_zkyx

11 ms·

1.
by _zkyx 3y ago
Do you mind sending me an email and maybe we could chat? Thank you for your amazing comments. I really like your idea about indicators and saving state. I'll give that a try! Yeah, Marcos López de Prado is actually where I read about t
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by _zkyx 3y ago
Yeah, I haven't explored this yet. The unlimited risk thing bothers me thought. Which probably sounds funny since this whole things is risky as hell. But, I was more looking into options or something to hedge but honestly everything ta
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by _zkyx 3y ago
Not yet :)
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by _zkyx 3y ago
This whole project started when I was looking for an investment adviser and didn't know anything. I was looking at all these funds that had like 4% return per year and then looked at stocks like Tesla that were up like 45% return and w
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by _zkyx 3y ago
Yeah, I'm heavily testing everything it writes. So, I'm very sure it's correct or get it close enough and then code it. I've seen ChatGPT add imports, functions, etc that don't even exist in Go. What I've found
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by _zkyx 3y ago
Around 45-50% win rate but I try and keep the runners going for as long as possible and exit out of the loser trades quickly (this basically just costs you the commission on losers but sometimes more). You can tell within a minute or two if
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by _zkyx 3y ago
Both? I'm getting a constant stream of data via the websocket. As data comes in it gets added to the large in-memory object, and then once I have X number of trades, I'll go and build the candlestick bar. As soon as that bar build
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by _zkyx 3y ago
Here's some simple rules. I basically just read about these and then stole the ideas. I wish I had data to back this up and it seems to be working. - No single bet can be more than 5% of all money. The small bet sizes are what really s
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by _zkyx 3y ago
Hey, thanks. Yeah, I agree with you. That's an oversight on my end. I'll tell you here though. I'm just using go routines and channels to talk between them and then a giant mutex for locking. That's basically it. So, as
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by _zkyx 3y ago
Thank you!
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by _zkyx 3y ago
Yeah, I initially tried that actually. They have very low resolution data and do not provide raw trades/quotes (something like a message every 250ms), you cannot watch the entire market so you're stuck with like 100 tickers [1] vs
12.
by _zkyx 3y ago
All my data is from polygon.io and nothing external. I have been exploring using lookup tables of pre-computed historical values to do things like anomaly detection (ie, is this normal activity for this stock). A good example would be BXRX
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by _zkyx 3y ago
Hey, I write this. I did program this in Go. The reason is that it's my go to programming language. Using it is actually a disadvantage in that the industry uses C++ and Python but that's just what I know how to program in. I wasn
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by _zkyx 3y ago
No way. Not even close. That would be the dream though. Taxes are insane in Canada. Like 50% insane. Housing and kids just eat money. Maybe if I was renting and didn't have a family but that's not happening.
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by _zkyx 3y ago
Hey, I'm sorry you feel that way and I wrote it. Personally, I wanted to share the high-level structure of how you'd build your own system. I would have loved to have seen something like this when I went down this rabbit hole in t
16.
by _zkyx 3y ago
Yeah, I've been messing around with this for 4+ years so. Got to see COVID nose dive, meme stocks, massive build up, market taking a dump, bank collapses, and now a bull run again. I have no idea if it was always like this but it has b
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by _zkyx 3y ago
Thanks, I'll check it out!
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by _zkyx 3y ago
Yes, 100%. Everything looks amazing while the markets are going up. Sometimes, I've just shut the entire thing down when there is Fed news or the markets are taking a dump. That's a legit strategy too. Only run it while the market
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by _zkyx 3y ago
Yeah, I'm not saying this is low risk. It's more about trying to build a system to be in the right place at the right time. It is massively risky. I was sort of hesitant to even write that comment because you constantly see all th
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by _zkyx 3y ago
Yeah, I ended up taking https://github.com/gofinance/ib and rewrote my own wrapper. This took a long time but has been stable since. I'm basically only doing buy lmt, sell lmt, cancel, and updates orders though. S
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by _zkyx 3y ago
Yes, both. Basically, I learned early that I needed a backup power supply. I have a couple that power my computer, monitors, and the internet router. For the network, that one is really tricky. In that, you're screwed. I've only h
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by _zkyx 3y ago
Amazing, I just checked out your profile. I used del.icio.us religiously back in the day. Thank you!
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by _zkyx 3y ago
Yes, 100%. Like I said in the article there. I once lost like 40% in a few minutes in the pre-market because my app didn't have the correct sell logic. Honestly, I don't even know if I had the correct logic that would have even sa
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by _zkyx 3y ago
Yeah, you could look at it like that too. But you need to have a platform before you can even do something like this. So, that's why I framed it like that.
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by _zkyx 3y ago
Yeah, I can do that. Ping me at [redacted] and I'll send you a note when I've done it.
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by _zkyx 3y ago
YES, 100%! I honestly, cannot agree more. I've read pretty much every book that I could get my hands on and no one talks about the platform. This makes so much sense. Thank you for your perspective. It seems like so much of this stuff
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by _zkyx 3y ago
Cool, thanks. I'll check it out!
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by _zkyx 3y ago
That's sort of the secret sauce. But, having a platform like this is more than 75% of the solution. The rest is more around trend following.
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by _zkyx 3y ago
Yeah, right now I'm only set up to buy stocks. I haven't tried to short anything yet. I want to get to this eventually since it would be nice to make money when the market goes down too.
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by _zkyx 3y ago
Haven't looked. Honestly, I'm so invested in this now it would be a pain to change anything.

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