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  #11 (permalink)  
Old 02-05-2012, 12:27 PM
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I am very sorry for my bumb questions....you may consider my iT account is hacked by a monkey and he is making these posts....
So i hv devided your answer as per my interest...first part is what my mind understand... and second one i am leaving for pros...who i think have better understanding than day trading.

Originally Posted by alex View Post
..... One way to look at it as a strategy builder.

You can analyze data in any human way possible, and it is very quick. POC or VAH values used in Marketprofile can be calculated with so much ease once you know the basic scripting language of the software, and analyzing that data for backtesting is also lightening fast and we are talking about tick data.

I want some example in simple form ( i think R/Matlab can handle simple task ) so that i ( many monkey like me who are reading this , but do not participate ) can have idea how basically i might use this.
Say i want an exploration on one year tick data ,that calculate number of days in total when Opening is above previous day VAH and it stays above previous day POC for continuous 2 hour since opening.

How can i do this in these statistical scripts.
I like to see all basic steps and operation to get this..if any body can do it for me.

Leaving it for pros:
Originally Posted by alex View Post
There are so many examples.. like mixing fundamental analysis and technical analysis, time based projections, bid-ask studies, option data analysis, portfolio analysis, market neutral strategies etc..( one very simple statestical arbitrage system I have tested in Multicharts portfolio backtester and realised that portfolio backtester doesn't use bar magnification technique which make the testing so un-reliable )
Furthermore if you want to have live data feed then its also possible with toolbox or addons

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  #12 (permalink)  
Old 02-05-2012, 01:38 PM
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here is an article for Excel Integration with R.@alex have you read the article?

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Old 02-05-2012, 01:42 PM
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looks intersting, it should open the door for many possibilities, moreover its free.
but seems I hv to slog my ass off to get atleast workable knowledge.
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  #14 (permalink)  
Old 02-05-2012, 02:15 PM
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Originally Posted by devdas View Post


I want some example in simple form ( i think R/Matlab can handle simple task ) so that i ( many monkey like me who are reading this , but do not participate ) can have idea how basically i might use this.
Say i want an exploration on one year tick data ,that calculate number of days in total when Opening is above previous day VAH and it stays above previous day POC for continuous 2 hour since opening.

How can i do this in these statistical scripts.
I like to see all basic steps and operation to get this..if any body can do it for me.

D2 bhayaa... If you want to know whether this can be done in ML/R then yes, though I am yet learning and switched to R and that's why started this thread. so tell your monkey that you have to wait for the code and step by step walk through.
If you are interested in only back test results then I can do it in MC but on 1 min data.
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Last edited by alex; 02-05-2012 at 02:17 PM.
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  #15 (permalink)  
Old 02-05-2012, 02:24 PM
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Originally Posted by RAIN View Post
here is an article for Excel Integration with R.@alex have you read the article?


Originally Posted by RAIN View Post
looks intersting, it should open the door for many possibilities, moreover its free.
but seems I hv to slog my ass off to get atleast workable knowledge.

Nice article, good thing about R is that it has huge community base, one such example is this Quantmod package Stock Analysis using R | (R news & tutorials)
We both are in same boat buddy, I am also at very beginning stage of R, on youtube there are good videos from basic to advance on R, I am going through them, if found something useful then I'll paste the link.
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Old 02-05-2012, 02:30 PM
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and many blogs with nice articles and codes. I am downloading the initial reading materials , the introduction etc, very preliminary.
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Old 02-05-2012, 02:48 PM
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i m calculating IV for options in excel using a VBA code and whenever there is big move in nifty my excel hags up . i think i also have to learn how to work with these type of software .
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Old 02-05-2012, 02:59 PM
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@alex, what type of data base ur planning to use with R?
MySQL or something else
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Old 02-05-2012, 03:35 PM
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Quote:
Then why isnít everyone using it? This is an easier question to answer.R has a steep learning curve! Its use requires programming, and, although various graphical user interfaces exist, none are comprehensive enough to completely avoid programming. However, once you have mastered Rís basic steps, you are unlikely to use any other similar software package.

---
from the book " A Beginner's Guide to R "

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  #20 (permalink)  
Old 02-05-2012, 03:49 PM
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Originally Posted by RAIN View Post
@alex, what type of data base ur planning to use with R?
MySQL or something else

Simple csv or text data which is stored in my computer hard disk.
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