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by frang0nve
Mon Jun 04, 2012 3:20 am
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

There is another rule in the strategy using weekly data: The RAT only goes LONG when price is ABOVE the weekly open and only goes SHORT when price is BELOW the weekly open. I'll select saturday as first day in the week (my broker allows 7 days/week trading) using the \W 0 command: The week offset co...
by frang0nve
Sun Jun 03, 2012 6:37 am
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

Now things become trickier, as the take profit description for this strategy is: "Take whatever profit you can" That can be achieved using an exits playbook like this: SL is moved forward: If profit = 5 pips move SL to entry level+3 pips If profit = 10 pips move SL to entry level+5 pips If...
by frang0nve
Sun Jun 03, 2012 2:51 am
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

UPDATED: Bug calculating SLLevel-> Command corrected After opening the q session, the http port and loading the daily data table, we'll add a column to the table with the daily entry level (Open+4 pips when buying, Open-4 pips when shorting) and the Stop Loss level (10 pips): [font=Courier New]Thres...
by frang0nve
Sat Jun 02, 2012 9:31 pm
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

As the strategy is based on the colour of the daily bars, we add a column with these values: 1=Green Bar, -1=Red Bar, 0= Flat Bar using this command: http://kreslik.com/forums/userpix/7763_Kdb17_2.png EU_D1:update Colour:signum Close-Open from EU_D1 Resulting this table: http://kreslik.com/forums/us...
by frang0nve
Sat Jun 02, 2012 3:19 pm
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

After starting a new q sessión, we load the table from disk into memory and then we open a http port: [font=Courier New]load `:EU \p 5001[/font] http://kreslik.com/forums/userpix/7763_Kdb13_1.png As we want to evaluate a strategy based on daily data, we extract daily information (OHLC) from tickdata...
by frang0nve
Sat Jun 02, 2012 6:46 am
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

EDITED: Date format was DD/MM/YY - Corrected We'll select the DD/MM/YY mode: [font=Courier New]\z 1[/font] Then we'll import tickdata (csv format) into a q table: [font=Courier New].Q.fs[{`EU insert flip `datetime`bidprice`askprice!("ZFF";",")0:x}]`:EU10.csv[/font] http://kreslik...
by frang0nve
Sun May 27, 2012 10:57 pm
Forum: statistics
Topic: Learning Kdb+/q
Replies: 15
Views: 22867
Gender: Male

Learning Kdb+/q

EDITED: Date format was DD/MM/YY - Corrected I'm learning Kdb+/q and I'd like to post here my steps so perhaps some traders/coders find them useful and/or interesting and we can help us each other. Kdb+ is a column oriented database designed for massive datasets. Kdb+ includes q, a SQL-like vector p...
by frang0nve
Sun May 27, 2012 10:38 am
Forum: general
Topic: Boeing, Airbus... Beware!
Replies: 2
Views: 3995
Gender: Male

This project achieved the $65000 funding goal on friday and less than 48 hours later they got more than $5000 additional funding.
by frang0nve
Sat May 26, 2012 4:49 am
Forum: general
Topic: Boeing, Airbus... Beware!
Replies: 2
Views: 3995
Gender: Male

Boeing, Airbus... Beware!

[video width=480 height=360]http://www.kickstarter.com/projects/launchsynergy/synergy-aircraft-project/widget/video.html[/video] If you can't see the video above, you can click: http://www.kickstarter.com/projects/launchsynergy/synergy-aircraft-project?ref=live http://www.synergyaircraft.com/images/...
by frang0nve
Sun May 13, 2012 5:06 am
Forum: beginners forum
Topic: The Weekly Crash Zone
Replies: 160
Views: 106161
Gender: Male

However if you add range to the current active candle then the crash zone would move correct? that can not be right if its projected from the high and low of the current week which can change during the week then the crash zone should also move as they change? because the indicator that i have is a...

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