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The objective of Finance4Traders is to help traders get started by bringing them unbiased research and ideas. Since late 2005, I have been developing trading strategies on a personal basis. Not all of these models are suitable for me, but other investors or traders might find them useful. After all, people have different investment/trading goals and habits. Thus, Finance4Traders becomes a convenient platform to disseminate my work...(Read more about Finance4Traders)
28 comments:
Hi,
First of all, thank you so much for writing such a professional and informative blog for us.
Here are my questions: How useful is quantitative analysis with it comes to commodities trading? Do all the CTA heavily rely on their black-box system too or they are more discretionary in trading? What's the difference between a hedge fund and a prop firm? In the REAL world of trading, what is the set of skills that differentiate a trader from a quant analyst or hedge fund manager? The more I read, the more it seems to me that there is no need for trader anymore, all they need are just engineers, mathematician, and a super computer. Lastly, it only takes a BA in Finance to get in a prop firm, but it takes a PhD in math to become a quant, why?
Thanks!
Jay Yam
imbetbm@yahoo.com
Plus, I'm doing my best to promote this website among my friends. It deserves much more attention!!
Hi,
Thank you for promoting my site. My answer exceeded the maximum number of characters allowed by the this box. You can find them here http://finance4traders.blogspot.com/2009/06/resolved-requests.html.
Hopefully, I have answered your questions. By the way, how did you hear of this site?
Best Regards
Finance4Traders
Apologies, left out the hyperlink in the earlier comment http://finance4traders.blogspot.com/2009/06/resolved-requests.html
Hi, it's me again.
This time I have a more specific question about Excel.
I've been backtesting my trading idea for sometime using Excel. And it seems to be a tradable idea. But since my strategy is based on short term price pattern, I want to see those buy and sell singals on a OHLC or Chandle chart so I can better visualize it and see if I have captured the movement I intended to. Could you tell me how to do that using Excel?
thanks!!
Trader J, I was away for the last 4 days. To create a candle chart in excel 07, you have to arrange your data in Open,High,Low and Close order, select your data click insert>>other charts>>stock. Next, you select the column with your trading signals, insert that data as a new series in your chart. select the new series in the chart right click and switch it to secondary axis.
After you have switched it over to the secondary axis, format it so that the line or marker becomes visible.
Thanks alot! waiting for you new post!
Thanks for your support. Appreciate it. I have slow with new posts recently as I am currently working on a series of articles on Bessel functions which are used in evaluating the Generalized Hyperbolic probability distribution. It is also something new to me and I am taking time to verify my facts and data.
Hi Shinju
Your blog have been wonderful help for us, i am using ta lib excel add-ins & analyser where much of the formula are prebuild, i am requesting you for PS Adaptiv moving average. The formula in metastock is as mention below
If(Cum(1)=5,Ref(C,-1)+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-Ref(C,-1)),PREV+(Pwr((Abs((C-Ref(C,-4))/Sum(Abs(ROC(C,1,$)),4)))*((2/3)-(2/31))+(2/31),2))*(C-PREV))
I am not good in excel vba code, can you help me . I have seen your kaufman adaptive moving average and hull moving average.
Kindly help
Thankyou
Krishna
Hi!!
The content of your blog is really interesting and well focused. I'm working on a trading system and would like to benchmark my attempts using the ZIGZAG indicator as the best trades possible in my historical data, as I'm not very familiar with the algorithm of this indicator I'm asking for your help. Thanks a lot!!
hi
I ran on your website and found really useful materials. Thanks! There are not many open source vba code re. technical indicators out there...
I have a request though: many backtests involve an indicator crossing another one (like two moving averages for eg.) to trigger buy/sell signals. I found on the web a good basis to start (http://www.andypope.info/charts/intersection.htm).
I'm proficient neither in vba and tech analysis and would like to know if there are any particular issues (when coding / choosing particular indicators pairs) I should consider when trying to adapt the code.
Thanks a lot!
Hi,
do you have the code of Hull Ma and inverse fisher in powerbasic or c++ ? thanks a lot, best Chris
Hi,
my name is Valter and I live in Italy.
I am not able to write the formula for the Buy-Sell Pressure for Excel.
In particular I can't find in Excel the instruction to make the last sum value of the last for es. 1000lots that were traded.
I mean, I can put each new traded volume in the right cell, but I need to have the real time sum of the last X number of traded lots.
