Forums General Discussions Need Your Suggestions on My Trading Simulator and Backtester

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  • #2736
    Zelo
    Participant

      main interface

       

      data file selection

       

      scripting

       

      result of script

       

      Hi guys,

       

      I think i should share it for free but i don’t know if it is useful to you.

      So i want to ask your suggestion what feature it is <b>really need</b> to help you. Smile

       

      Trading is hard, to be good and consistent make money you need months and years of experience.

      You can not do it by look at chart and say i would buy here and sell there. Laughing on Floor

      I used to do it and i blew my account 6 times in September.

      And i only learn trade demo and practice in my simulator from October.

      I hope i can start trade real next year. (In January)

       

      I think the only way to help us progress faster is to Fail early, Fail fast and Fail cheap. Thumbs Up

       

      So, I write this simple trading simulator and backtester to practice my trading system.

       

      Trading simulator doesn’t have any indicators, because it is used for practicing price action reading.

      You can write indicator in scripting if you need.

      All indicators are based on price, and if you can make money with them, why they are free.

      It can be used to practice binary option too.

       

      And backtester is used to quickly test you idea.

      You can see that scripting language is simple and very easy to learn.

      I use coffee-script, you can find here: http://coffeescript.org/

       

      Because it is a web app, it is written in HTML, Javascript,

      You can run it in any browser, on computer, mac, tablet, phone.

      You can even test Machine Learning and Neural Network in backtester

       

      It is can be use to trade real with Oanda if you want to.

      It depend on your coding and your computer.

       

      I plan to upload it to github and we can start coding together.

      We can discuss on here or github.

       

      The only thing i want to add to it is historical economic calendar.

      And write a good framework for backtesting.

       

      I also think about rewrite it and use Node as server so we can basktest even on tickdata.

       

      Again, what feature you <b>really need </b>?

      #2796
      simplex
      Moderator

        Wow – what a project!

        I’m not sure if I understood how you implement your trading rules. Will they be coded in coffeescript?

        I put a lot of work in writing customized indicators in mq4. Any chance to implement those? Bridging? Whatever?

        A good trader is a realist who wants to grab a chunk from the body of a trend, leaving top- and bottom-fishing to people on an ego trip. (Dr. Alexander Elder)

        #2869
        Saver0
        Moderator

          Beautiful work there Zelo! Love what you are doing with Node.js!

          Here are some of the features that I think would make yours really powerful. Something that lacks in MT4 that I wish existed.
          The ability to see multiple time frames at the same time. What I mean is, imagine showing M5, M15, H1, H4 charts all being simulated on one screen synchronized. This would be great for learning PA because its really about looking at MTF and figuring out the candle patterns.

          Here are a few more features I would love to see so that would be very useful for me

          • MTF simulation like I explained above (at least up to 4 timeframes)
          • Ability to draw simple trend lines (fibs optional)
          • MA, CCI, Stoch, MACD indicators to start off with

          Keep up this amazing work! You are really talented and very generous my friend! Happy 2015!!

          Focus, Patience, Determination & Order in chaos

          #2877
          smallcat
          Participant

            main interface data file selection scripting result of script Hi guys, I think i should share it for free but i don’t know if it is useful to you. So i want to ask your suggestion what feature it is <b>really need</b> to help you. Smile Trading is hard, to be good and consistent make money you need months and years of experience. You can not do it by look at chart and say i would buy here and sell there. Laughing on Floor I used to do it and i blew my account 6 times in September. And i only learn trade demo and practice in my simulator from October. I hope i can start trade real next year. (In January) I think the only way to help us progress faster is to Fail early, Fail fast and Fail cheap. Thumbs Up So, I write this simple trading simulator and backtester to practice my trading system. Trading simulator doesn’t have any indicators, because it is used for practicing price action reading. You can write indicator in scripting if you need. All indicators are based on price, and if you can make money with them, why they are free. It can be used to practice binary option too. And backtester is used to quickly test you idea. You can see that scripting language is simple and very easy to learn. I use coffee-script, you can find here: http://coffeescript.org/ Because it is a web app, it is written in HTML, Javascript, You can run it in any browser, on computer, mac, tablet, phone. You can even test Machine Learning and Neural Network in backtester It is can be use to trade real with Oanda if you want to. It depend on your coding and your computer. I plan to upload it to github and we can start coding together. We can discuss on here or github. The only thing i want to add to it is historical economic calendar. And write a good framework for backtesting. I also think about rewrite it and use Node as server so we can basktest even on tickdata. Again, what feature you <b>really need </b>?

