How to back test a manually traded strategy using TradingView
Trading is hard. It takes a lot of practice. One way to practice and build skill and confidence is to back test a system over and over again. In this video I show you how I do this using online charts at Tradingview.
Updated video April 2018:
Tradingview has added a new replay function, that will allow you to better back test your trading. This video shows you how to use this new feature.
Google drive is one of the many handy tools Google offers. It is a file synchronization tool that allows you to backup, store and share and access files in the cloud. I use it to collaborate on files with others or to sync movies that I can then easily publish on Youtube.
Unfortunately there is no native Google drive software for Linux Desktops. Luckily there is a way to have a proper sync setup on Ubuntu 16.04 and higher that uses the Google drive API and some Gui tools. Let me show you how I have this installed on my Ubuntu Desktop.
No need to set it up right now. Instead let's first install grive-tools. This is a package that is only available up to Ununtu Vivid, but I have found that is works just the same on Ubuntu 16.04
Run the following from a terminal:
sudo su -c "nano /etc/apt/sources.list.d/thefanclub*.list" deb http://ppa.lau…
I have been reading two books about quantative and algorithmic trading by Ernie Chan: Quantitative Trading: How to Build Your Own...Algorithmic Trading: Winning Strategies and...
See the books page for my reading recommendations.
One of the main take aways of this reading is the insight that it is possible to create stationary pairs by shorting and longing two, or more equities that usually move in tandem. The idea is to arbitrage the oscillating differences in moves between the equities in the pairs. Mr Chan explains all the mathematics behind mean reversion and provides Matlab code do the necessary calculus.