i guess you need more of filtering the stocks rather than parabolic SAR. Probably % change or volume based filters and apply some momentum based indicators to get conviction in the trade taken.. Example Breakout happened in XXX stock with buy signal…
use black scholes equation. I am been working on that a lot lately but not able to figure out a strategy based on live IV...
https://forum.amibroker.com/t/implied-volatility/5159/11
I can help.. I have been exploring algo trading for last 6 months now. Still working on strategy. Algo system is easy to build. Most tough part is strategy
what kind of machine learning strategy you are going to apply?
Option contracts are only for three months and this data will not be enough for machine learning.
Way forward
Hint : Implied VOLATILITY
What do u want to automate? If u have taken afl which was publicly available online.. believe me it's not worth.. afls need to be according to marrket condition
i have finally setup a fully working amibroker zerodha auto trading setup.. working on strategy which is most difficult part.. its been 2 months now and yet working on perfect strategy...
Yes I think that is possible to change the sl to 110 once it reaches nr that price, it detects 110 as your sl. the only problem here if the price movement is very fast.
Example
Your order 110 limit co sl 100
Price reaches 110
Modify cover…
@sujith I am not able to do it even before 12.30 am.
Any particular reason for rejection from your end ?
This is kind of very important for testing the api and order placements. Its very difficult to test in market hours.
Repainting is when buy or sell signal appears on the chart but it disappears or vanishes before closing of the candle because of variation in the price which has changed the math of the indicator. This happens in very volatile markets where fluctuat…
