Zdrojový kód wiki Algotrading
Version 2.1 by David Brazda on 18.02.2023 21:09
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| author | version | line-number | content |
|---|---|---|---|
| 1 | = Resources = | ||
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| 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]] | ||
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| 6 | = Zajimavé indikátory = | ||
| 7 | |||
| 8 | Podívat se na Prior SAR: The SAR value for previous period. | ||
| 9 | Extreme Point (EP): The highest high of the current uptrend. | ||
| 10 | 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. | ||
| 11 | \\Dále se podívat na Commodity Channel Index (CCI) | ||
| 12 | The Commodity Channel Index (CCI) helps identify price reversals, price extremes, and trend strength. | ||
| 13 | 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 | ||
| 14 | |||
| 15 | A také [[ROC>>https://algo-trading.readthedocs.io/en/latest/technical-analysis.html#rate-of-change-roc]] | ||
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| 17 | Popis základních indikátorů a jak na ně v pythonu je zde (projít!!) | ||
| 18 | [[https:~~/~~/algo-trading.readthedocs.io/en/latest/technical-analysis.html>>url:https://algo-trading.readthedocs.io/en/latest/technical-analysis.html]] | ||
| 19 | \\a dale | ||
| 20 | Rsi divergence | ||
| 21 | [[https:~~/~~/github.com/SpiralDevelopment/RSI-divergence-detector>>url:https://github.com/SpiralDevelopment/RSI-divergence-detector]] | ||
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| 24 | = AI = | ||
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| 26 | predikční modely (HFT, 15s dt, střednědobý) | ||
| 27 | |||
| 28 | * - learning data | ||
| 29 | ** vývoj ceny - timeseries relevantní frekvence (trades, 15s ohlc a třeba 1h(1d) ohlc) | ||
| 30 | ** dopočítané/doplněné sloupce k timeseries (indikátory, calendar data a další time related data) | ||
| 31 | ** 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) | ||
| 32 | * | ||
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