
http://www.forexalt.com/forum/
RSS feed for headlines:
http://www.forexalt.com/rss.xml

BLOGS:

Trading Markets.com:
http://www.tradingmarkets.com/site/blog/
RSS:
(See the link about halfway down the page on the right. It wasn't
working when I checked it, but I'll assume that was a temporary
glitch.)

The Trader Log:
http://thetraderlog.com/

4exblog.org:
http://www.2rss.com/index.php?rss=16299

Forexheaven:
http://www.forexheaven.com/blog/index.php?p=164
RSS:
http://www.forexheaven.com/blog/wp-rss2.php

Global Trader's Diary:
http://globaltrader.blogspot.com/2005/05/norway-sells-half-its-us-treasury.html
XML:
http://globaltrader.blogspot.com/atom.xml

Online Trading:
http://feeds.feedburner.com/OnlineTrading
Support and Resistance:
http://www.supportandresistance.com/cgi-bin/webbbs/webbbs_config.pl
Homepage:
http://www.supportandresistance.com/
(Links at bottom left.)
XML Feed:
http://www.supportandresistance.com/blog/atom.xml

Aaron Trading:
http://www.aarontrade.com/html/aaron_trading_rss.html

ChorData:
http://chordata.info/-/98/2915/

Turtle Trader:
http://www.turtletrader.com/syndicate.php
(Collection of resources.)

Red Herring Blogs:
http://www.redherring.com/BlogHome.aspx
Link to RSS at bottom right.

TradeJuice:
http://www.tradejuice.com/wp-blog/index.php
(See links to RSS at bottom right.)

Adam Kritzer:
http://www.forexblog.org/
Feed link is at top right.

Jupiter Research analysts' blogs:
http://weblogs.jupiterresearch.com/toplevel/
XML:
http://weblogs.jupiterresearch.com/toplevel/index.xml

The Germany NewsNet forum:
http://feeds.thegermanynews.net/?rid=6580dde5105b9f38&cat=0b761d844c35f1be&f=1
XML:
http://www.thegermanynews.net/rss.php

Stock & Commodity Trading:
http://www.bestonlinetrades.com/category/forex-trading/

Discount Currency Exchange:
http://www.discount-currency-exchange.com/forum/rss.cfm?forumid=1&catid=5

QualMatrix:
http://qualmatrix.com/emblog/archive/2004/11
Feed:
http://qualmatrix.com/emblog/rss/rss.xml

Wall Street Journal Online (Subscription required):
http://online.wsj.com/public/us?mod=OHP2OSM01
RSS Links:
http://online.wsj.com/public/page/0_0813.html

The Age newspaper - Business (Australia):
http://www.theage.com.au/business/
RSS Feeds:
http://www.theage.com.au/rsschannels/
RSS:
http://www.redherring.com/RssInfo.aspx

MaBiCo:
http://www.mabico.com/
RSS link:
http://www.mabico.com/rss/index.html

Yahoo - Finance:
http://finance.yahoo.com/
Finance - International:
http://biz.yahoo.com/ifc/
RSS:
http://finance.yahoo.com/rss/headline?s=yhoo,goog

The Financial Times:
http://news.ft.com/home/us
RSS:
http://news.ft.com/siteservices/rss

FX Street:
http://www.fxstreet.com/
Feeds:
http://www.fxstreet.com/XML/feeds.asp

Forex4Profit (roundup of sites) :
http://www.forex4profits.com/index3/rssforex/

CBS News:
http://www.cbsnews.com/stories/2005/01/12/utility/main666437.shtml?CMP=KNC-2005googlecampaign

Thursday, January 17, 2008

Wealth Lab

Just find a good tool for testing, you need to pay 600$, did not decide yet. Will try login and see what others say.

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/home


I have just registered as a member. Seems the forum is so active. I wish can find the thing I need. I know most of them are trading Stock, maybe I should move to stock too...

Thursday, January 10, 2008

A stock module

From the author:

At the request of Adrian and JMWilk, I tried to predict extreme volatility using the crossing of daily ranges over its 5-day EMA. You can see very sharp spikes after the crossover on the Volatility Chart.

Another interesting finding: limiting trades to high volatile days improves the performance of longs but hurts the profitability of shorts.

Fade Extreme Price Actions v1 limits longs to days with predicted high volatility in ^GSPC. All other components stay the unchanged. Your comments and suggestions are welcome for future improvements.


Try understand
void run()
{
installTimeBasedExit(5);
installProfitTarget( 5 );

Bars sp5 = bars( "^GSPC" );
if( !sp5 )
exit("Can't load data for ref symbol, exiting");
synchronize( sp5 );

Series rangeSeries = sp5.highSeries() - sp5.lowSeries();
Series smaRange = rangeSeries.EMA(5);
Series frROCP = smaRange.ROCP(1);
Series smaFRROCP = frROCP.SMA(5);

Pane defPane = getDefaultPane();
Pane pane1 = createPane("Volatility Chart", LIGHTBLUE);

pane1.drawSeries("Range EMA", smaRange, MAGENTA);
pane1.drawSeries("Daily Range", rangeSeries, BLACK);
for( Index bar = 0; bar <> 0
AND rangeSeries[bar]>smaRange[bar]
AND !hasOpenPositions() )
{
buyAtLimit( bar + 1, 0.9*low(bar), 1000, "" );
}

shortAtLimit( bar + 1, 1.1*high(bar), 1000, "" );
}
}

Try implement it in Java with TA-lib Java version. I know my code is ugly, just a quick hack.

