Zdrojový kód wiki Algotrading

Version 4.2 by David Brazda on 18.02.2023 21:56

version	line-number	content
1.1	1	= Resources =
	2
1.2	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]]
1.1	4
1.3	5
4.2	6	= Python and stocks =
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	8	[[https:~~/~~/github.com/LastAncientOne/SimpleStockAnalysisPython>>https://github.com/LastAncientOne/SimpleStockAnalysisPython]]
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	10
1.3	11	= Zajimavé indikátory =
	12
	13	Podívat se na Prior SAR: The SAR value for previous period.
	14	Extreme Point (EP): The highest high of the current uptrend.
	15	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.
	16	\\Dále se podívat na Commodity Channel Index (CCI)
	17	The Commodity Channel Index (CCI) helps identify price reversals, price extremes, and trend strength.
	18	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
1.4	19
1.7	20	A také [[ROC>>https://algo-trading.readthedocs.io/en/latest/technical-analysis.html#rate-of-change-roc]]
1.4	21
	22	Popis základních indikátorů a jak na ně v pythonu je zde (projít!!)
1.3	23	[[https:~~/~~/algo-trading.readthedocs.io/en/latest/technical-analysis.html>>url:https://algo-trading.readthedocs.io/en/latest/technical-analysis.html]]
	24	\\a dale
	25	Rsi divergence
	26	[[https:~~/~~/github.com/SpiralDevelopment/RSI-divergence-detector>>url:https://github.com/SpiralDevelopment/RSI-divergence-detector]]
2.1	27
	28
	29	= AI =
	30
3.2	31	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]]
3.1	32
3.3	33	Příklad - [[singlefeature LSTM model in pytorch>>https://algo-trading.readthedocs.io/en/latest/integrated-strategy.html#single-feature-lstm-model]].
3.1	34
4.1	35	[[Stock Machine learning algorithms on github>>https://github.com/LastAncientOne/Deep_Learning_Machine_Learning_Stock]]
2.1	36
4.1	37	Zadání: predikční modely (HFT, 15s dt, střednědobý)
	38
2.1	39	* - learning data
	40	** vývoj ceny - timeseries relevantní frekvence (trades, 15s ohlc a třeba 1h(1d) ohlc)
	41	** dopočítané/doplněné sloupce k timeseries (indikátory, calendar data a další time related data)
	42	** 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)
	43	*
	44
	45

Zdrojový kód wiki Algotrading

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