Algorithmic Trading Strategy Using Python

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#Python #Stocks #StockTrading #AlgorithmicTrading
Algorithmic Trading Strategy Using Python
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30 июл 2024

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Комментарии : 395

@brandongonzalez5838 3 года назад

I've been studying Python for a couple months now but today was the first time that I realized I could actually read the language. Thank you so much for making this video!!

@rukminiraj1264 4 года назад

This is the only RU-vid video on algo trading which I found usefull.I respect your work and found your content very useful.It will be very usefull if u do a more deep video on this topic and on Reinforcement learning Thank you, And once again Respect your work❤

@evanakey7872 4 года назад

Dude I have been searching for this exact thing for weeks... thank you SO much!

@ComputerSciencecompsci112358 4 года назад

Thanks for watching the video and the nice comment Evan !

@emreturan8095 4 года назад

This was super informative!! THANK YOU!!is there a part 2 of this tutorial?

@KrekreDoBusao 3 года назад

I spent the first 20 minutes looking forward to see the error due to the lower case 's'. I'm so relieved now.

@kungfumachinist 3 года назад

And then I'm like, "he didn't reset the flag!".

@sweettttttttt77 2 года назад

A straightforward, and understandable explanation. Thank you so much.

@tarabas88naoh 3 года назад

Your video is the best coz u show that u build it from scratch and when face with error, u solve them in front of us.. appreciate it a lot on behalf of new python beginner

@rverm1000 4 года назад

nice video i went threw the whole process of creating this program. great program

@pollyolly851 3 года назад

Now Im starting to understand how to read graph in stock market. Thanks man.!

@137gatocholo 4 года назад

I am new to ALL of this stuff. I really learned a lot from you, thanks!

@ComputerSciencecompsci112358 4 года назад

Thank you for watching, I am glad it was helpful!

@filipegodinho7704 4 года назад

WOW. Could you please keep videos like these coming? no need for complex strategies but just to see how you are going to code it makes it way easier for alot of us.

@neerajjagwani4567 4 года назад

This is beautiful! You're awesome for sharing this! Thanks you :)

@ComputerSciencecompsci112358 4 года назад

Thank you !!

@Holy0poop 2 года назад

Wow I love how you explain everything from start and comment it in so we can read each cell as you go along

@filthystonks3527 3 года назад

just finished following along and building this Bot and it works great!!!!! Love the content and the hard work!!!! would love to see more videos in the future on how to implement different strategies, maybe we can build a bot that works well for scalping and intraday traders next???

@juinsong7949 3 года назад

This is the only useful video that I found on RU-vid. Thanks for sharing!

@ComputerSciencecompsci112358 3 года назад

Thank you!

@cottondai 4 года назад

Thank you for the lesson. Greatly appreciated.

@ComputerSciencecompsci112358 4 года назад

Thanks for watching!

@aroaris843 4 года назад

Great video!! So in depth yet refreshing

@stevensamuel4634 4 года назад

Thanks for uploading this content man. Super educational!

@ComputerSciencecompsci112358 4 года назад

Thank you Steven !

@saitamasensei1374 4 года назад

Hey , Thanks a lot for the upload I was wondering if we can use custom time/ticker intervals for data , (2 mins ,7 mins 47mins)

@MrKing98100 4 года назад

This video was great ! I’m learning python for some time and also trade myself. Learning to code for finances is what I want to keep on learning. This video helped. Need to familiarize myself more with pandas and numpy but from what I saw, most of it made intuitive sense to me. Thanks!

@user-wb1qy2pp2p 3 года назад

Nice and informative Video. Keep it up! PS: Keep working on your code refactoring for cleaner and simpler code but already doing a good job there

@randysfightfund 3 года назад

Thank you for this video and the work you put into sharing.

@RenatoSmileS 4 года назад

hey man, I'm from Brazil and just to thank you for this video! I was afraid that this video was going to be very hard to understand (because of the language) but you explain in a simple way, it's not complicated an well explained at the same time!

@ComputerSciencecompsci112358 4 года назад

Thank you very much! I hope these videos help others, so it's great getting comments like yours.

