femtotrader

Verifying my Blockstack ID is secured with the address 14BzAGWqh8hx72DZ7J5Df71fAeWMzKrckH https://explorer.blockstack.org/address/14BzAGWqh8hx72DZ7J5Df71fAeWMzKrckH

femtotrader

###############################################################
# exit first profitable price over entry
# exit after fixed bars (max_hold) if no profitable trade
###############################################################
signal = [0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0]
close = [10,10,8,3,14,5,6,2,4,22,2,1,1,1,10,3,3,3,3,3,3,30]

first_prof = zero(signal)
max_hold = 6
for i = 1:length(signal) # 1:length(signal)-1 if buying next bar at open

femtotrader

# Download Data Using Alphavantage
using HTTP
using StatPlots

res = HTTP.get("https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=AAPL&interval=1min&apikey=your_api_key&datatype=csv")
mycsv = readcsv(res.body)
x = convert(DataFrame, mycsv)
x = x[2:nrow(x),:]  # subset remove header row
# Rename Columns
colnames = ["Date","Open","High","Low","Close","Volume"]

femtotrader

import requests
from pandas.io.common import urlencode
from pandas.tseries.frequencies import to_offset


ALPHAVANTAGE_API_URL = "http://www.alphavantage.co/query"
ALPHAVANTAGE_API_KEY_DEFAULT = "demo"


def _init_session(session):

femtotrader

#!/usr/bin/env python

"""
Read Lobster orderbook files to Python Pandas DataFrame
"""

import click
import os
import pandas as pd
from pandas.io.common import ZipFile

femtotrader

Verifying that +femtotrader is my blockchain ID. https://onename.com/femtotrader

femtotrader

# -*- coding: utf-8 -*-
"""
Created on Mon Feb 17 13:56:10 2014

@author: root
"""

import urllib2
opener = urllib2.build_opener()
from bs4 import BeautifulSoup

femtotrader

#http://scikit-learn.org/stable/auto_examples/applications/face_recognition.html#example-applications-face-recognition-py
from sklearn.ensemble import RandomForestClassifier
from numpy import genfromtxt, savetxt
from sklearn import neighbors, datasets

from sklearn.cross_validation import train_test_split
from sklearn.datasets import fetch_lfw_people
from sklearn.grid_search import GridSearchCV
from sklearn.metrics import classification_report
from sklearn.metrics import confusion_matrix

femtotrader

	##############################################################
	##									                                      	##
	##	     VaR and C-VaR computation with ETV on EURUSD	      ##
	##										                                      ##
	##			by Charles-Abner Dadi 				                      ##
	##										                                      ##
	##  <[email protected]>		      ##							
	##										                                      ##
	##############################################################

femtotrader

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 "nbformat_minor": 0,
 "worksheets": [
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