Data mining for trading

• 09/29/2020 at 8:34 PM #145890
  Dow Jones

  Hi everyone,

  I believe many people started trading and building their first strategies based on known strategies and indicators. During the course of development, many encounters optimization and how to not curve fit, how to minimize variables.

  After more advanced, some will looks for price action and omit indicator totally. All in all, the goal is to find a statistically proven strategy based on historical data and back test, and try to reduce curve fit.

  I recently read on https://www.priceactionlab.com/Blog/docs/dlpal-dq/using-dlpal-dq, this software is accepting input data and parameters then perform data mining to generate strategy. I wonder if anyone has come across such approach, which is to supply price data from IG (as only IG support proorder) and perform data mining to find the reliable pattern. It can be any tools, even excel.

  The goal is to find another way to explore strategy that is pure price action and code it in PRT.

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  GraHal

  

  Dow Jones

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  09/30/2020 at 12:06 AM #145908
  YachtTradaren

  As of what I understand, Dave Bergstrom, favours such a approach. What Im trying to figure out is wheter he is a fraud or not. Just google him and you can find his work through a lot of different media channels.

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  Dow Jones

  

  YachtTradaren

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  09/30/2020 at 8:59 AM #145925
  Nicolas

  Try https://paststat.com/ , there are many data mined strategies there.

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  Dow Jones

  

  Nicolas

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  10/03/2020 at 7:39 AM #146260
  Dow Jones

  If anyone is interested, I’m sharing the excel I slightly modify based on excel sample from IG, in order to add to retrieve data via range of date.

  Take note usually there is a limit up to 10,000 points (bars) that can be retrieved per week (per user). Indices, demo and live have different prices, so take care also that.

   

  Note: not sure why cannot attach .xlsm, so I rename it to .xls, upon download, rename it back to .xlsm

   

  

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  10/03/2020 at 9:42 AM #146264
  Dow Jones

  Dow Jones wrote:

  limit up to 10,000 points (bars)

  The limit is per week basis.

  

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