@henriquespencer2217 4 года назад

Brbrbr

@Maconhaepaz 3 года назад

brbr

@Ranteray 3 года назад

I agree.. ta de boas entender kkk

@kelvinstones979 3 года назад

thechinahacks helped me financially .THanks to this platform i was able to pay off my debts

@steveejoel3248 3 года назад

man i had to Subscribe i like your explanations i connect with it so much cheers!

@noname89636 2 года назад

This is a very well constructed walk-through video. I learned a lot about logic and variable environment. Liked and saved!

@ComputerSciencecompsci112358 2 года назад

That's amazing! Keep up the learning! Thank you for watching!

@theta45stockanalytics16 4 года назад

Was thinking about implementing this is my own project. But I don’t think MA’s are useful and your graphs showed that. Good video. You saved me a lot of time.

@trevorweir 4 года назад

MA's are massively useful, my friend. The problem is the 100 days, ha ha. If you watch other traders, they are using much, much shorter time periods, but that is for you to figure out. He gave us very, very good information here, but dont expect him to give you absolutely everything. That would be like giving away free money. Everything takes a little more investigation, my friend. And you may need 1 or 2 more indicators juxtaposed on top of these two. Good luck.

@claytonyoung1351 Год назад

@@trevorweir ema's only. Ma's are not.

@Theo-dj7vs 4 года назад

Youre style is easy to understand and follow. Great job...subscribed. May i make a learning request?

@JacobHKent 3 года назад

when it comes to trading in the various financial markets the relevance of professional guidance should not be undervalued as it could be the key to any traders success in profit making.

@bensonmccredden7102 3 года назад

spot on! but the usual problem is discovering well grounded professionals who can be trusted. have you got any reconmendations?

@benitaalvarez1524 3 года назад

i could not have said it any better.

@JacobHKent 3 года назад

@@bensonmccredden7102 i will highly reconmend Michael Branagh, he helped me secure a passive source of income, made life quiet easier for me as i no longer had to work round the clock. i'd check if he's taking new investors now, and also ask if i can share his contact information to the public.

@bensonmccredden7102 3 года назад

@@JacobHKent i have stumbled upon a couple of articles by him, never occured to me to look him up. i would sincerely appreciated if you coild help with his contact info.

@rolienwitvos1694 3 года назад

@@JacobHKent Mr Branagh is one of the most productive traders out there. i would not say hes the best at what he does but one thing is certain, hes a man of integrity and he certaainly gets results

@Maximus18.6 8 месяцев назад

This video is the best that I have watched during this time learning programming. You did an amasing job and do not say you take extra code to create the program. Remember that the majority of people watching your video are learners. Thank you so much for your contribution. God bless you

@deanladrido 3 года назад

This is pretty awesome dude I might try it out just for fun this weekend

@pavanjadhav8436 4 года назад

Hey, Your videos are very useful. Please make videos on different strategies. Thank you!!

@EinarEmerson 4 года назад

Wow! Gracias por el video, lo haces ver sencillo. Saludos desde Colombia. Muchas gracias nuevamente!

@ComputerSciencecompsci112358 4 года назад

Muchos gracias !

@LydiaScherr 3 года назад

All in all, really good work. It would be nice if the program could use live data and ping your phone with notifications when to trade. So far this is more like backtesting a strategy.

@sanelezuma 4 года назад

THansk for such an informative video, i have a question: How can i change yo buy and sell parameters to only buy when price crosses over both Mpoving averages insterad of buying when one moving average crosses the over...can you make a small video abouut that.. thanks

@Alvaroeduardo 4 года назад

Don´t waste time, moving average strategies only work some of the time in some uptrend markets. People used to trade this in the 90´s. You could try with a combination of vwap, volume and ema, just please don´t waste your time with oscillators. Good video.

@trevorweir 4 года назад

Alvaroeduardo you’re speaking from a position of experience. These moving averages are a good place to start for a beginner and by the way, on many non-volatile stocks you can eyeball 👁 the charts and see that they work. On many stocks, these longer periods only give a few buy sell signals in 6-7 years so it doesn’t take a genius to look at historical data in order to see that they generally work. And by the way, over longer periods of time, the market tends to uptrend anyway ( which was your comment, right )

@npip99 4 года назад

It's just an example, to find real arbitrage you'd need something complex enough that someone else wouldn't have reasonably discovered it before you, but it's a good example for teaching the concept.