import com.tictactec.ta.lib.*;
/*
* Fade Extreme Price Actions v1
* From http://www.tradery.com
*/
public class FEPAv1 {
private static int DEFAULT_ARRAY_SIZE = 50;
private static int DEFAULT_STATIC_SIZE = 20;

private int _range = 5;
private int _inputsize = 0;
private double _rangeSeries[];
private double _smaRange[];
private double _frROCP[];
private double _smaFRROCP[];
private int _size;
private Core lib;
private RetCode retCode;
private MInteger outBegIdx;
private MInteger outNbElement;
public FEPAv1 (double[] sp5, int size) {
_inputsize = size;
_rangeSeries = new double [DEFAULT_ARRAY_SIZE];
_frROCP = new double [DEFAULT_ARRAY_SIZE];
if (size > DEFAULT_ARRAY_SIZE)
return ;
_size = size;
for (int i=0;i<_size;i++)
_rangeSeries[i]=sp5[i];
lib = new Core();
_smaRange = new double [DEFAULT_ARRAY_SIZE];
_smaFRROCP = new double [DEFAULT_ARRAY_SIZE];
outBegIdx = new MInteger();
outNbElement = new MInteger();
for (int i=0; i<=DEFAULT_STATIC_SIZE;i++)
System.out.println( "_rangeSeries "+i+"="+_rangeSeries[i]);
retCode = lib.ema(0,size -1,_rangeSeries,_range,outBegIdx,outNbElement,_smaRange);
for (int i=0; i<=DEFAULT_STATIC_SIZE;i++)
System.out.println( "_smaRange "+i+"="+_smaRange[i]);
retCode = lib.rocP(0,size - _range, _smaRange,1,outBegIdx, outNbElement, _frROCP);
for (int i=0; i<=DEFAULT_STATIC_SIZE;i++)
System.out.println( "_frROCP "+i+"="+_frROCP[i]);

retCode = lib.sma(0,size - _range -1, _frROCP, _range, outBegIdx, outNbElement, _smaFRROCP);
for (int i=0; i<=DEFAULT_STATIC_SIZE;i++)
System.out.println( "_smaFRROCP "+i+"="+_smaFRROCP[i]);

}
public int ShouldBuy() {
System.out.println("_smaFRROCP[10="+(_inputsize - _range - _range) +"]"+_smaFRROCP[_inputsize - _range - _range ]);
System.out.println("_rangeSeries[19="+(_inputsize -1)+"]"+_rangeSeries[_inputsize -1]);
System.out.println("_smaRange[15="+(_inputsize - _range)+"]"+_smaRange[_inputsize - _range ]);

if (_smaFRROCP[_inputsize - _range - _range]>0 && _rangeSeries[_inputsize -1] > _smaRange[_inputsize - _range])
{
return 1;
}
if (_smaFRROCP[_inputsize - _range - _range]<0> _smaRange[_inputsize - _range])
{
return 2;
}
return 0;
}
public double[] getSMARange(){
return _smaRange;
}



}

A Stock Trading back-testing website

An interesting website. It is cool, but seems only 500 registered users. Maybe it's hard for most user to write a program. But the language designed by them is neat.

http://www.tradery.com

Try have a look and maybe there is one good module for you.

What's GSPC

Learn a word today.

GSPC :

a symbol for the S&P 500

The S&P 500 is an index containing the stocks of 500 Large-Cap corporations, most of which are American. The index is the most notable of the many indices owned and maintained by Standard & Poor's, a division of McGraw-Hill. S&P 500 is used in reference not only to the index but also to the 500 actual companies whose stocks are included in the index.

The S&P 500 index forms part of the broader S&P 1500 and S&P Global 1200 stock market indices.

Where is my FX trade program?

These days I am trying to find a good FX trading system can do the backtesting. Most of them are designed for stocks only. This one is for Foreign Exchange. I have played around with it for a while. But the result is frustrate.

http://code.google.com/p/truetrade/


Downloaded the zip package and installed the MySQL. The problem is it keeps give me the uncached null pointer exception. The view is failed to load. And I checked their forum, seems I am not the only one has this problem. For the project activity, there are no new updates since May 2007. I am not sure should go this one.

Eclipse Trader is a good choice too. A lot of developers are working on it. The thing is it works for Stock Trading only. And seems it concentrates on the real time trade thing. Not what I am needed a great tool for backtesting. This one is easy to install too, just download the package and run it. Did not get any trouble with it.

A good backtesting tool is very helpful. Because you can use your backteting tool separately. You can do you test with the off-line data. And when you feel good with it, you can implement your strategy and test on the real time data. Without backtesting, you will be the same as gambling on the market.

Another one need to mention is http://aiotrade.com/. It is designed for stock too, I have asked the author and he said it's easy to change to FX. The advantage of this "AIOtrade" is the backtesting part. And you just follow the instruction to download, it works fine with a good UI. This is the owner's blog
http://blogtrader.net/

His Neural network predicting module is really cool.
http://blogtrader.net/page/dcaoyuan/category/Trading

Need to decide one and go with it. Where is mine perfect?

This is one of the Java version NN. Will try to mention more Data Mining and Machine learning thing later.

http://www.jooneworld.com/

Wednesday, January 9, 2008

Trading Strategy Performance

This is an interesting place to show the performance for different trading system's performance. Not sure how popular it is, just post it here as reference.

http://www.collective2.com/

I get it from here http://www.elitetrader.com

I like the software review part, you can have a rough idea what are popular used. Will keep on posting my collections for Trading.

Begins

Begins from 2008