Algorithmic Trading with MATLAB Webinar

[Algorithmic Trading with MATLAB Webinar]

real data handling: i believe its a matter of appropriate coding. i use live data on Excel and have yet to see a performance impact. i am talking about at least 7000 periods (min/hr/day) per product.

 

indicators: again, using TA-Lib on Matlab, its pretty well-written such that computation speed is fast (matter of millisecs). again, its how the arrays are being handled (and what matrix types used). the question will be how not to kill the computer by overloading it with a matrix of doubles when matrix of int8can make do for a simple binary signal generation.

 

charting: i presume if there is a need to use Matlab, probably coding a little more for charts won't hurt abit.

 

references can come from: http://en.literateprograms.org/Category:Programming_language:MATLAB

[Algorithmic Trading with MATLAB Webinar]

havenot hear of freemat until your post. have jus downloaded and briefly tested, seems to have the same syntax as matlab.

 

however, reading from the intro, understand that it still has yet to have ability to read .mex files. probably cant test out my stuff from matlab to freemat to give a performance guide. however, given it could import c++ codes, maybe i will test it out further in a month or two.

 

side note, i googled on freemat and found another software which close similarities with matlab called octave.

[Calculating Intraday Turning Points]

What are you guys talking about? This is really easy to do. All you need to do is get a Delorean, Flux-Capacitor, MR. Fusion and you are good to go. I actually saw a documentary, I think it was a 3 part series, and this guy, Dr. Brown along with his teenage sidekick accomplished this feat. Not sure if they have a trading website, but you can check it out. I know I have!

 

Here they are in action:

 

side track: ah, i saw that documentary too. I think the documentary show that a locomotive would do just fine if Deloreans were out of stock. ;P

 

on track: perhaps you could try looking at the various methods of Pivot levels

[Algorithmic Trading with MATLAB Webinar]

i use matlab for computing technical indicators and trading on them and i tot i had a good way of getting data from xls to matlab with matlab's xlsread but apparently, i think the suggestion on DDE is also a good way (which im going to explore).

 

matlab's financial toolbox and the related financial timesseries gui has limited technical indicators. for an extensive technical tools, i recommend TA-Lib which itself has various APIs (eg C++, Excel, Java, .Net, Perl/Python). for our purpose here, i believe its Matlab which can be downloaded from http://sourceforge.net/projects/mlmechtrade. Be sure to download 32bit version (for Windows 32bit operating systems).

 

I attempted using TA-Lib on Excel, but as the data gets alot and more than 3indicators are computed, the cpu and RAM requirements shoots up. i took around 5mins to run 10 products with 5 indicators on 3yrs daily data on a non-realtime update of prices into Excel. as i need to watch it realtime, matlab provides the computation power, less than 10seconds for the same data.

[Mini Nikkei Futures?]

no more lunch breaks from 10-11 for sgx's suite of nikkeis from 02Jun onwards. its straight 0745 - 1430 sg time.

 

per sgx dt circular.

[Online War Game to Pass Some Time]

will it be possible to add another n00b like me in crew? ign= traderstan

[Trading The Wyckoff Way]

any new link to the 1910 book for download? already have DTB (if the 1910 is the same as DTB, I still want to download it for the sake of a classic =P).

[To All T2W Expatriates]

sneo here, sneo back at T2W. was given the site by dbphoenix.

 

i shall continue to lurk around the forums like i always do. =)

[Hang Seng Index Futures]

hsi options expires one business day before the futures. settlement price used is the futures expiration settlement price (average of HSI at every 5min interval on the last day). if ITM, options become futures on the last day and then settled as futures, else, it disappears forever.

 

hence, while the settlement price is the same for the option and futures, the need to specify if it is option or futures affects the actual settlement. The options go worthless if OTM and hence end of story; for futures, we still need to determine who receives or pays because its a obligation.