@Alvaroeduardo 4 года назад

@@trevorweir yeah that´s exactly how my coder pal and I thought 12 years ago when we tried exactly the same thing, that lasted a few days haha

@gabkov 4 года назад

@@Alvaroeduardo are you still actively doing algo trading?

@mbxoriginals7175 4 года назад

100% true

@pynchemdkhar2995 4 года назад

this is a very helpful video.. thanks for your hard work..... by the way can you help me what is the code to run my backtest for a defined period in a day.. thank you

@jorge1869 2 года назад

The rolling () function is just amazing and useful.

@ziyapihuworlds4009 4 года назад

Hi I am from India. Thank you for sharing your valuable video.

@unbreakable3396 4 года назад

Big like , but can u add more vedios about stocks screener working with a live data to get instant notifications

@piergiorgiocala6453 2 года назад

GREAT START. This is my first Pyton software and all run ok Now I try to check other database and go on with the next step. Thanks a lot ✌

@sarikaberi4144 3 года назад

Excellent and only video available with much detailed expalnation...Please make some more vdos

@billsgp7744 4 года назад

this is a good start to get familiar with a possible approach ...

@ComputerSciencecompsci112358 4 года назад

Thanks !

@ComeLearnExcel 4 года назад

Everything you describe is awsome.. May I request you to increase the volume a bit

@TevfikBagcivan 3 года назад

Yess.. I'm finding like what i want. Thank you for this video

@flopperforever4069 4 года назад

This was a sweet video. I actually just finished building my own simple MA algo and am working on backtesting it on a bunch of randomzied date ranges for all the tickers in the snp500. Cool stuff

@ComputerSciencecompsci112358 4 года назад

Thanks!

@keamomatlala8517 4 года назад

How did this go btw?

@marinoman061 3 года назад

Great Video! At the very end on the first sell signal, the price crosses both SMA before it signals to sell. Maybe optimize it by making it so that price only has to move below the SMA30 to signal a sell?

@maxkelter3561 4 года назад

It's very interesting watching you build your program- tnx. Even though I have no experience in programming.

@ComputerSciencecompsci112358 4 года назад

Thanks!

@arifbillah2470 4 года назад

Awesome content! Instant sub to your channel. Do you share your scripts?

@sudocrypto 4 года назад

Thanks 4 the vid !! Do you have any courses etc.. you can recommend to a total noob ?

@ComputerSciencecompsci112358 4 года назад

Thanks for watching ! I recommend these books: Python (Hands-Machine-Learning-Scikit-Learn-TensorFlow): ► amzn.to/2AD1axD ► Learning Python: amzn.to/3dQGrEB ►Head First Python: amzn.to/3fUxDiO

@stay-amazed1295 4 года назад

Good video! Lot of information for beginners. Can you make video on FTR strategy and hw to identify trend lines /SR lines using Python

@Timjstewart 5 месяцев назад

Thanks for a very informative and hands on video!

@ebicer 3 года назад

Great video, but I don't understand how you did conclude that the short term average should be calculated based on 30 days and the long term average should be calculated based on 100 days. Do you have a reference on that or were they just logical random-ish numbers?

@HD-eu7ji 3 года назад

Thank you very much for sharing your ideas, very well explained is a basis for our projects. Thank you here from Brazil

@ComputerSciencecompsci112358 3 года назад

Thanks for watching!

@kizhissery 3 года назад

I think you should use ema 50 and ema 200, one of the best explation,keep it bro

@sonikasharma7844 4 года назад

How to link phone number with that program so that every time a buy/sell signal comes, it gives us something like text message or ringtone or alarm etc. ? Thanks

@prashantchauhan3111 4 года назад

Very good video expecting some more advanced videos. keep it.

@ComputerSciencecompsci112358 4 года назад

Thank you

@andreamarkos 4 года назад

Buddy, how do you optimize and backtest your strategy with python?

@PepeTostado 3 года назад

Great video, I have a question about the FLAG, what is it and how does it work?

@felipeavila1 3 года назад

Great video! Thaks for sharing!

@annazully2680 3 года назад

thanks! im a rookie coder so this was very useful!

@ComputerSciencecompsci112358 3 года назад

I'm glad this video was helpful to you !

