Step by Step Usage:
- download the program, make sure you have the following folder structure in place:
config/ data/ data/charts docs/ src/ (you need that only if you want to compile yourself) tools/
Make sure you have a mysql server up and running, on your machine or on one you have access to.
- create a file called
symbols.conf(or whatever name you like) and
configure the symbols/markets you want to analyze:
#symbolname = filename.csv #comment DAX = DAX.csv # Deutscher Aktien Index DJTransp = DJTransp.csv # Dow Jones Transportation Index DOW = DOW.csv # Dow Jones Industrial Index EURSTOXX = EURSTOXX.csv # Eurostoxx Index Gold = Gold.csv # Gold Future HSeng = HSeng.csv # Hang Seng Index
- Get price data for your markets (You can get free data from sources like finance.yahoo.com, quandl.com or investing.com)
- Prepare your price data, export it to csv files using the following order:
open, high, low, close, volume, changes. Use filenames as configured in step 1.
- Copy the price data files to data/
- Copy/rename config/ichinscratchy.conf.EXAMPLE to config/ichinscratchy.conf
- do your configuration, make sure the
# Database related settingsmatch your mysql configuration, set
symbols.conf(or however you called the file in step 1.). Take a look at
docs/configuration.mdfor a complete description of all options.
- Prepare the mysql database and the user, start the program with the
./ichinscratchy -s(you can repeat this step at any given point to clean your database and start with a fresh one). Take a look at docs/database.md if you want to create your database manually (or are interested in the structure).
- finally run the program with or without the
- if configured to do so, the GNUPLOT plot files will be in
data/charts, you can plot them with
gnuplotplotfilename (or to plot them all, use the bash script tools/plotall.sh)
- With invoking the
--reportsoption you can do the statistics analysis of the generated orderbook entries, which makes sense only if you run the program over a longer time period (config option
- Play with the options, find a system that suits your needs by repeating steps 6-10
- Enjoy trading :)