            Happy New Year every body ….
            This is great Zelo. Do you have a plan to include probability calculation ?   Check probability at bigger TF, and also at smaller TF would be nice in my opinion bro  :-)

             

            #2898
            Lowphat
            Participant

              does it have playback speed?

              “I believe the very best money is made at the market turns. Everyone says you get killed trying to pick tops and bottoms and you make all
              your money by playing the trend in the middle. Well for twelve years I have been missing the meat in the middle but I have made a lot of
              money at tops and bottoms.”
              – Paul Tudor Jones

              #2910
              Zelo
              Participant

                Thank you for replying guys :)

                 

                does it have playback speed?

                nope :-D, i implemented it and removed

                 

                Do you have a plan to include probability calculation ? Check probability at bigger TF, and also at smaller TF would be nice in my opinion bro :-)

                I am not sure what probability calculation you mention. But i have include jstats http://jstat.github.io/, you can do anything.

                I think i will write data grouping code to help multiple TF problem.

                 

                Will they be coded in coffeescript? I put a lot of work in writing customized indicators in mq4. Any chance to implement those? Bridging? Whatever?

                I use coffee-script to quick test an idea, nothing else. If it works, i will use MT4.

                But you can write if you want. Saver0 have the bridge code.

                 

                The ability to see multiple time frames at the same time. What I mean is, imagine showing M5, M15, H1, H4 charts all being simulated on one screen synchronized

                I think i will do this one :good:

                Ability to draw simple trend lines (fibs optional)

                I will consider this.

                MA, CCI, Stoch, MACD indicators to start off with

                There is a node-talib, i will take a look to see if i can use it.

                 

                If i can implement all of those, i will i could sell it for $47 or $97 like those internet marketer out there =))

                 

                Anyway, this year gonna be great! best of luck to all of us :good:

                 

                edit: it would be great if you join me if you have time.

                it is toy project. i only code it 1-2 hour a day :-)

                • This reply was modified 9 years, 6 months ago by Zelo.
                #2937
                Zelo
                Participant

                  What do you think if we can display chart like the image attached?

                  It can be multi TF or multi pairs

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                  #2968
                  Saver0
                  Moderator

                    What do you think if we can display chart like the image attached?

                    Interesting.. maybe different color settings for each view and then it will be easier to see. something like that can be pretty interesting for sure! Would need to see it in action to make a better judgement.

                    Focus, Patience, Determination & Order in chaos

                    #3069
                    gg53
                    Participant

                      Beautifull project !!

                      The most needed features for testing/simulating is:

                      1. Support for multi-currency.

                      2. Support for Renko/Range bars.

                      G.

                      #3072
                      Zelo
                      Participant

                        Thank you for your comment gg53

                        1. It is easy. I have a plan for it too.

                        2. I like the idea behind them but i haven’t give them an real look

                        #3150
                        Zelo
                        Participant

                          I have coded Time Frame and Range Bar converting function.

                          I also write my own charting library instead of using HighStock.

                          I will use node-webkit to publish it as an app so it will be easy for you to run

                          but it is actually an web app.

                           

                          Do you guy have any other idea?

                           

                          The progress is slow because it is toy project and i only have 1 hour/day for it. :scratch:

                          #3179
                          richterzoo
                          Participant

                            Thank you man for the sharing.   I think renko back testing would be helpful.

                            #3587
                            Zelo
                            Participant

                              I have coded Range bar function and rewrite chart library not complete

                              but have function name and comment how to implement some features.

                              It only need other ~ 200 lines you can make it function near MT4,

                              near 120 indicators if you use node-talib, you can draw anythings and

                              have a scripting language which is very easy to use and learn.

                              But i’m lazy to code. I’m busy lately and i get distract from learning to trade.

                              So i think i will back to coding in the future.

                              I find a promising web site that you can write your algo and indicator in javascript

                              and run with Oanda, FXCM and LMax (in the future): Cloud9Trader

                               

                              If you want to contribute, i will send the code, old chart library and new one.

                              Happy trading NFP :good:

                              #3624
                              Saver0
                              Moderator

                                If you want to contribute, i will send the code, old chart library and new one.

                                I’m very much interested in working together Zelo. Do you want to publish it to github or something? I will contribute whenever I have time as well.

                                Focus, Patience, Determination & Order in chaos

                                #3626
                                Zelo
                                Participant

                                  It’s awesome, Saver0 !

                                  I will comment the code and zip them then send it to you this weekend. :yes:

                                  #3628
                                  Saver0
                                  Moderator

                                    I will comment the code and zip them then send it to you this weekend.

                                    Sounds good! Take your time

                                    Focus, Patience, Determination & Order in chaos

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