Trading Futures.Using Tick Data. Matlab expert.high-frequency algorithmic trading strategies
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Project Budget$250 - $750 USD
Looking to create a high-frequency algorithmic trading strategies that signals, when all conditions are met.
Having vast experience in math, trading, programming,
specifically Matlab, tick data, algorithms, oscillators, adx, cci, rsi, aggregate value, synthesis, and Tradestation, is a must.
algorithms are influencing correlations between the different financial markets. i.e. You see gold move closely with the S&P 500 futures, You see the Australian dollar moving very closely ... with S&P futures. & the trade-weighted dollar index moves closely with S&P futures, and sometimes even oil moves in sync with the euro.
the fact that they move closely together suggests the influence of automated trading, All of these point to algos using micro-moves in one asset class to take positions in other asset classes….
With high-frequency algorithmic trading strategies increasingly impacting global foreign currency movements and creating short-term trading opportunities, generating alpha from high-frequency intraday trading strategies in all markets including futures, and currency markets,
We ascribe a set of conditions an oscillator ought to be in in order for it to be in a state of signal.
For the conditions to be verified an x number of bars are required; during which said conditions are met or are not met.
a state of signal is when a bar of the oscillator closes, and the reading it produces, allows for us to determine that all the conditions are met for that oscillator.
From that bar the oscillator is in the state of signal.
It remains in a state of signal for one bar only. After one bar the signal decays.
So in effect we are looking for the “signal bar”
For our computer to generate a signal We are need 5 oscillators of different time scales to SIMULTAIOUSELY be in signal bar state.
Of course when an oscillator signal bar is over it does not we can get a signal from the same oscillator reading on a slightly higher time frame and therefore its signal bar decay will occur a bit later.
There is a great disparity of the sizes of the bars, so oscillator 1 might be in a state of signal for the duration of its signal bar as oscillator 4 might register 5 bars, because it's a lower time scale.
In order to verify that the oscillator is in that set of conditions, there is certain number of bars needed, and we can consider those bars as pixels.
All of them there are in a state of signal, and experiences final pixel change which says we now have the image.
a state of signal is when a bar of the oscillator closes, and the reading it produces, allows for us to determine that all the conditions are met for a given oscillator, from that bar, onward, the oscillator is in the state of signal.
side note: however with the exception of 1 , the state of signal can only last for one bar so they all have to be in that bar, in the state of signal, in their respective..
(Whether or not oscillator 2 for example is in state of signal or not, is determined by the closing of its own bar in that oscillator, and unrelated to the last closing bar of any other oscillator, therefore it is only a matter of synchronization...
There is a great disparity of the sizes of the bars, so oscillator 1 might be in a state of signal, as oscillator 4 might register 5 bars, because it's a lower time scale.
Of course when an oscillator signal bar is over, it does not mean we can’t get a signal a required for that oscillator because a slightly higher time frame oscillator might also be valid and due to it being slower it might not have decayed and still be in effect or it may come into effect n the near future
Also There is a great disparity of the sizes of the bars, so oscillator 1 might be in a state of signal for the duration of its signal bar as oscillator 4 might register 5 bars, because it's a lower time scale.
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