Sunday, September 8, 2019

BTC to the Moon?

At this point, it is almost cliche to be bullish on BTC. But it does seem that all the indicators are pointing toward a steep BTC rise in the near future.


The long-term Gaussian Channel (see previous posts) have turned bullish for BTC. Additionally, the TradingView "speedometer" for BTC is back in "Strong Buy" territory. (As far as I can tell, this "speedometer" is an amalgam of several other indicators—I have attempted to mimic it in C#, and I will probably do so again once I have the Gaussian Channel indicator working.)

TL;DR - Bitcoin to the moon!!!

QML and C#

Today, I made some good progress creating a cross-platform GUI using QML and tying this UI to C# code.

The first project is an image FX app for which I wanted a cross-platform GUI. The image-processing code works fine in .NET Core 3.0, and it appears QML will do well as the UI.

If this project turns out good, I will definitely be looking to apply this QML/C# paradigm to other cross-platform GUI projects (in particular, a trading/algo app).

Saturday, September 7, 2019

Why Gaussian Channel?

I didn't mention the reason I have been exploring the implementation of a Gaussian Channel trading indicator: I noticed an interesting BTCUSD chart on TradingView that displays a long-term Gaussian Channel indicator.

https://www.tradingview.com/chart/BTCUSD/7CB3pdCH-BITCOIN-Gaussian-turned-green-after-270-days-The-BOTTOM-IS-IN/



I couldn't find the Gaussian Channel algo implemented in C#, C++ or similar language, so I had to take the existing indicator (in TradingView pinescript) and replicate it in C#. (see the GitHub repos for updates)

(Temporarily) Suspending Job Search

It just hit the wire that Antonio Brown has been released from the Oakland Raiders.

Therefore, I will be suspending my job search in order to try out with the Raiders as a receiver (and possibly try out with the Bears for the quarterback position). </sarcasm>

Machine Learning - Trading Algos

Here are some links related to machine learning use in trading algorithms:

http://cs229.stanford.edu/proj2008/Blokker-TheApplicationofSVMtoAlgorithmicTrading.pdf


(more to come...)

Kalman Filters

In the process of examining Gaussian Channels, I was re-introduced to Kalman Filters. Here are some links related to Kalman Filters:

https://electricalvoice.com/kalman-filter-algorithm-applications/


(more to come...)

Gaussian Channel

Here are some websites relevant to Gaussian Channel (aka Gaussian Filter or Gaussian Moving Average):


https://www.mql5.com/en/code/16776
https://www.tradingview.com/script/WpVY7GKW-Gaussian-Channel-DW/
https://ctrader.com/algos/indicators/show/150
https://www.cftc.gov/sites/default/files/idc/groups/public/@economicanalysis/documents/file/oce_algorithmictradingstrateg.pdf
https://www.tradingview.com/chart/BTCUSD/7CB3pdCH-BITCOIN-Gaussian-turned-green-after-270-days-The-BOTTOM-IS-IN/