In today’s post I show how you can plot a very nice looking Candlestick chart inside a Jupyter (IPython) notebook. This chore is made much easier by using Plotly. So first thing you sholud do is sign up for a free account at Plotly and then download Jupyter Interactive Python notebooks. I did this in an interactive notebook for demonstration purposes only. After installing Plotly I was able to import the libraries into my notebook and then call the various functions to graph the data. I imported numpy, but it wasn’t necessary. I simply copied some data (CL.CSV) to the subdirectory that held my notebooks and then used the CSV Reader to pull the data into the various lists that the Plotly functions required. All of the plotting is done in a browser and its interactive. After creating the PSB I wanted to provide a tool for plotting the data that was being tested. Jupyter and Plotly are free for non-commercial users.
import numpy as np import datetime import csv import plotly.plotly as py from plotly.tools import FigureFactory as FF from plotly.graph_objs import *
d = list() dt = list() o = list() h = list() l = list() c = list() v = list() oi = list() cnt = 0
with open("CL.CSV") as f: f_csv = csv.reader(f) for row in f_csv: numCols = len(row) cnt += 1 d.append(int(row[0])) dt.append(datetime.datetime.strptime(row[0],'%Y%m%d')) o.append(float(row[1])) h.append(float(row[2])) l.append(float(row[3])) c.append(float(row[4])) v.append(float(row[5])) oi.append(float(row[6]))
xDate = list() yVal = list() indicCnt = 0 for i in range(len(c)-40,len(c)): xDate.append(dt[i]) sum = 0.0 for j in range(i-9,i): sum += c[j] yVal.append(sum/10)
Backtesting with [Trade Station,Python,AmiBroker, Excel]. Intended for informational and educational purposes only!
Get All Five Books in the Easing Into EasyLanguage Series - The Trend Following Edition is now Available!
Announcement – A Trend Following edition has been added to my Easing into EasyLanguage Series! This edition will be the fifth and final installment and will utilize concepts discussed in the Foundation editions. I will pay respect to the legends of Trend Following by replicating the essence of their algorithms. Learn about the most prominent form of algorithmic trading. But get geared up for it by reading the first four editions in the series now. Get your favorite QUANT the books they need!
This series includes five editions that covers the full spectrum of the EasyLanguage programming language. Fully compliant with TradeStation and mostly compliant with MultiCharts. Start out with the Foundation Edition. It is designed for the new user of EasyLanguage or for those you would like to have a refresher course. There are 13 tutorials ranging from creating Strategies to PaintBars. Learn how to create your own functions or apply stops and profit objectives. Ever wanted to know how to find an inside day that is also a Narrow Range 7 (NR7?) Now you can, and the best part is you get over 4 HOURS OF VIDEO INSTRUCTION – one for each tutorial.
This book is ideal for those who have completed the Foundation Edition or have some experience with EasyLanguage, especially if you’re ready to take your programming skills to the next level. The Hi-Res Edition is designed for programmers who want to build intraday trading systems, incorporating trade management techniques like profit targets and stop losses. This edition bridges the gap between daily and intraday bar programming, making it easier to handle challenges like tracking the sequence of high and low prices within the trading day. Plus, enjoy 5 hours of video instruction to guide you through each tutorial.
The Advanced Topics Edition delves into essential programming concepts within EasyLanguage, offering a focused approach to complex topics. This book covers arrays and fixed-length buffers, including methods for element management, extraction, and sorting. Explore finite state machines using the switch-case construct, text graphic manipulation to retrieve precise X and Y coordinates, and gain insights into seasonality with the Ruggiero/Barna Universal Seasonal and Sheldon Knight Seasonal methods. Additionally, learn to build EasyLanguage projects, integrate fundamental data like Commitment of Traders, and create multi-timeframe indicators for comprehensive analysis.
The Day Trading Edition complements the other books in the series, diving into the popular approach of day trading, where overnight risk is avoided (though daytime risk still applies!). Programming on high-resolution data, such as five- or one-minute bars, can be challenging, and this book provides guidance without claiming to be a “Holy Grail.” It’s not for ultra-high-frequency trading but rather for those interested in techniques like volatility-based breakouts, pyramiding, scaling out, and zone-based trading. Ideal for readers of the Foundation and Hi-Res editions or those with EasyLanguage experience, this book offers insights into algorithms that shaped the day trading industry.
For thirty-one years as the Director of Research at Futures Truth Magazine, I had the privilege of collaborating with renowned experts in technical analysis, including Fitschen, Stuckey, Ruggiero, Fox, and Waite. I gained invaluable insights as I watched their trend-following methods reach impressive peaks, face sharp declines, and ultimately rebound. From late 2014 to early 2020, I witnessed a dramatic downturn across the trend-following industry. Iconic systems like Aberration, CatScan, Andromeda, and Super Turtle—once thriving on robust trends of the 1990s through early 2010s—began to falter long before the pandemic. Since 2020 we have seen the familiar trends return. Get six hours of video instruction with this edition.
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