Octave - Open Source Analysis Package - Matlab, R project and Python | futures io social day trading
futures io futures trading


Octave - Open Source Analysis Package
Updated: Views / Replies:5,982 / 25
Created: by NJAMC Attachments:3

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 3  
 
Thread Tools Search this Thread
 

Octave - Open Source Analysis Package

  #21 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,925 since Dec 2010
Thanks: 2,962 given, 2,294 received


Xav1029 View Post
I will have to try that when I get home. FYI I think this function is too slow calculate on a tick by tick basis. The simple example above took about .5 sec on my laptop(no the greatest laptop).

I think it is a great tool to prototype a system. Then it can be optimized when it is designed and debugged. The other part of this Octave connection is data is transmitted via ascii, so there is a speed hit and maybe rounding that could take place. Just a heads up.

Good to test, that is it.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Reply With Quote
The following user says Thank You to NJAMC for this post:
 
  #22 (permalink)
Elite Member
Wrocław, Poland
 
Futures Experience: Intermediate
Platform: NinjaTrader, Racket
Favorite Futures: Ockham's razor
 
gregid's Avatar
 
Posts: 651 since Aug 2009
Thanks: 321 given, 605 received

Also - initial opening of the connection may be an issue here - is the slow speed on every bar or just first time you open the connection OnStartUp?

Reply With Quote
 
  #23 (permalink)
Elite Member
Tampa, FL
 
Futures Experience: Beginner
Platform: NinjaTrader, Sierra Chart
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: 6E, M6E, 6J
 
Xav1029's Avatar
 
Posts: 1,374 since Dec 2011
Thanks: 1,452 given, 3,354 received



gregid View Post
Also - initial opening of the connection may be an issue here - is the slow speed on every bar or just first time you open the connection OnStartUp?

I haven't tried using the connection yet. It about .5 sec from when I pressed enter, to when the results printed in the Octave window. I wanted to create a spectral analysis tool based on my own inputs, like some other platforms have.

Reply With Quote
 
  #24 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,925 since Dec 2010
Thanks: 2,962 given, 2,294 received

I have posted a few tutorials for Octave under post #2. But here they are for those progressing through the thread:
http://www-mdp.eng.cam.ac.uk/web/CD/engapps/octave/octavetut.pdf
Octave Programming Tutorial - Wikibooks, open books for an open world

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization

Last edited by NJAMC; September 10th, 2012 at 02:21 PM. Reason: found another tutorial
Reply With Quote
The following 2 users say Thank You to NJAMC for this post:
 
  #25 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,925 since Dec 2010
Thanks: 2,962 given, 2,294 received

I have to say, I like Octave a lot. I am using it to debug my C# code, come to find out no bugs, good to know, but bad hypothesis as best I can tell.

Also, other than the Octave/NinjaTrader bridge, I like the "imagesc()" function to quickly view matrixs!

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Reply With Quote
 
  #26 (permalink)
Elite Member
Atkinson, NH USA
 
Futures Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
Broker/Data: NinjaTrader Brokerage
Favorite Futures: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,925 since Dec 2010
Thanks: 2,962 given, 2,294 received

Imagesc() debugging

I do love the "imagesc(matrix)" function.

Here is a good example of how I use it to debug. I was loading an matrix with parameters and things were not working well. So I dumped the matrix into Octave and plotted the graph of the matrix.

You can see the first matrix, each row is similar except the first row. The program should take the first row and move everything down a row (each row should be a different sample), but if you code the move algorithm wrong (move from lowest index to highest) all you are doing is making many copies of the same data as you overwrite the good data.

You can see in the next image what I would expect. You can see the data "move" from row to row, meaning the routine is probably working. It doesn't point out if the data is correct, but at least data is being loaded and not overwritten.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
Attached Thumbnails
Octave - Open Source Analysis Package-matrix-not-loading-correctly.png   Octave - Open Source Analysis Package-matrix-loading-n-updating.png  
Reply With Quote
The following user says Thank You to NJAMC for this post:

Reply



futures io > > > > Octave - Open Source Analysis Package

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
A new (open source?) trading platform Big Mike Platforms and Indicators 140 January 6th, 2017 03:15 PM
Free/open source portfolio management software? stockpapa Beginners and Introductions 3 November 30th, 2012 04:08 PM
Open Source Charting Program for Linux Zondor Traders Hideout 2 March 5th, 2012 06:41 PM
Gom Package help neko333 The Elite Circle 11 October 25th, 2010 06:18 AM
Volitility indicator question - Open - Open / open - close / close to open andresimon NinjaTrader 2 September 27th, 2010 01:33 AM


All times are GMT -4. The time now is 12:50 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.10 seconds with 20 queries on phoenix via your IP 107.20.115.174