tomas-rampas

using System;
using System.Net.Http;
using System.Security.Cryptography;
using System.Text;

/*
 * This gist shows a sample of signing a GET request for shrimpy.io
 * based on Pyton sample on https://developers.shrimpy.io/docs/?python#creating-a-request
*/

tomas-rampas

#
# All credits of this source code to https://www.investingdev.com/en/statarb-in-forex/
# 
########################################################################################

##                        Imports and set working directory                           ##

########################################################################################

require(tseries)

tomas-rampas

Set-ExecutionPolicy -Scope "CurrentUser" -ExecutionPolicy "RemoteSigned"

$jforex3Jnlp = 'jforex_3.jnlp'
$baseURL = 'http://platform.dukascopy.com/demo_3/'
$sourceJnlpURL = "$baseURL$jforex3Jnlp"
$appFrameworkXPath = '//jnlp/resources/extension[@name="AppFramework"]'
$jarsXPath = '//jnlp/resources/jar'
$outFileJForex3Jnlp = "$PSScriptRoot\jforex_3.jnlp"
$outFileLibs3Jnlp = "$PSScriptRoot\libs_3.jnlp"
$localLibSubDir = "jforex3libs"

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

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

# 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

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

# 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

rm(list = ls())
gc()

library(knitr)
library(blotter)
if (!exists('.blotter')) .blotter <- new.env()

suppressWarnings(try(rm(list=c("account.forex","portfolio.forex"),pos=.blotter),silent=TRUE))
suppressWarnings(try(rm(list=c("b.strategy","myTheme","EURUSD",".getSymbols")),silent=TRUE))

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\\"