I am trying to search figure out how to search for a pattern within a range of timeframes. Obviously, it is likely that the pattern would occur several times based on the timeframes, that’s why I’m...

After getting data of the SPY from Yahoo I create a channel of closing prices using, as you can see below, the Max and Min rolling window. The columns are HC and HL. I need to create a column (whi...

Sorry I may ask a stupid question but I am just a beginner in python and algotrading. I am now using Python 3.7 and ibapi with ib_insync to try connect TWS. However, as Python 3.7 use async as a ke...

I am trying to get 1minute open, high, low, close, volume values from bitmex using ccxt. everything seems to be fine however im not sure how to fix this error. I know that the index is 7 because th...

I am trying to get historical data from IBPY. I get it, but the volume is extremely low to the point it's useless. I would like to know how to get the correct historical volume estimation. I'm e...

I want to understand how to := and sum[1] works. This sum returns me 6093. But sum is 0, also sum[1] = 0 , am I right? How it returns me 6093? I searched the tradingview wiki, but i didnt understan...

I have been using an indicator to take trades. I didn't develop the indicator, so I only have access to the .ex4 file. How can I extract the take profit, open trade and stop loss values in the aler...

All the time you hear about high frequency trading (HFT) and how damn fast the algorithms are. But I'm wondering - what is fast these days? Update I'm not thinking about the latency caused by the...

I'm trying to figure out if there is a correct way to set the Stop Loss (SL) and Take Profit (TP) levels, when sending an order in an Expert Advisor, in MQL4 (Metatrader4). The functional template ...

I would like to return an array from my function, how can I do that? Look! int GetOrdresVente(){ int ordrevente; int Tabordresvente[]; for(int j = OrdersTotal() - 1; j >= 0 ; j--){ if(Order...

I am trying to get my head around stock data and it's implementation in python. In starting I am using MACD indicator in Python stockstats library. Thing I want to know, if I have 100 OHLC entries...

Here is a script I am using to request market data. I am not subscribed to the data-feed yet, so I though it would automatically return delayed market data, but apparently I have to enable it, but...

I have given a project to develop Algorithmic trading system using c++ and quickFix library, I search on google about quickFix library but didn't find any useful information. Can anybody give me so...

When receiving financial tick data through Interactive Brokers' API methods tickPrice or tickSize the data will have the following parameters tickerId (symbol) field (1=bid, 2=ask, 4=last, 6=high...

After years of no programming I am on my way to learn C++ on my Mac OSX. My eager goal is the creation of an algorithmic/automatic trading software for use with Interactive Brokers. Now, I downlo...

I am doing some financial trading work. I have a set of stock symbols but they have very clear pattern: it's composed of two characters AB, AC AD and current month which is a four digit number: 150...

I'm trying to build a class to create SAR serie. But it seems I don't understand the steps well. I'm not sure about the initial values for the calculation. Here is my first attempt: public class ...

I am looking for Python/Java code to find Elliot Waves as at: http://www.elliottwaves.stockmaniacs.net/ http://www.smartfinancein.com/elliot-wave-calculator.php I am also looking for Python/Jav...

I am trying to see whether it is feasible to build a custom indicator for MetaTrader that can make asynchronous internet requests, in order to post data to a server with a PHP interface. The...

We would like to check on stock's historical data, using HTTP request, and get JSON. Using the yahoo API ,I found it hard to not only clearly understand the HTTP request fields, but also to get the...

I have implemented my own FIX client, something like QuickFIX. Now I need to test it. Is there a fake FIX exchange somewhere that I can use? Has anyone ever implemented a FIX server that I ca...

I have a Qt project and would like to use an external library that includes "afxstr.h". Problem is that whenever I compile after linking to the lib and including their header, I get an error: #err...

I need to generate a UNIQUE id (int only) from an Alphanumeric string. e.g. I have security id = 'ABC123DEF' I should be able to generate an unique ID (int only) of "security id" so that the uniq...

I have sales statistic data in array form to calc standard deviation or average from this data. stats = [100, 98, 102, 100, 108, 23, 120] let said +-20% differential is normal situation, 23 is...

Anyone have experience with algorithmic trading (like stocks)? Any good services to use to get quotes and to make trades?