Algorithmic Trading with MATLAB Webinar

[Pava 10]

so do Elliott wave software packages...pattern recognition...no holy grail over there...

[knocks420 10]

I'm a relatively new MatLab user but had a procedural question to more experienced users: How do you visually review trades in order to check that the coded strategy is in fact doing as you wanted? I have utilized the tutorial and plotted position on the time series but this is very unwieldy compared to something like TradeStation or other retail products where you can just scan the chart for proper buy/sell signals. Just looking for best practice. Thanks!

[spy11 10]

Knocks,

 

Did you ever receive a response to this question or does anyone have any suggestions? I am also new to MATLAB and was looking for the same information. I'm in a trial, but have not purchased at this point.

 

Thanks.

[bokresik 10]

Output all of the transaction information to a tab delimited text file and manually verify that your code is doing what is intended. You can also use various plot commands to place an arrow or other marker on the plot where you took a position. For every transaction, you could generate a plot of the 200 data points previous to your entry displaying an arrow to indicate the direction of the trade.

 

There are ways to make a dynamic Tradestation like interface but they require advanced skills and understanding Matlab GUIs, handle graphics, and object oriented programming. Good luck, Matlab is an incredibly powerful tool once you learn how to use it and the many different ways you can analyze data. You might be interested in Python, SciPy, NumPy, & MatPlotLib. These 4 together are basically a free open source version of Matlab.

[Piv0tPoint 10]

I have just started to use Matlab after seeing a number of webinars I was sold very early in the piece by really its unlimited functionality- its only restriction is the user :crap: but on a more serious note it is software that you will find on the encrypted PCs of the HF-Quant Trading desks (HedgeFunds, Brokers, MM etc) hence the hefty price for non student users. Also stating the obivous when the data feed jumps from Yahoo (Free Data) to Bloomberg and Reuters where Bloomy and Reuters are generally reserved for the Institutional market. It is an eye opener when you compare the TS, MC and NeoTickers to Matlab really it is horses for courses. I too am a user of the aforementioned but for brute force in quant analysis I put my money on Matlab. Now I just need to get dirty with it.

 

It would be great to keep this thread alive.

 

PP

[natedredd10 10]

Max Dama has a tutorial on connecting IB to matlab

Max Dama on Automated Trading: Interactive Brokers via Matlab

 

There is also a commercial API

Exchange API...

 

I've been pretty lazy since getting matlab, but a goal for this year is to get it hooked up to ninja via C#..to me this is the way to go since then any datafeed Ninja supports, matlab will.

[MSKX 10]

There is now a Matlab Toolbox (MATFIX) that implements FIX 4.2 execution from Matlab. It can therefore allow connectivity to most brokers directly from Matlab.

 

For more info check Agoratron.com

[john_choo 10]

real data handling: i believe its a matter of appropriate coding. i use live data on Excel and have yet to see a performance impact. i am talking about at least 7000 periods (min/hr/day) per product.

 

indicators: again, using TA-Lib on Matlab, its pretty well-written such that computation speed is fast (matter of millisecs). again, its how the arrays are being handled (and what matrix types used). the question will be how not to kill the computer by overloading it with a matrix of doubles when matrix of int8can make do for a simple binary signal generation.

 

charting: i presume if there is a need to use Matlab, probably coding a little more for charts won't hurt abit.

 

references can come from: http://en.literateprograms.org/Category:Programming_language:MATLAB

 

Hi Sneo,

 

I am new to matlab, but have recently decided to try using freemat as matlab is too expensive. I like to as how do you use live data on excel ( i assume you are using dde or rtd feed into excel) for live analysis in matlab? Thanks

[trader001 10]

Anyone had experience with agoratron? What's their rate for service? Please help~