Thursday, February 14, 2008

ProGuard

ProGuard is a Java class file shrinker, optimizer, obfuscator, and preverifier. The shrinking step detects and removes unused classes, fields, methods, and attributes. The optimization step analyzes and optimizes the bytecode of the methods. The obfuscation step renames the remaining classes, fields, and methods using short meaningless names. These first steps make the code base smaller, more efficient, and harder to reverse-engineer. The final preverification step adds preverification information to the classes, which is required for Java Micro Edition or which improves the start-up time for Java 6.

The power of compouding...

Listen Idahoan I try now this (I admit I am a strange kind) in poker....
How to turn $5.00 in $12,000.000 in 4 years !
Simple....
Choice a 6 persons table.
Play all days on a table (Limit) til you increased your bankroll by 1%/day.....
Normaly your bankroll will go up/down during a meeting.
Even if you are a good poker player you will have days without, but 1% up you will always have if you master the game.
If you quit the table during the up (minimum 1%) you will make a lot of money in 4 years....
Normaly 15-20 minutes play/day......
Sometimes 5 minutes play......
Discipline is the word.....
The other players on the table will say that you are crasy when they will see you ( you quit us already ? [Confused] ) but you have your trading plan in your head.... [Big Grin]

I think the people reading us here haven't still unterstand the power of what you discovered with your trading method (12 pairs, H-A candles)...
I think I will include your method to mine in a certain way I have still to think about for protecting the balance.
1%/day.......Imagine
Remember Einstein words......(the power of compounding)

Derivatives

Derivatives are financial instruments whose value is derived from the value of something else. They generally take the form of contracts under which the parties agree to payments between them based upon the value of an underlying asset or other data at a particular point in time. The main types of derivatives are futures, forwards, options, and swaps.

The main use of derivatives is to reduce risk for one party while offering the potential for a high return (at increased risk) to another. The diverse range of potential underlying assets and payoff alternatives leads to a huge range of derivatives contracts available to be traded in the market. Derivatives can be based on different types of assets such as commodities, equities (stocks), bonds, interest rates, exchange rates, or indexes (such as a stock market index, consumer price index (CPI) — see inflation derivatives — or even an index of weather conditions, or other derivatives). Their performance can determine both the amount and the timing of the payoffs.

Tuesday, February 5, 2008

Trading Tips Newsletter

Find a roster for the tips. Not sure the old one will still work, but the new one seems fine.

http://ensignsoftware.com/tips/roster.htm

And a list of useful tools.

http://ensignsoftware.com/tips/newsletter.htm

Wolvesfriend Trading rules

very interesting idea especially the point 4, just copy and past it here

Act like a poker player (I'm one of them)
Take the odds in your favour.
1.) Wait til you have a good starting hand (good entry point)
2.) Let develop the play if you picked a good hand ,'if the flop is in your favour' (go with the trend)
3.) Bad flop (bad entry point),throw your cards immediately away and wait til you have a better hand ( good entry point)

4.) VERY IMPORTANT.........
Begin with a low balance (a few bad entries will ruin your bank)
Withdraw all month or week (depend on your trading style) 10 % of your balance.

1.) When you notice the first change in the color (let us say a red candle) set your short order just below the candle when the day is over, and set your SL above pivot on the same first candle
2.) If your order is taken make nothing til next day......
3.) Next day is ' the surpise day'.
Or you are 'in the trend' and all is ok you make money or your SL was taken and you have now a loss...
If a loss....check the candles.....green (to give a logical continuation of our example) ok go long next day according 1.), red DO NOT ENTER (the train left the station without you...wait the next.....they do not want you on board)
I never jump in a trend on his way (when I will go in a direction but the SL was taken then the trend goes still in the direction that I wanted---->Distrust wolf,Trap?)...I want to be THE FIRST ON BOARD in a coming trend....
4.) Now you are in the train but you want to get there so move your SL with the trend....
All evening, draw the pivot lines with the day candle and move your SL according..
Only H-A candlesticks for me....

Heikin-Ashi

Most profits (and losses) are generated when markets are trending--so predicting trends correctly can be extremely helpful. Many traders use candlestick charts to help them locate such trends amid often erratic market volatility. The Heikin-Ashi technique--"average bar" in Japanese--is one of many techniques used in conjunction with candlestick charts to improve the isolation of trends and to predict future prices.


