Glossary |:closed_book:| ************************** .. toctree:: :maxdepth: 2 :caption: Contents: .. _DataframeKeywords: =================== Dataframes keywords =================== .. _MA: ---- MA ---- **Description**: MA (Moving Average) represents the average value on a given length (20-30 elements for GreedyBoy). It means that if we're checking prices every 15min, we'll need 20*15min of price values to determine the first moving average. **Moving average formula**: :math:`MA = \frac{Sum\ of\ elements}{Number\ of\ elements}` **Type**: ``float`` .. _Std: ----- Std ----- **Description**: Std (Standard Deviation) represents the standard deviation on a given length (20-30 elements for GreedyBoy). It means that if we're checking prices every 15min, we'll need 20*15min of price values to determine the first standard deviation. **Standard Deviation formula**: :math:`Std = \sqrt{\frac{Sum\ of\ squared\ deviation\ from\ MA\ of\ every\ elements}{Number\ of\ elements}}` **Type**: ``float`` .. _HBand: ------- HBand ------- **Description**: HBand (Higher Band) represents the higher bollinger band. It means that if the Close price is going over this band, then the price is rising at an abnormal rate. **Higher Band formula**: :math:`HBand = MA + Std * 2` **Type**: ``float`` .. _LBand: ------- LBand ------- **Description**: LBand (Lower Band) represents the lower bollinger band. It means that if the Close price is going under this band, then the price is dipping at an abnormal rate. **Lower Band formula**: :math:`LBand = MA - Std * 2` **Type**: ``float`` .. _TechnicalNotions: =================== Technical notions =================== .. _BollingerBands: ----------------- Bollinger Bands ----------------- **Description**: A *Bollinger Band* is a technical analysis tool based on pretty simple maths. Basically, you take the :ref:`moving average` and the :ref:`standard deviation` of at least 20 **Close** prices and then you subtract and add 2x the standard deviation to the moving average to form a *Bollinger Band*. .. image:: _static/bband.png .. _DayTrading: ----------------- Day Trading ----------------- **Description**: To put it simple, *Day Trading* is a form of speculation in which the trader makes orders (buy/sell) in the same day. GreedyBoy is meant to make profit of this practice, mainly because... it is a bot. One of the worst issues about Day Trading is emotions like greed, fear or panic. GreedyBoy and every trading bots do not perform based on emotions so they get better results. .. _Backtesting: ----------------- Backtesting ----------------- **Description**: *Backtesting* basically means testing a predictive model on historical data. With GreedyBoy, the *Backtesting* is done through data we retrieve from Kraken and store into **.csv** files. We use a pretty compact format of historical data that we were forced to retrieve ourselves. In average, the time gap between each price is of 5 seconds. In order to ensure the security of the results of GreedyBoy on day trading operations.