Trader's Tools

Insights, tools and tips as a result of losing too much money 🐊.

• Trading for a Living [Medium] - or what it takes to go from zero to humble hero in the markets.
• Things You Learn After 1 Year of Day Trading for a Living [Medium] - or what not to do in the markets.

Design Patterns (Java)

• Real-life examples of working with the Interactive Brokers TWS API
• Join the repository here.
• Inspired by the University of Alberta course.

Pattern	Category	Idea
Singleton	Creational	Manage multiple accounts (connections, disconnections, execution requests, orders requests, etc.) via single object and once.
Factory Method	Creational	Change historical data provider across all code base with a single modification.
Facade	Structural	Wrap complex logic with simple access point.
Adapter	Structural	Use standard m30 bars to create custom H4 bars in a different time zone.
Composite	Structural	Single option is the building block of a complex options position.
Proxy	Structural	Use cached data access when applicable, request and store new if none available.
Decorator	Structural	Extend functionality of standard request handlers.
Template Method	Behavioral	Use template trading flow for various asset classes.
Chain of Responsibility	Behavioral	Trade risk assessment via chain of validation rules.
State	Behavioral	Trade multiple sessions of the same market.
Command	Behavioral	Perform account related tasks (data, trading, risk assessment, etc.) efficiently.
Mediator	Behavioral	Manage portfolio exposure with different instruments.
Observer	Behavioral	Price alerts for various asset classes.
MVC	Architectural	Account management (trading controller, risk model and balance view).

Books

• Thinking, Fast and Slow [Daniel Kahneman]

• Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets [Nassim Nicholas Taleb]

• Trading in the Zone: Master the Market with Confidence, Discipline and a Winning Attitude [Mark Douglas]

• Mind Over Markets: Power Trading with Market Generated Information [James F. Dalton, Eric T. Jones, Robert B. Dalton]

• Trading Sardines: Lessons in the Markets from a Lifelong Trader [Linda Raschke]

Micro Task Management Language (MTML)

• Generalized task management notation.

• Symbols:

  Symbol	Meaning
  !	Important.
  +	Task.
  -	Metadata/elaboration on previous line.
  ~	Thought/idea.
  ~~	Thought/idea in flow.
  ~~~	Thought/idea in multi-day flow.
  %	Edge/trading idea.
  ?	Question.
  @	Topic, can be nested (useful in the calendar).
  $	Performance related task/idea.
  ^	Test.
  &	Refactoring.
  #	Bug.
  <>	Think about it / sleep on it, a coda in blocks.
  .	Relevant to this particular day (usually in the calendar).

• Blocks:

  • Symbols can be combined with other symbols.
  • Small topic is either one line or condensed multiple lines.
  • Big topic is surrounded by @ symbols and contains small topics.
  • Code blocks/comments appear verbatim without any symbols.
  • When in flow, elaboration hyphens can be omitted.

• Examples:

  !+ this is an important task
  - with some metadata here
  
  $& this is a performance related refactoring
  
  @ this is a big topic
  ~ with some ideas
  
  @ sub topic
  ~ with some ideas (related to the super topic)
  
  + tasks
  
  # bugs
  
  ? questions
  
  .^ and some tests to be performed today 
  @ this is a big topic (same text as in the first symbol)