# Zdrojový kód wiki Algotrading

Naposledy upravil David Brazda 28.02.2023 16:44
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author | version | line-number | content
--- | --- | --- | ---
1 | = Resources =
2 |
3 | algo-trading basics [[https:~~/~~/algo-trading.readthedocs.io/en/latest/data-science-basics.html>>https://algo-trading.readthedocs.io/en/latest/data-science-basics.html]] a [[github>>https://github.com/awoo424/algotrading]]
4 |
5 | = Platformy =
6 |
7 | * Jednoduchá varianta Trading view + [[integrace s webhooks >>https://github.com/robswc/tradingview-webhooks-bot]]- python based, na vlastnim serveru. (pokud se osvedci traderspost, pak muzu nainstalovat toto, napriklad na forum.pgwiki.cz, kde je docker a ma domenu)
8 | * Backtrader + [[ALpaca backtrader API>>https://github.com/alpacahq/alpaca-backtrader-api]] (+pripadna ws [[proxy>>https://github.com/camelpac/alpaca-proxy-agent]])
9 | * Blankly
10 | * [[zvt AI trading ML python tradng platforma >>https://github.com/zvtvz/zvt]]on github - modular quant framework - [[docs>>https://zvt.readthedocs.io/en/latest/]]
11 | * [[LumiBot>>https://github.com/Lumiwealth/lumibot]] - hodně simple
12 | * [[https:~~/~~/github.com/Finned-Digital-Solutions/hft-ext>>https://github.com/Finned-Digital-Solutions/hft-ext]] - zkouknout
13 |
14 | = Python and stocks =
15 |
16 | [[https:~~/~~/github.com/LastAncientOne/SimpleStockAnalysisPython>>https://github.com/LastAncientOne/SimpleStockAnalysisPython]]
17 |
18 | = AI predictors =
19 |
20 | reinforced learning platforma - na toto se určitě podívat [[https:~~/~~/github.com/AI4Finance-Foundation/FinRL>>https://github.com/AI4Finance-Foundation/FinRL]]
21 |
22 | [[python AI knihovna na předpověď ceny- pandas market predictor on GITHUB>>https://github.com/somkietacode/Pandas_Market_Predictor]]
23 |
24 | [[Crypto predictions AI stock prediction platform>>https://github.com/alimohammadiamirhossein/CryptoPredictions]] on github - vypadá dobře
25 |
26 | = Zajimavé indikátory =
27 |
28 | Podívat se na Prior SAR: The SAR value for previous period.
29 | Extreme Point (EP): The highest high of the current uptrend.
30 | Acceleration Factor (AF): Starting at 0.02, increases by 0.02 each time the extreme point makes a new high. AF can only reach a maximum of 0.2, no matter how long the uptrend extends.
31 | \\Dále se podívat na Commodity Channel Index (CCI)
32 | The Commodity Channel Index (CCI) helps identify price reversals, price extremes, and trend strength.
33 | Developed by Donald Lambert, CCI is a momentum-based oscillator used to help determine when an investment vehicle is reaching a condition of being overbought or oversold. Popis zde - vyzkouset
34 |
35 | A také [[ROC>>https://algo-trading.readthedocs.io/en/latest/technical-analysis.html#rate-of-change-roc]]
36 |
37 | Popis základních indikátorů a jak na ně v pythonu je zde (projít!!)
38 | [[https:~~/~~/algo-trading.readthedocs.io/en/latest/technical-analysis.html>>url:https://algo-trading.readthedocs.io/en/latest/technical-analysis.html]]
39 | \\a dale
40 | Rsi divergence
41 | [[https:~~/~~/github.com/SpiralDevelopment/RSI-divergence-detector>>url:https://github.com/SpiralDevelopment/RSI-divergence-detector]]
42 |
43 |
44 | = AI =
45 |
46 |
47 |
48 | Základní myšlenka: Vstup (buď trade data nebo nějaký sec rt bar) + základní hodnoty indikátorů(ma, rsi, momentum..). Model dostane sušenku, když v aktuálním bodě predikuje, že půjde o malou hodnotu nahoru (např. 5 ticků). Za to dostane odměnu. A pustit na to třeba měsíční data. A vidělo by se. To by nemuselo být složité na interpretaci.
49 |
50 | A pak vytrénovaný model pustit na online data.
51 |
52 |
53 | LSTM in stock - příklad [[https:~~/~~/www.kaggle.com/code/faressayah/stock-market-analysis-prediction-using-lstm/notebook>>https://www.kaggle.com/code/faressayah/stock-market-analysis-prediction-using-lstm/notebook]]
54 |
55 | podívat se na keras a LTSM
56 |
57 | Zajimavý článek [[základy Recurrent Neural Networks>>http://karpathy.github.io/2015/05/21/rnn-effectiveness/]] a [[https:~~/~~/towardsdatascience.com/recurrent-neural-networks-rnns-3f06d7653a85>>https://towardsdatascience.com/recurrent-neural-networks-rnns-3f06d7653a85]]
58 |
59 | Příklad - [[singlefeature LSTM model in pytorch>>https://algo-trading.readthedocs.io/en/latest/integrated-strategy.html#single-feature-lstm-model]].
60 |
61 | [[Stock Machine learning algorithms on github>>https://github.com/LastAncientOne/Deep_Learning_Machine_Learning_Stock]] ([[LSTM>>https://github.com/LastAncientOne/Deep_Learning_Machine_Learning_Stock/blob/master/Stock_Algorithms/LSTM_RNN_Part2.ipynb]])- projít
62 |
63 | Zadání: predikční modely (HFT, 15s dt, střednědobý)
64 |
65 | * - learning data
66 | ** vývoj ceny - timeseries relevantní frekvence (trades, 15s ohlc a třeba 1h(1d) ohlc)
67 | ** dopočítané/doplněné sloupce k timeseries (indikátory, calendar data a další time related data)
68 | ** další doplňující atributy - jako premarket, fair price, trend z minulých období, odhad dnešního dne(dopočítávaný), celkový sentiment(může doplňovat jiný [[model>>https://algo-trading.readthedocs.io/en/latest/sentiment-analysis.html]] z news)
69 | *
70 |
71 |

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