Logging is a crucial aspect of programming, providing insights into software’s behavior during execution. It not only helps in debugging by recording events and errors, allowing developers to trace issues back to their source, but it also plays a significant role in monitoring the performance and health of applications in production. Through effective logging, programmers can understand the flow of their code, making it easier to diagnose problems, optimize performance, and ensure the reliability and stability of their applications over time. For a long time, developers working with Pine Scrip ..read more

The Buffet Indicator, named after the renowned investor Warren Buffett, is a financial metric used to gauge the overall valuation of the stock market relative to the economy. It is calculated by dividing the total market capitalisation of publicly traded stocks in a country by its Gross Domestic Product (GDP). Essentially, the Buffet Indicator compares the size of the stock market to the size of the economy. Warren Buffett has mentioned that this ratio can be a strong indicator of whether the stock market is overvalued, fairly valued, or undervalued compared to historical averages. A high rati ..read more

After running backtests, many quants want to know the best parameters for their strategies. For that, you can run one of the optimization algorithms that will find the best combination of parameters to give you the best metrics you want to optimize. It’s a pretty helpful feature, and many quants use it. However, you must use it carefully because it’s pretty easy to overfit your strategy. In this article, I’ll show you how to code and run grid optimization in Python. It’s the easiest way to perform optimization. In short, we’ll create a grid of different parameters we want to try and then run a ..read more

With the latest events on the market USD yield curve has become a very hot topic in all the news. Many traders want to use it in backtest and custom quantitative analysis. In this small article, I’ll show you how to download the entire history of the US Yield curve in Python just in a few lines of code. Fortunately, this data is free, and you can easily download it from the U.S. DEPARTMENT OF THE TREASURY website. When you check this website, you’ll see a table with a yield curve for 2023 in a nice table: In addition to that, you can see a link to download it as CSV and a dropdown to select t ..read more

TradingView provides an incredibly powerful platform for traders to analyze the markets and make informed decisions. One of the most desired features of Pine Script is custom screeners. Custom screeners allow traders to quickly and easily find stocks/coins that meet their criteria. Quite often, you might want to sort the result of your customs screener. This can help you to spot stocks/coins with the biggest/smallest values of specific indicators pretty easily. In this article, I’ll show you only a few lines of code way to do that. Let’s start with the following code for a simple screener ..read more

Introduction This is the question people ask me very often. And it’s happening with both retail and institutional traders who are trying to run systematic strategies. There are quite a lot of things that can go wrong between perfect backtesting results and pure trading performance. In this article, I’m trying to cover all the reasons that are most frequent from my experience. Of course, this might not be everything, so feel free to leave comments with another case you had in your trading. Human factor Keep emotion under control. Let’s start with a human factor. If you don’t have a fully automa ..read more

Pine Script is an excellent tool for creating data visualizations. It has a wide range of plotting tools that allow users to graph data in a variety of ways. With these tools, users can customize the look of the graph to their liking, as well as make adjustments to the data to get the most out of their visualizations. In this article, I’ll cover a straightforward but pretty important feature of plotting in pine script – horizontal lines. The easiest way to plot a horizontal line for the entire width of your chart is to use the plot() function. Just pass to it the value you need, and you’ll get ..read more

Kraken is a very popular exchange. Currently, it holds 3rd place in terms of 24h volume traded. Quite a lot of people try to create systematic trading models based on Kraken’s data. Some time ago, I already published an article where I showed how to get data from Kraken. The problem is that for OHLC, you get only the last 720 bars with the standard endpoint. Fortunately, there is a hack that will allow you to download OHLC for any timeframe for the entire history. In this article, I’ll show you how you can do that. Kraken, unfortunately, has this limitation on the number of OHLCs you can get ..read more

UT Bot is a very popular script in my TradingView account. Quite a few people asked me to translate it to another programming languages. I already created a version in Python. In this article I’ll show you a way to implement UT Bot strategy in EasyLanguage for TradeStation. I started to look more into TradeStation because of the automation and screener features of TradeStation. nNew To create a new script in TradeStation click on EasyLaguage button on the TradeStation dashboard: Writing the code Create new strategy and you can start coding. First let’s define parameters for our script. We need ..read more

Trading automation has become a trendy topic in recent years as more and more traders are looking for ways to streamline their operations and improve their efficiency. Automated trading systems can help traders make better decisions, identify opportunities, reduce risk, and even execute trades automatically. With the advances in technology, automated trading is becoming increasingly accessible to traders of all levels. TradingView is now one of the most used charting tools. And I received a lot of questions about automating your strategies in TradingView. You might see quite a lot of brokers s ..read more