Support Board
Date/Time: Sun, 24 Nov 2024 05:37:45 +0000
Upcoming Webinar (March 15th, 4:30 PM EST): Trading with High-Frequency Algorithms
View Count: 1483
| [2024-03-01 16:05:16] |
| SC Support - Posts: 1895 |
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Upcoming Webinar (March 15th, 4:30 PM EST): Trading with High-Frequency Algorithms (Webinar Registration link below) Introduction Thanks for coming to review the information about our upcoming webinar. We know your time is limited so we will try to provide here a summary of what we will going to cover in the upcoming presentation of our new trading tools. What to expect. We'll discuss 3 uncorrelated algorithms with examples. There are no Holy Grails in trading so nothing will be presented in the webinar as magic. The algorithms are, however, excellent tools, and like any tool, they must be used correctly. Hurst Exponent The Hurst exponent is a regime-switching algorithm and is used as a measure of long-term memory of time series. In trading, we will use this to see if the price is trending or mean-reverting and choose the appropriate trading style for each. HFT Tracker This algorithm tracks long-term and short-term styles of "informed traders" - aka, HFT. The output value tells us if the probability of informed traders is bullish or bearish. Kalman Filter This program is an iterative mathematical process to quickly estimate the true value, position, and velocity of what is being measured...the price of the market. Importantly, there is a prediction phase and an update phase for the near-term future. Long-Term & Short-Term Trend Examples - Check Hurst, then HFT, then Kalman 1) Check the Hurst first - Is it trending or choppy? 2) Check the HFT Tracker - Are informed traders buyers or sellers? 3) Check the signal processing algo - Is it predicting higher or lower prices? Mean-Reversion Examples 1) Check regime-switching algo for the output value. 2) Reversal trades. 3) High probability trend-ending levels. ======================================================= Please use link below to register for the upcoming webinar on March 15th at 4:30 PM (after market close). https://us06web.zoom.us/meeting/register/tZUscequqT8qG9THeP8cYax0V1O4n8ITxTto Please forward any questions you may have to obfutures@hotmail.com ======================================================== Disclaimers: • All indicators are simply tools to enhance a trader's ability to succeed. There are NO Holy Grails in trading. • Training videos will be available. |
| [2024-03-01 20:13:36] |
| tommartin321 - Posts: 74 |
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I see Hurst Exponent in the Studies Available, but not the other two. Are these going to be added before the webinar?
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| [2024-03-01 22:03:46] |
| j4ytr4der_ - Posts: 938 |
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This is a 3rd party webinar and 3rd party tools/studies.
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| [2024-03-01 22:56:42] |
| Meklon - Posts: 219 |
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For post #2: Thank you for the question. The Hurst exponent that will be discussed in the webinar is tuned for short-term trades and is different than what is available in the current studies. We will specifically discuss how & when this should be used for reversal trades or trend trades, and when it can signal the end of a trend. |
| [2024-03-04 02:08:05] |
| Meklon - Posts: 219 |
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@User61168 - These tools are developed by a 3rd party provider and cleared with Sierra Chart for presentation. Hence, the post is originated by Sierra Chart Support. We suggest subscribing to our free webinar to learn about these new tools and decide if they may be of use to you. No financial information is required to attend the webinar, and no one will contact you to sell anything unless you decide this is for you and contact us for a free 2-week trial. During the webinar you will have the opportunity to ask questions. |
| [2024-03-04 02:18:10] |
| User61168 - Posts: 403 |
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the post is originated by Sierra Chart Support. it does not have the usual signature from SC Support that most posts from SC Support have hence my question. Thanks for clarifying that it is going to be a paid service offering after your audience view this webinar. A little transparency could go a long way in establishing legitimacy :-) |
| [2024-03-04 02:19:12] |
| User61168 - Posts: 403 |
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Are these algos written in ASCIL? Just curious.
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| [2024-03-04 02:38:14] |
| Meklon - Posts: 219 |
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@User61168 - Thank you for your question. No, this is C++ code written and compiled as a DLL for the best performance and efficiency. The functionality of each tool, how it works, and what it may be used for will be demonstrated and explained during the webinar. After presentation anyone interested in a free trial may contact us via the following email: obfutures@hotmail.com Those who are interested in a free trial will receive a DLL (activated for 2 weeks for an individual SC Username), sample chartbook and instructions. We will do our best during the presentation to cover the functionality of these tools and answer any questions. |
| [2024-03-04 03:10:27] |
| User61168 - Posts: 403 |
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Thanks. I appreciate your response. Do you have a website where historical performance results of these algos are published for whichever instruments they are optimized for? If not, could you please share them here? Also, is the webinar recorded for those who are unable to attend? |
| [2024-03-04 03:25:18] |
| Meklon - Posts: 219 |
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@User61168 - Thank you for questions. 1. Just to clarify - this is NOT an automated trading system and NOT an automated strategy. Hence, your question on historical performance will greatly depend on a skill level of a trader who is trained to use these tools and understands the benefits of data points provided. These tools are aimed at advanced and experienced audience (Sierra Chart traders) who are seeking to develop an edge over conventional approach. There are no Holy Grails in trading so nothing will be presented in the webinar as magic. The algorithms are, however, excellent tools, and like any tool, they must be used correctly. Can you build more advanced code based on the data points provided by these tools? Absolutely. But this is an entirely different subject for another webinar. 2. Yes, the webinar will be recorded. And we also (based on initial response) planning to do additional webinars going forward. |
| [2024-03-04 03:34:24] |
| User61168 - Posts: 403 |
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Thanks again. I thought these were trading bots as your post starts with “ Trading with High-Frequency Algorithms”. So these are in essence custom studies that could be used as “tools” via adding them into my own study collection to develop algos. I use only simple alerts for automated trading so will it be possible to integrate your 3 algos into my simple alert study collection within SC?
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| [2024-03-04 03:40:37] |
| Meklon - Posts: 219 |
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Correct, these are NOT trading bots. However, you can build your personal strategies using the outputs generated by the subgraphs from these tools. How you will code the alerts entirely depends on your creativity and skill level.
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| [2024-03-04 04:43:01] |
| User61168 - Posts: 403 |
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Got it. Thanks
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| [2024-03-04 16:24:47] |
| Meklon - Posts: 219 |
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On the attached slide there is a good example from today's session RTH (March 4th, 2023), where Hurst indicator clearly signals @ 10:38 AM EST that the short-term Bull run on NQ has come to an end. In the upcoming webinar we will discuss why this level should be viewed as high-probability area where regime switching Algo has detected and identified an end of the strong move and potential reversal. Date Time Of Last Edit: 2024-03-04 17:30:48
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| [2024-03-16 09:00:09] |
| funbun - Posts: 90 |
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Is there a recording for those who registered and set up an alert for the webinar but their phone was still on focus mode?
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| [2024-06-19 01:44:30] |
| jsandlan - Posts: 46 |
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I'm also interested in seeing this presentation. Is it available to watch?
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| [2024-06-19 02:30:43] |
| Meklon - Posts: 219 |
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We can send you a link for recording. Please email us obfutures@hotmail.com
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