So took me much longer to port my stock trading algorithm over to a proper automated system then I hoped...
I knew I had something impressive because I had backtested a rudementary version of my algorithm and the ROI was astronomical. Problem was the platform I was using was very basic, it couldnt autotrade for me and was almost impossible to code anything too advanced anyway. But it did provide back testing. For some time after that i used the algorithm to trade manually, checking when it told me to buy or sell and doing it. while that proved out the ROI was real it didnt really reach its full potential as I would often trade sometime after the algorithm alerted me.
Now I have everything **finally** automated took two solid months but its working. I have thrown every stock I could find at it and after backing for a year, random years every time, different stock, not **once** has the algorithm lost me a penny at the end of any year. Some stocks it never traded on because the volume was too low and apparently it knows well enough to not go in on those stocks (not entirely sure how honestly even though i wrote the damn thing), for those stocks the ROI is 0 of course. But for every other stock I am coming in multiple times over buy&hold, even when the stock goes negative overall and crashes (it knows when to short)!!!!
I am so excited how well this is working out.
#stockMarket #Quant #algotrading #algorithms #algo #programming #python
@freemo I am actually working on writing a script to automate trading. Would you be interested in exchanging ideas, codes and strategies? So far I wrote a pretty rudimentary algorithm and I'm testing it on a "dummy" stock exchange with fake money but using real and real-time market data. So far it's going good but I will be only able to tell if it yields a net loss or net gain after at least a couple days. Maybe months. And after I make sure it's robust, I'll add more complexity. Also I am working on a code to test what I write on the historical data instead of real-time data (kinda like a retrospective analysis of what would have happened if I invested this much using one or another strategy); the only advantage I see of using historical data instead of real-time data is that it might be faster to get conclusions about feasibilities of the strategy. I don't know how much experience you have but probably more than me xD So I'll probably learn more from you than you learn from me but still if you're interested to exchange ideas let me know.