@armandogarcia6564 4 года назад

This is great! Thank you...Would it be helpful to combine this strategy with another indicator like RSI(relative strength index) ?

@atrumluminarium 4 года назад

You can definitely aggregate (say by a weighted sum of their signals) indicators together That way it becomes like a "voting" system. The more indicators signalling the same action, the more certain you can be of the action you're about to take

@otacon1024 3 года назад

Impossible to answer, there are too many variables. Depends on the indicators used, settings for those indicators, asset traded, time period traded in, and a billion other factors. Only way to find out is backtesting, then paper trading if that looks promising. EDIT: What I can tell you is use percent-based trailing stop losses for every trade, regardless of strategy used.

@williamm200 4 года назад

Bro this is really great 🥰🥰

@rvdl4181 3 года назад

Great video! Can we apply this code to current market situations? i.e. last 5 days ? Thanks

@cultivoloco2023 3 года назад

great tutorial thanks a bunch!

@andrecaldeira2748 4 года назад

Great video, I write from Brazil

@alexanderwalter4595 3 года назад

Where can you download real-time or 15 minute delayed data for stocks?

@ObamaBinLatte 3 года назад

THank you so much!! This is the headstart i have been looking for such a long time~

@flanker6212 3 года назад

How hard would it be to include a second option of when to sell - one which said if the stock price is a certain % above the 30SMA, it would sell at those times when the SMA's haven't crossed? That certain % could be an arbitrary value or even an average of the distance between the stock price and the SMA.

@browning50cal 4 года назад

Since AAPL only goes up over time (Don't argue. 1. Buybacks, 2. any other reason. it's a fact.) Begin accumulation of a postion by 1/8 of a postion each day the stock is below the red arrow signal, and hold that position until you sell out of 1/8 of the total position each week the stock is above a green arrow signal and price is 10% higher than your last sale price. I would like to see the code on that. SMA Crossover does not work in real life, but programming an algo to trade like a human with no emotion certainly does. Thanks for your time uploading this. I did enjoy the python aspect of it.

@Noegruoc 4 года назад

Nice work ! If you plot this chart in direct, the SMA would still be useful ?

@AydinCGur 4 года назад

Great tutorial, thank you. And welcome to realities of trading. Losses are an unavoidable part of this game. Just keep them small. Many have perished trying to find the holy grail. You'll never develop a strategy that tells you to buy and sell at optimal prices with a very high win rate. As long as you're profitable overall, pull the trigger with conviction.

@ComputerSciencecompsci112358 4 года назад

Thanks, and that is some good advice.

@RS-jh2kl 4 года назад

@@ComputerSciencecompsci112358 implement a stop loss order with certain parameters to hedge your and limit your loss.

@douglasbright8957 4 года назад

R S do you mind elaborating on this a bit? I think i know what you mean but I want to make sure before i try it

@SilverSurferFTW 3 года назад

In an uptrend chart you don't really need to trade you just hold. The difficult trades are in sideways charts... I would like to see a backtest there

@poom40 4 года назад

You should use MACD crossing strategy , I think it would be more profitable.

@ordaflo 4 года назад

woah woah slow down, I need to write this down

@tutumoletsane6033 3 года назад

This is awesome I am using the cross strategy but mine has an extra MA 100 was wondering if you can help with that?

@FireFly969 2 года назад

For 1 day interval I think it's Better to just hold the asset But for other intervals like 1min 5min 15min 1hour it will be good and more profitable with good stoploss and analysing the data more to get the best strategy for this Thank you

@messiasalvesdarocahneto771 4 года назад

You could do an algorithm to calculate the turning points in the price of GOLD FOR EXAMPLE?. As I am a novice in programming, I would like to learn how to do these calculations ...

@benitocano1206 4 года назад

would it have been better to use np.where() rather than just using all of this conditional statements to say were to buy and sell? Or do you think it is better to use conditional statements?

@Arkantosi 3 месяца назад

You should have shown us the returns following this strategy vs the returns for by and hold from start, would have been interesting to see.

@rverm1000 4 года назад

i learned alot from that video

@Erika-cm7hb 4 года назад

how does that flag indicator work in this code? So what does it exactly do during the execution? I know it should indicate when both are crossing, but I have problems to understand how it is even changing, when it was set as a constant initially and there are no more further operators with the flag variable?

