Thought I'd share some more about this. Here is a high level view of the sequence of events. Next time I'll post the architecture, as in what...
Thanks shriekpurser. I hope myself and maybe others can learn something from it. If only what not to do!
Hi cafeole on your rec I just listened to a podcast interview with him - seems worth paying attention to so I'll get that book. Thanks.
Thanks HobbyTrading. Just so I understand it right, do you mean you generate signals to trade based on EOD from the previous trade day, and you...
Right I haven't got to the order handling yet. Mainly because I haven't found the right broker. No rush though because I have a whole heap of...
Interesting fan27. So what was the problem with your DIY efforts? Too much maintenance? Or not enough flexibility? Also, 2003 - presumably you...
Thanks Dazz. I'm not looking at ready made systems, I just want to build something for myself. Like I said, it's helping me to learn this whole...
Anyone heard of Talend? It's an open-source java-based data manipulation tool and I'm using it to build a trading system. I have messed around...
Hi Mark Brown. Re your volatility comment, do you mean perhaps a look at the volitility of the index might be a better regime check than average...
Hi all. Do you guys put a regime filter in your algorithms? I looked into this, with the idea being to avoid the damage of bear markets. The most...
So ETFs are comprised of a basket of stocks representing an index. So the price of the ETF is meant to reflect the index. Does how does volume...
Thanks for the replies. To be fair I have not got around to the testing bit. I need to dig a lot more into the weeds. I have been using...
Hi. If I trade stocks based on EOD data and I want to post a trade for the next day, should I wait until the market opens before doing this? I...
What setup did you end up going with CocaColaKid?
Separate names with a comma.