Programming

Building an Automated FOREX System: Writing the Pseudo Code

By Mark | Published April 12th, 2010

In our last article we examined the basics of writing pseudo code and briefly looked at strategy design. If you have not read Designing a simple strategy and Pseudo Code you will need read that before continuing. In this article we will be translating the original Turtle Trader rules into pseudo code. This will ensure…

Importing Stock Data From Yahoo Using Python

By Mark | Published April 2nd, 2010

As I discussed in my previous post I have started to explore the possibilities of using python for quant fiance applications. To be honest I have only spent about 2 hours working on this project.  In that short amount of time I have been able to: Connect to Interactive Brokers via IbPy. Connect and download…

Setting up The Perfect Python Development Environment

By Mark | Published March 29th, 2010

I am sure most of you by now have heard about the awesomeness of Python. Python is a lightweight programming / scripting language that is very simple to learn yet powerful. As you know if you have been reading this blog you would know I am looking to test and develop automated trading strategies and…

Designing a Simple Strategy and Introduction to Pseudo Code

By Mark | Published February 24th, 2010

Today we will be looking at designing a simple strategy and we will also start to write some pseudo code in MetaEditor. This is of course a multi part tutorial series and if you have not read the previous articles I suggest you do so before moving on to this article. In the previous article…

Building an Automated FOREX System: Expert Advisors & Indicators

By Mark | Published February 18th, 2010

This is article number two in our tutorial series Building an Automated Currency Trading System from Scratch. If you have not read the introduction to this tutorial series I recommend you read building an ATS before reading this article. MetaTrader 4 The current version that is most widely used and supported is MetaTrader 4 however…

Exporting Data From MetaTrader

By Mark | Published April 6th, 2009

I received an email today from a reader wanting to know if there was an expert advisor available that would export data to a csv file. although I have not myself seen an EA that does this it is a trivial matter to code such an EA shown below: int handlFile; handlFile = FileOpen(“symbol.csv”, FILE_CSV…

Pseudo Code for Automated Trading Systems

By Mark | Published May 7th, 2008

When it comes to writing computer programs or in this case automated trading systems translating English into programming code can be fraught with danger. Pseudo Code on the other hand refers to a more structured English for describing a process or program. It is important that you learn to write quality pseudo code as it…