@jonbv2434 3 года назад

the video was posted in May 2020, i tried to import it via vscode seems not compatible with the same code as you illustrated.

@haneulkim4902 4 года назад

Great video! Thanks!

@ComputerSciencecompsci112358 4 года назад

Thank you Haneul !

@suggadaddyx3 3 года назад

Do you happen to know why when I click the button on the left to confirm the code it just keeps turning as if it’s loading but the “choose file” box does not come up. Everything is typed in correctly.

@globalguru21 3 года назад

Wonderful, very good explanation , super.

@thorbenenmadrid7114 4 года назад

Can someone explain the Flag structure in this Video? - The flag gets fixed at the end of the video

@kalio8345 3 года назад

Since the function is checking whether SMA30 < SMA100 and vice versa the function needs a way of telling whether SMA30 and SMA100 have already crossed in the past(buy or sell signal recorded). If SMA30 crosses below the SMA100, the odds are the next few days/weeks the SMA30 will remain below the SMA100 and you don't want continuous "sell" signal prices recorded. So the first time the SMA30 dips below the SMA100 a "sell" signal price gets recorder, the flag is set to and remains 0 and the next few days/weeks np.nan gets added instead of a sell signal. Once the SMA30 gets above the SMA100 for the first time a "buy" signal price is recorded and the flag changes to 1 and remains 1 until the SMA30 dips back below SMA100. Hope that helps.

@kimchris5721 4 года назад

I need your help.last plot shows error "AttributeError:'Line2D object has no property 'label'

@ashu60071 4 года назад

from where did you get that csv?? aapl csv?? share the link

@medhin25 3 года назад

Hello, Nice video! Any chance where we will get the notebook ??

@fredrikwiik3246 3 года назад

Shouldnt you make AAPL label and input data a variable so you can easily change the input depending on what stock you want to analyze?

@softashutube 4 года назад

Good one .. One question can we automate downloading of stock data from anywhere... to run this program without much manual work?

@liamlindy 4 года назад

ASHUTOSH KUMAR use quandl or pandas data reader

@luvrahooo 3 года назад

Could you please point on any of your videos where you have shown, how to run a python script all week long without stopping and keep trading based on the signals? Like running it in cloud and managing trading sessions and using websocket check whether market is live or not. I have seen many trading python algo videos but everyone shows a jupyter notebooks but not seen how threading and other stuff can be used to run script regularly daily using cronjob or other means. Thanks in advance for your help. and Yes Great videos please keep posting. Till then I will check the videos for VWAP strategies :)

@jimcollins6619 3 года назад

The indicator for this is called MACD (Moving Average Convergence Divergence) just FYI. ta-lib has it built in.

@aggelo143 4 года назад

I know it's just an example but If you are trading 1 Day candles probably you could try lower SMAs like 21/55 or even 9/21 SMAs. Problem is they are lagging indicators. Thank you for showing the idea! :)

@claytonyoung1351 Год назад

I never touch sma's. Ema's only. 9, 50, and 200.

@sonik88 3 года назад

I normally don't do this and although I enjoyed the overall scope of the video and the strategy, I think there are a couple of issues here. The flag implementation is so bad. -Better use 2 separate Boolean flags (True/False), like flagBuy and FlagSell -The function is good to understand the way the strategy is implemented, but for loops in large datasets will become so slow. Better check the difference of SMA100 and SMA30 and create a signal when the sign of this difference is changing. This can be done easily with Pandas operations that ensure the best code performance possible within Python (C based engine).

@guifeliper 3 года назад

Where exactly I can find the CSV?

@basavaiahvemuru8930 3 года назад

Super... Excellent presentation

@sahayanuj 4 года назад

Can we apply Algorithmic trading strategies to mutual funds data?

@goodvibessounds7783 2 года назад

where did you get the apple csv file? can it be done with SPY? great video by the way.

@Raviexact 3 года назад

Wonderful! Can you throw light on how to place buy n sell orders from code, otherwise it is kind of manual only. Thanks !

@zshn 4 года назад

Remember the longer your moving average, the later you are to enter/exit the trade. Moving average crossover & crossunder strategies don't work anymore. But great video on showing how to create a strategy.