Calculating the Modified Bars
Normal candlestick charts are composed of a series of open-high-low-close (OHLC) bars set apart by a time series. The Heikin-Ashi technique uses a modified formula:
  • xClose = (Open+High+Low+Close)/4
    o Average price of the current bar

  • xOpen = [xOpen(Previous Bar) + Close(Previous Bar)]/2
    o Midpoint of the previous bar

  • xHigh = Max(High, xOpen, xClose)
    o Highest value in the set

  • xLow = Min(Low, xOpen, xClose)
    o Lowest value in the set
Constructing the Chart
The Heikin-Ashi chart is constructed like a regular candlestick chart (except with the new values above). The time series is defined by the user--depending on the type of chart desired (daily, hourly, etc.). The down days are represented by filled bars, while the up days are represented by empty bars. Finally, all of the same candlestick patterns apply.


There are five primary signals that identify trends and buying opportunities:

* Hollow candles with no lower "shadows" indicate a strong uptrend: let your profits ride!
* Hollow candles signify an uptrend: you might want to add to your long position, and exit short positions.
* One candle with a small body surrounded by upper and lower shadows indicates a trend change: risk-loving traders might buy or sell here, while others will wait for confirmation before going short or long.
* Filled candles indicate a downtrend: you might want to add to your short position, and exit long positions.
* Filled candles with no higher shadows identify a strong downtrend: stay short until there's a change in trend.

These signals show that locating trends or opportunities becomes a lot easier with this system. The trends are not interrupted by false signals as often, and are thus more easily spotted. Furthermore, opportunities to buy during times of consolidation are also apparent.

Conclusion
The Heikin-Ashi technique is extremely useful for making candlestick charts more readable--trends can be located more easily, and buying opportunities can be spotted at a glance. The charts are constructed in the same manner as a normal candlestick chart, with the exception of the modified bar formulas. When properly used, this technique can help you spot trends and trend changes from which you can profit!

FIX Dictionary

A pretty good online dictionary for FIX.

http://onixs.biz/fixdictionary/index.html


Automated Trading Championship 2007

It's an interesting contest. Olexandr has his amazing robot to win the contest again.

http://championship.mql4.com/2007/en

1 minute EUR/USD

Monday, February 4, 2008

FIX Protocol

SourceForge lists several Open Source FIX projects:

  • QuickFIX is C++ (with C++, Java, .NET bindings), runs on Windows, Solaris, Linux.
  • SlimFIX is Java, says it's only been tested on Windows.
  • financelib and Open FIX Engine don't seem to have any code at all.
  • The fixzilla FIX log analyzer (in Java) might be useful.
  • FreeTrade is sort of related but not relevent here.
Another one must mention is
QuickFIX/J . This one is really active now days.

Besides FIX, here are some other similar-sounding standards I've come across:

  • The investment (stocks, bonds, options) part of OFX (Open Financial Exchange) might be sufficient for what I want to do, but is supposedly more retail oriented.
  • IFX (Interactive Financial eXchange) sounds similar but I think doesn't include investments/trading.
  • FpML seems to be just for Derivatives.
  • There are links to a lot of other similar (STPML, FinXML, etc.) at the bottom of this FixML page.
FIX seems the most used protocol, even for connecting to stock exchange. It was primally designed for semi manual order processing between trading desks.
As you may notice, it is a open protocol with a flat structure mixing element from different protocols layers.
Note that the implementation is very dependent of the interpretation of various tags or the usage of private tags.
In fact each installation of this kind of gateway needs lot of testing. Testing experience as well as specific knowledge of each market (cash equities, derivatives, forex, commodities, ...) is of main importance in this business.
Note that the protocol is very crude about security and authentication.


Friday, February 1, 2008

Boost C++ library

The Boost C++ Libraries are a collection of peer-reviewed, open source libraries that extend the functionality of C++. Most of the libraries are licensed under the Boost Software License, designed to allow Boost to be used with both open and closed source projects. Many of Boost's founders are on the C++ standard committee and several Boost libraries have been accepted for incorporation into the Technical Report 1 of C++0x.[1]

The libraries are aimed at a wide range of C++ users and application domains. They range from general-purpose libraries like SmartPtr, to OS Abstractions like FileSystem, to libraries primarily aimed at other library developers and advanced C++ users, like MPL.

In order to ensure efficiency and flexibility, Boost makes extensive use of templates. Boost has been a source of extensive work and research into generic programming and metaprogramming in C++.