Writting an algorithm in C++

Hello everyone,

I would like to develop an algorithm in C++ that would analyses stocks price and volume behavior in a single time frame (from 9:30am to 9:33am for example), with a pre-market volume of 50K for the last 250 days and in case of RSI 70, short the position or RSI 30 then buy the position. Is that even possible?

Thanks for a lot for your help!

 

it is possible, not hard at all

 

why not? when there is a will anything is possible

 

a few lines in python. more lines in c++

 

You can also backtest this prior to any real money on the line.

wrbtrader

 

Thanks a lot you all!

 

You could try backtesting.

 

I always use node js if I can. Benchmarks show that it performs much better than python and C#/C++ in situations with large amounts of data and with a large number of operations. Your four conditions calls for a few simple lines of code anyways. To cover all bases, you would also need to consider conditions for exits, profit targets and time decay.

 

Thanks Erv. Not sure I can run through a platform developed in c++. What you think?

 

you create a DLL and call it into your platforms compiler.