tomas-rampas

<!-- 
  Part of WCF application host config file
  WCF communication is proxying via locahost:8888
-->
<system.net>
  <defaultProxy enabled = "true" useDefaultCredentials = "true">
   <proxy autoDetect="false" bypassonlocal="false" proxyaddress="http://127.0.0.1:8888" usesystemdefault="false" />
  </defaultProxy>
</system.net>

tomas-rampas

# Donchian Channel
def donchian(df, n):
    i = df.index[-1] - 1
    dcuarr = [float('NaN')] * df.index[-1]
    dclarr = [float('NaN')] * df.index[-1]

    while i - n >= 0:
        dcupper = max(df['High'].ix[i - n:i])
        dclower = min(df['Low'].ix[i-n:i])
        dcuarr[i] = dcupper

tomas-rampas

require(chron)
require(Hmisc)
require(ggplot2)

#this function creates and returns date time for indexing purposes later
f = function(d, t) as.chron(paste(strptime(d, "%Y.%m.%d"), t))
#path to data, change for pointing your repository
path <- "G://TickData//" 
#suffix of the file names with extension
suffix <- "_UTC+0_00_noweekends_fxmtf.csv" 

tomas-rampas

library(quantmod)
library(zoo)
library(chron)

#following section loads "Systematic Investor Toolbox"
setInternet2(TRUE)
con <- gzcon(url('https://github.com/systematicinvestor/SIT/raw/master/sit.gz', 'rb'))
source(con)
close(con)

tomas-rampas

#reads ticks and creates .rda file

library(xts)
library(zoo)
library(blotter)

symbol = "GBPJPY"

tick.data.dir <- paste0('g:\\JForex\\data\\', symbol)
tick.data.outdir <- "g:\\TickData\\"

tomas-rampas

# this gist anticipates following:
# existence of GBPJPY.csv with OHLC series in g:\TickData directory
# time series having date time in format %d.%m.%Y %H:%M:%S

# update above assumptions in accordance with your dataset

library(blotter)

symbol = "GBPJPY"

tomas-rampas

import com.dukascopy.api.*;
import org.rosuda.JRI.REXP;
import org.rosuda.JRI.Rengine;

/**
 * Created by tomas on 8/17/2016.
 */
public class JRITestStrategy implements IStrategy {
    @Override

tomas-rampas

# coding=utf-8

import time
import struct

f = open(r'\\.\pipe\NPtest', 'r+b', 0)
i = 1

while True:
    s = 'Message[{0}]'.format(i)

tomas-rampas

static void Main()
{
	var server = new NamedPipeServerStream("NPtest");

	Console.WriteLine("Waiting for connection...");
	server.WaitForConnection();

	Console.WriteLine("Connected.");
	var br = new BinaryReader(server);
	var bw = new BinaryWriter(server);

tomas-rampas

import pandas as pd  
from random import random

flow = (list(range(1,10,1)) + list(range(10,1,-1)))*100
pdata = pd.DataFrame({"a":flow, "b":flow})  
pdata.b = pdata.b.shift(9)  
data = pdata.iloc[10:] * random()  # some noise  

import numpy as np