3 ms·
Hey Jason, I am glad I could help! Before you start with the execution, make sure you did use the 20 years of data, go and back test all the years, they encomp
by SirLJ 9y ago
Hey Jason, I am glad I could help!
Before you start with the execution, make sure you did use the 20 years of data, go and back test all the years, they encompass few market cycles, so you will know how your strategy will perform in bull and bear markets.
For the execution part, when I started, I had an ssh session open to my server with the output of my bot running on the screen and had it configured to chime with something like” EXECUTE buy 2000 HYZ at $65 stop 56. I did it manually for a few weeks until I made sure everything worked properly and then did the order execution with the API. Interactive Brothers are a good choice with a good API.
I would stay away from Quantopian and other platforms that are holding your code, because this is the prefect target for a hacker and the perfect crime – nothing to steal or sell, they will just copy your winning strategy…