argo-tradin-plugin-dc is a plugin for Argo, the open source trading
platform, connecting directly with OANDA through the powerful API.
For demo purpose only it implements a strategy (lib/custom/ontick.js) based on
Directional-Change (see References section below).
npm install -g argo-trading-plugin-dc
After starting Argo and logging in, the plugin can be started with the following command:
argo-trading-plugin-dc
Don't forget to enable the plugin in Plugins tab of Argo.
- High Frequency Finance: Using Scaling Laws to Build Trading Models
- R&D Strategy Document
- A Directional-Change Event Approach for Studying Financial Time Series
- Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
- The hidden treasure of high frequency dynamics: from intrinsic time to scaling laws
- Patterns in FTSE 100 Index: Reexamine directional change scaling laws
- Directional Changes
- Risk Management Tools based on Scaling Laws and Directional-Change Intrinsic Time
- The Alpha Engine: Designing an Automated Trading Algorithm
NOT INVESTMENT ADVICE AND WILL LOSE LOTS OF MONEY SO PROCEED WITH CAUTION.