TradeStation EasyLanguage for Algorithmic Trading Discover Real-World Institutional Applications of Equities, Futures, and Forex Markets
With AI revolutionizing financial markets, every trader will soon get easy access to AI models through free Python libraries and datasets, with all of them making the same trades! This behavior will modify prices and trading volumes, potentially altering future datasets, leading to major corporation...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Birmingham :
Packt Publishing, Limited
2024.
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| Edición: | 1st edition |
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009853353106719 |
Tabla de Contenidos:
- Cover
- Title Page
- Copyright and Credits
- Dedication
- Contributors
- Table of Contents
- Preface
- Chapter 1: Introduction to Algorithmic Trading and the TradeStation Platform
- Introducing algorithmic trading
- Algorithmic trading definition
- Algorithmic trading in quantitative hedge funds
- Introducing the TradeStation platform
- The TradeStation story
- Download and installation procedure
- Introducing TradeStation apps
- Workspaces and desktops
- Summary
- Chapter 2: Getting Hands-On with EasyLanguage
- Understanding the basics of EasyLanguage
- What is EasyLanguage?
- How EasyLanguage works
- EasyLanguage words
- EasyLanguage expressions
- EasyLanguage statements
- EasyLanguage punctuation
- Writing indicators
- Exercise 01-Close
- Exercise 02-Close Open
- Exercise 03-Real Body
- Exercise 04-MidPrice
- Exercise 05-NetCh
- Exercise 06-NetCh with variables
- Exercise 07-Momentum
- Exercise 08-Moving Average
- Exercise 09-Crossover
- Exercise 10-Uptrend
- Exercise 11-Time
- Writing strategies
- How to program a basic strategy
- EasyLanguage order syntax
- MaxBarsBack
- How to program take profit and stop loss levels
- Chapter 3: Writing a Trend Strategy
- Developing trading ideas
- Market rationale behind a trend strategy
- Information
- Market participants
- Prices and volumes
- Identifying a trend algorithmically
- Moving averages
- Higher highs
- Handling market noise
- Entry confirmations
- Volatility bands
- Summary
- Chapter 4: Strategy Backtesting and Validation
- Understanding backtesting and overfitting
- Strategy complexity
- Strategy robustness
- Sensitivity analysis
- One-way sensitivity analysis
- Double-way sensitivity analysis
- Multiple-way sensitivity analysis
- Backtesting across symbols
- TradeStation stock symbol universe
- ROA report in Excel
- Equity lines chart on Excel
- Backtesting versus buy-and-hold
- In-sample, out-of-sample analysis
- Modifying EasyLanguage scripts for in-sample, out-of-sample purposes
- An example of in-sample, out-of-sample validation
- Summary
- Chapter 5: Reversal Strategies
- The market rationale behind a reversal strategy
- Reversal up
- Reversal down
- Writing a reversal strategy
- Existing trend
- Volatility compression
- Final trend
- Backtesting long strategies
- Identifying stock to start with
- Running a multiple sensitivity analysis on HD (Home Depot Inc.)
- Exporting data into Excel and creating an ROA heatmap
- Selecting the best parameter set
- Backtesting the strategy on the full Dow Jones 30 index
- Backtesting short strategies
- Running multiple-sensitivity analysis on the SPY
- Exporting data into Excel and creating an ROA heatmap
- Selecting the best parameter set
- Summary
- Chapter 6: Trend Pullback Strategies
- The market rationale behind a trend pullback strategy
- Writing trend pullback components
- Existing trend
- Pullbacks
- Final impulse
