QuoteBlizzard - a Caleb Doise production

So, I finally added support for building simulation models with multiple quote streams inside of Trade Miner. Why is that the least bit interesting, you say? Well, now, you can base your trading logic off of movements and trends of something other than the item you are trading. For instance, if you load in the price of gold as a secondary quote stream, you could test out shorting an index fund when the price of gold spikes (or vice versa). Or, if you want to get crazy, you could load in data regarding snowfall and temperature and try to use that in a strategy to trade the stock of a cold weather clothing provider.

You can also now plot the “moving beta” of a stock. Just use the Beta indicator and associate the asset and market quote streams to view how the beta changes over time (I would recommend using 12 periods of monthly data with something like an S&P 500 index fund as your market data). Currently, alpha is derived from the linear regression, but a future release will likely allow you to specify the risk free rate to use.

I’ve just uploaded a new alpha release. Click below to download:

Caleb Doise’s QuoteBlizzard Trade Miner

There’s now limited support for exporting data from a chart to Excel by right-clicking on a chart element and selecting Export => Excel.

Here’s a screenshot from the most recent build. It shows a chart of MSFT with bollinger bands, money flow index, and commodity channel index.

I’ve just posted the first ever alpha release for QuoteBlizzard. Click below to download:

Caleb Doise’s QuoteBlizzard Trade Miner

The above link is to the install file for the signature edition of Trade Miner. This is the same as the Trade Miner solution in the SourceForge.net repository with the exception that it includes a code-completion text editor for trading logic.

To get started with a quick example, follow these steps:

1. Import a quote stream by clicking on the add button in the “Data Management” panel. For instance, click “Add”->”Import from”->”Yahoo” and then enter a stock symbol.

2. Open “Method” to edit the trading logic and enter the following:

if (this.Account.CurrentOpenPositions.Count == 0)
{
    this.Buy(1000);
}

The above logic says to buy 1000 units if there are no currently open positions.

3. Select “Method” in project window and click “Run” button.

NOTE: This release is an early alpha version, so you should not expect your saved project files to work with future releases at this point. This release is intended to give users an idea of where this project is going.

Something else to try:

1. Add a moving average to the chart (right-click on candlesticks and select “Moving Average”).

2. Left-click and drag the moving average line to the “Chart Variables” window.

3. The data for the moving average will be available to the trading logic as “this.<ChartName>.<VariableName>” (for the moving average you just created, the variable will probably be “this.Chart_Day.MovingAverage”.

QuoteBlizzard is now maintained as its own project on SourceForge.net.

QuoteBlizzard

For those currently using the SVN repository (still no official release), I’ve made some significant updates to the QuoteBlizzard library over the past month. I just checked in a new UI control for managing a list of chart panels in a tree view. As a fairly nifty bonus, if you hover over a chart indicator in the tree view, you can have the corresponding elements on the chart highlighted (candlesticks, line graph, bar graph, etc.).

You can still expect some fairly significant revisions to the API as I finish up the charting features. Over the coming weeks, I plan to finish some general controls for modifying the chart indicator settings and persisting the chart settings. Hopefully, I’ll get back to the simulation side of the equation fairly soon as that is my primary purpose for building this library.