Zdrojový kód wiki Algotrading

Version 7.1 by David Brazda on 18.02.2023 22:57
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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]]
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5
6 = Python and stocks =
7
8 [[https:~~/~~/github.com/LastAncientOne/SimpleStockAnalysisPython>>https://github.com/LastAncientOne/SimpleStockAnalysisPython]]
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10
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
19
20 A také [[ROC>>https://algo-trading.readthedocs.io/en/latest/technical-analysis.html#rate-of-change-roc]]
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22 Popis základních indikátorů a  jak na ně v pythonu je zde (projít!!)
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]]
27
28
29 = AI =
30
31 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]]
32
33 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]]
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35 Příklad - [[singlefeature LSTM model in pytorch>>https://algo-trading.readthedocs.io/en/latest/integrated-strategy.html#single-feature-lstm-model]].
36
37 [[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
38
39 Zadání: predikční modely (HFT, 15s dt, střednědobý)
40
41 * - learning data
42 ** vývoj ceny - timeseries relevantní frekvence (trades, 15s ohlc a třeba 1h(1d) ohlc)
43 ** dopočítané/doplněné sloupce k timeseries (indikátory, calendar data a další time related data)
44 ** 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)
45 *
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