Could you pls. help me.
I have both Excell 2003 and 2007 (I prefer to use the 2003 version).
I hope my English is enough clear.
Thanks a lot
Valter
Hi, I am Valter again,
I think I made a bit of confusion in the previous msg.
My problem is to create a Buy-Sell Pressure Indicator for Excel and I think that I need help from the beginning.
My brocker gives me by DDE the 4 data that I receive in Excel(last price, last volume, bid, ask).
Could you pls. help me.
thanks
Valter
Why has this blog pretty much died off ?
Hi,
Thanks for the great site, avery usefull resource as I like to programme indicators in excel.
One I am struggling with is the parabolic SAR. Can you code this in excel?
Regards
Leo
Where are fibonacci calculators?
and Fibo retracements? Can't
Fantastic Information, easily the most informative I have come across. I ask what your opinion is on using scanning techniques with a smallish (6) number of indicators to 1) Identify stocks that respond well to certain indicators (eg MACD) 2) Create a weighted score that uniquely characterizes that stocks current performance and 3) Selected the highest performing stocks. This would be run over all current active stocks in a selected market.
Thank you in advance
Hello,
This is a great website, thank you. I get VBA Error on Directional Movement (DM) macro.
I copy and pasted the code, but get red lines in Excel VBA editor.
Directional Movement DM
Method B
http://finance4traders.blogspot.com/2009/06/directional-movement-dm.html
line:
output(2, 1).Value = "=IF(OR(AND(" & high1 & "-" & high0 & "<0,">
Error :" Expected expression"
line:
output(2, 2).Value = "=IF(OR(AND(" & high1 & "-" & high0 & "<0,">" & low0 & "-" & low1 & "),0," & low0 & "-" & low1 & ")"
Error: " Expected: End of Statement"
Maybe there are quotes or parentheses missing, I can't figure out what is wrong, I wonder if you can help.
regards
Richard
rp.mvondo@gmx.de
Hi,
i am Richard again (comment on Directional Movement DM on Nov. 13th, 2010,7:31AM)
I have published my email address by accident, can you please remove it from the post?
Thank you.
Richard
Hello Shinju,
Awesome site! I'm just embarking a a journey to learn more about excel and vba and while the info here is a bit down the road for me it's great stuff. I'm a CFA candidate who's been in and out of the retail level financial services sales side and am looking to grow my knowledge of what is possible. Maybe not possible for me but I'm game to try to learn up. Thanks, Chris
Hi I am trying to set up a trading system in excel. My strategy needs to reverse position on signal. (Long to Short/Short to Long) can you show me some example for that using excel.
Hi Shinju
my name is Gaia. At first thanks a lot for the site, it is extremely helpful.
I want to build an indicator that is the difference between two Centered simple movng average. I would like to do it building a VBA function. I know (not difficult ) how to compute the MA, but the problems start when I have to center it, I havo no idea how to do it.I thought to build a function where I compute the MA and another where I compute the difference of 2 MA trying to center them, but it does no work. May you help me or give me any hints?
Thanks Gaia
Hi
Iam nawaz khan, i have given aVBA web query to download a live price of nseindia, once it run and after few time we run it stop, show error 1004 the below are the code expert please help me to download the data which is in web tables. please any expert correct my coding to download
the code are below
Sub URL_Static_Query()
With ActiveSheet.QueryTables.Add(Connection:= _
"URL;http://www.nseindia.com/live_market/dynaContent/live_watch/equities_stock_watch.htm", _
Destination:=Range("A11"))
.BackgroundQuery = False
.TablesOnlyFromHTML = False
.Refresh BackgroundQuery:=False
.SaveData = True
End With
End Sub
please any expert help me out
Evening.
Do you know any one that can program in either Pascal, Visual Basic or Java Script.
I am needing to have the following formula programmed into one of the above languages.
SIROC = EMA(N) / EMA(N-K)*100
Where
N = No of periods [13]
K = Smoothing Factor [21]
I am sorry as I do not know who to approuch
my email address is investpaddy@yahoo.com
Thanking you in advance
Any spreadsheets or VBA commands for stop loss and trailing stop loss?
hi dear , i am studying deeply on daravs box it very complex , your vba code is very helpfull to me , can you please share it on spreadsheet and vba modul, i am very thankfull for that
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