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Strategies coded in R
Updated: Views / Replies:3,368 / 24
Created: by donedge Attachments:4

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Strategies coded in R

  #21 (permalink)
Elite Member
tel aviv
 
Futures Experience: Advanced
Platform: Multicharts, SC
Favorite Futures: es
 
Posts: 34 since Jun 2009
Thanks: 4 given, 1 received

DONE! and the code is working (except for the last line: Error in plot.window(xlim, ylim, xaxs = "r", log = logaxis) :
need finite 'ylim' values)

Now I will be able to learn your code and asked many questions

The first will be how doIi flatten my position by end of day if I want to trade based on intraday data?
Thanks!

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  #22 (permalink)
Elite Member
Stockholm
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart, Python
Broker/Data: IB
Favorite Futures: ES & Stocks
 
Posts: 86 since Apr 2013
Thanks: 80 given, 71 received


giladbi View Post
DONE! and the code is working (except for the last line: Error in plot.window(xlim, ylim, xaxs = "r", log = logaxis) :
need finite 'ylim' values)

Now I will be able to learn your code and asked many questions

The first will be how doIi flatten my position by end of day if I want to trade based on intraday data?
Thanks!

Maybe this answer your question what is possible in Quantstrat..

xts - quantstrat in R: Setting a date based exit signal - Stack Overflow

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  #23 (permalink)
Elite Member
Stockholm
 
Futures Experience: Advanced
Platform: NinjaTrader,Sierra Chart, Python
Broker/Data: IB
Favorite Futures: ES & Stocks
 
Posts: 86 since Apr 2013
Thanks: 80 given, 71 received



donedge View Post
Maybe this answer your question what is possible in Quantstrat..

xts - quantstrat in R: Setting a date based exit signal - Stack Overflow

Error in plot.window(xlim, ylim, xaxs = "r", log = logaxis) :

To solve this as I tried explain before.. Just increase the window size for the plot panel (meaning you decrease the are of the console and script area). I got the same error, and after doing this the 9 graphs are plot.

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  #24 (permalink)
Trading Apprentice
Moncton
 
Futures Experience: Beginner
Platform: MT4
Favorite Futures: SPX
 
Posts: 3 since Aug 2014
Thanks: 0 given, 0 received

Help me code The Taylor Trading Technique in R

Hi,

Anyone want to collaborate with me in coding 'The Taylor Trading Technique'. if you google 'The taylor trading technique' there is a pdf download in the first 3 results. (not able to post links here).

My first task is to get an R code that will determine if the high of day came before or after the low of day.


My starting point.
[CODE]### Minute Data #####

##############################################################################
# Load Systematic Investor Toolbox (SIT)
#
###############################################################################
setInternet2(TRUE)
con =
source(con)
close(con)

#*****************************************************************
# Load Intraday data
#******************************************************************



SPX <- getSymbol.intraday.google('.INX', 'INDEXSP', 60, '10d')
last(SPX, 10)
plota(SPX, type='candle', main='S&P Intraday prices')



This seems like a really fun strategy to code and test.

btw, I'm interested in futures / CFD trading.

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  #25 (permalink)
Trading Apprentice
Moncton
 
Futures Experience: Beginner
Platform: MT4
Favorite Futures: SPX
 
Posts: 3 since Aug 2014
Thanks: 0 given, 0 received

con = gzcon(url('systematicportfolio.com/sit.gz', 'rb'))

You will need to add the ht t p:// as I am not able to post links.




marscormeir View Post
Hi,

Anyone want to collaborate with me in coding 'The Taylor Trading Technique'. if you google 'The taylor trading technique' there is a pdf download in the first 3 results. (not able to post links here).

My first task is to get an R code that will determine if the high of day came before or after the low of day.


My starting point.
[CODE]### Minute Data #####

##############################################################################
# Load Systematic Investor Toolbox (SIT)
#
###############################################################################
setInternet2(TRUE)
con =
source(con)
close(con)

#*****************************************************************
# Load Intraday data
#******************************************************************



SPX <- getSymbol.intraday.google('.INX', 'INDEXSP', 60, '10d')
last(SPX, 10)
plota(SPX, type='candle', main='S&P Intraday prices')



This seems like a really fun strategy to code and test.

btw, I'm interested in futures / CFD trading.


Reply With Quote

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