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add more data as inputs

Open owocki opened this issue 8 years ago • 9 comments

  • volume
  • bid/ask spread
  • RSI/MACD / other derivative metrics
  • social sentiment analysis

owocki avatar Mar 28 '16 13:03 owocki

ref: #13 #8 OBV / On Balance Volume Margin & Short positions etc... ( www.BFXdata.com ) Ichimoku Clouds mentioned here as being most profitable: ( http://www.babypips.com/school/elementary/common-chart-indicators/what-is-the-most-profitable-indicator.html ) [most aren't when rigidly followed]

NDuma avatar Mar 28 '16 15:03 NDuma

I've used Ichimocku in my manual trading. They are very powerful.

owocki avatar Mar 28 '16 16:03 owocki

Have you looked at all into using Social Mention or Google Alerts for social sentiment analysis?

Sifting and reacting to viral bursts of social approval could provide large gains with minimal trading.

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Update: (3/30/2016) I wrote a simple HTML scraper in python that grabs the top four scores from Social Mention screen shot 2016-03-30 at 2 32 03 am Here’s a link to the code, at minimum it’s a proof of concept

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Update:(4/13/2016) for many accuracy reasons it looks like SocialMention is not a good bet.

Also my raspberry Pi 3 came today so I will be experimenting with data scraping with it in the next few weeks

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Goals: Collect Data with Raspberry Pi Organize & Save Data Analyze Data Get Market Data Machine learning: Attempt to Predict Market Spikes with Social Media Data Test Accuracy Analyze possibility of Overfitting Discover or Fail to Discover Profitability If Profitable, integrate with PyTrader

Done: Scrape Data Get Raspberry Pi

jeff-hykin avatar Mar 30 '16 06:03 jeff-hykin

Nice @jeff-hykin , I didnt check the other issues. I will start to follow all of them in here. @owocki I already had filled the form, will you create a a group or we will be here by now?

rmendes900 avatar Mar 30 '16 12:03 rmendes900

@rmendes900 just sent your invite

owocki avatar Mar 30 '16 13:03 owocki

(Just saving this for future use) Heres a potential data source @darcy mentioned on slack https://www.quandl.com/data/BCHAIN?keyword=bitcoin

And another mentioned by @nrpalao on slack https://www.quantopian.com/data

found this today, could be very useful https://blog.pusher.com/realtime-tweet-statistics-pusher/

jeff-hykin avatar Apr 01 '16 21:04 jeff-hykin

Quandl looks super easy to integrate, there's also a Python library: https://www.quandl.com/help/python

rubik avatar Apr 02 '16 11:04 rubik

https://github.com/owocki/pytrader/pull/75

owocki avatar Apr 16 '16 17:04 owocki

https://github.com/owocki/pytrader/pull/76

owocki avatar Apr 17 '16 22:04 owocki