[Not very organized, 7AM no sleep yet, just thought of posting these for those who are interested in MAs, will comment better some day!]

The framework is getting closer to production-ready status. These pictures are generated with OpenGL. The colors are mapped from red to violet (same as in visible light spectrum), red being more wins, violet being more lost pips.

Here is a sample done in 10-sec timeframe, the time span between the frame on the left and the right is 4 hours, the time windows of the two frames are not overlapping. If you squint hard you can see the two major redish spots on the left frame are still present on the right frame. The red spot on bottom-left of the left frame has moved slighted upwards, with a bunch of more yellow and oranges spots appearing out of nowhere.

If you wanted to see a few more random samples: Timeframe is 1 minute bars

[Draft, still writing as you read!]

What it is about in one sentence: To see how the optimum settings to a strategy are distributed and how they move in time.

Since I promised I'd show myke when I have something presentable on this little project, here is the deal.

The study plots the raw performance of various trading indicators/strategies. What do I mean by raw? For example if I study a dual moving average crossover, the strategy will go long when it crosses upwards (fast > slow) and will go short when it crosses downwards. No questions asked, no hogwash discretion.

So the basic example that everyone can understand is this ellusive dual MA cross. The result will be a 2D matrix, where the rows can be the fast MA, and the columns can be the slow MA, affected arbitrarily it doesn't matter. 

This thing is really computing intensive I am still optimizing its structure to pull the most out of my hardware dollars.

Here is a bigger matrix, 199 x 199, took about 9 mins to generate on my travel laptop.

The 2D picture represents the raw trading of 2000 bars of 1 min in EURUSD. I think it is about 33 hours.

Ouverture (things to explore)

If you slide the 2000 bars (or any number) in time, the performance of the (N, M) crossovers will naturally change, I want to forge some code to locate where the 'winners' are clustered in, and then track them as they move in time. Kalman Filters excel in this stuff, if you can track missiles you can track MA winners!

OK so you have asked for the commands!

@help

Holygrail command brings you here

@fx

Grabs an indicative price of the forex pair in xxxyyy format (no '/' needed), e.g. @fx eurusd 

It also has what I call a forex pairs translator, so when it is not ambigous (focus is mostly on major currencies), @fx eu will translate to @fx eurusd

Currently they provided through a Yahoo! API, but I might substitute the source anytime with a broker or something similar, with or without notice.

@quote 

Same thing, Yahoo API, stock prices, although I need to make sure which exchange it looks them up on, not too sure at this moment.
Might change to @stock 

@ratio 

Grabs traders positions (thereby sentiment) from a number of brokers and website (the list is growing),
provides an average %long as well. The Forex pair syntax is similar to @fx

Stock Indices

@sp500

@asx

@cac40

@ftse

@nikkei

Other stuff

@gold

Gold price

@oil

Snake oil prices

@vix

Implied volatility of SP500

@tnx 

10 year treasury notes

Useful internet commands

@google 

e.g. @google forex holygrail

@image

e.g. @image alexis bledel

@wiki

e.g. @wiki black scholes

@youtube

e.g. @youtube rebecca black

Okay, so our dear friend Timon has served us for a long time, at in the meantime he is retiring from his quote boy job and taking a vacation. He leaves the spot to machine called Sentinel. Sentinel is a more powerful version of Timon, still in the making. I am refactoring Timon code into Sentinel on a live approach, meaning when I push changes you automatically see them on the IRC bot behavior, this way we can catch bugs, issues and feedback more quickly.

So how is Sentinel (from The Matrix) going to be different?

Database-backed

For one, Timon has alzheimer, he didn't have a memory to store the data it fetches.
That means it is not possible for Timon to tell the EMA(200) of EURUSD for example.

So this will setup a nice little framework for analysis of data.

Asynchronous Networking 

When Timon receives a request, it contacts a bunch of web servers to compile the data, and it waits on each 'page' to load one by one until it receives all the pieces it needs, which is slow. 

Events notification

Long ago I have put up some small scripts to inform of news events. I'd like Sentinel to notify us on the chat when one is about to be released. I should do this to notify the availability of the weekly COT report as well.

Other notifications like when an usually big move happens in some pair are desirable.

Access to more in-depth market information, especially for equities

Sentinel will hopefully have access to more information like market capital, trade volume, number of shares etc.
As for Forex, I'm adding some basic support for rollover rates from a number of brokers, as well as central bank interest rates.

If I work hard enough, it should be also possible to have a query system where you can ask questions like "What are few companies with a market capital greater than 50 billion?"

I also have other features in the pipeline like plotting the various data in charts, although these need to be published on a website.

It's sure a lot of work but I sort of hack small things each day and it adds up.

So Thank you for the feedback and suggestions, especially ZeroGX for submitting a bunch of links with traders positions and rollover numbers, also thanks go to myke for providing a little OpenBSD box with a Transmetta CPU for hosting and various experiments!