Programming Automated Trading

Discussion in 'App Development' started by ZenMusic, Nov 6, 2015.

  1. userque

    userque

    Nice!

    Maybe you could post some real-(or near real)time forecasts so we can see how well it actually performs. Finding patterns ex post facto is one thing, and interesting; but using them to trade profitably is another. :)

    Thanks
     
    #11     Nov 11, 2015
  2. ZenMusic

    ZenMusic

    I will add a function to my program to twitter it's transactions ... I'll post the user id when I test it.
     
    #12     Nov 13, 2015
    userque likes this.
  3. ZenMusic

    ZenMusic

    over 10K profit today of all days ... P (>$2) and RLYP (>$1.50)
     
    #13     Feb 11, 2016
  4. shareit

    shareit

    Interesting!
    I'm new to this forum - just found it. I have been working on my own for quite a while, developing software to experiment with ideas, so it's great to finally read about other's endeavours. I've developed my own ensemble voting system using neural networks and more recently genetic programming - I don't think I'm quite ready to hook it up to an automated trader yet though, or pack in the day job (C# dev). I started a blog
    https://theartificiallyintelligenti...5/12/13/algorithms-ai-and-volatility-trading/
    but don't think any one has read it!
     
    #14     Feb 13, 2016
    botpro and dartmus like this.
  5. botpro

    botpro

    This is an interessting thread.
    How is your system doing in practice testing in the real market?
     
    #15     Feb 14, 2016
  6. botpro

    botpro

    Your blog articles are very informative for Algo trading, thx for sharing.
     
    #16     Feb 14, 2016
    shareit likes this.
  7. ZenMusic

    ZenMusic

    The program has been doing trades (real) for months (as a trade assistant, providing recommendations and single button buy/sell/stop loss transactions). Finished the first production version last week (Monday) with the full automation. Now it is running on its own. It is returning about 10% currently, working on Version 2 now.
     
    #17     Mar 8, 2016
    dartmus likes this.
  8. botpro

    botpro

    10% in what time frame? Annual? Looks not like that much for that many work and effort behind the system, isn't it?
    How much capital does it trade?
     
    Last edited: Mar 10, 2016
    #18     Mar 10, 2016
  9. ZenMusic

    ZenMusic

    10% of balance per week is what it is doing now
     
    #19     Mar 10, 2016
  10. What is the nature of the patterns your setup is looking for?
    I've seen several approaches such as Toby Crabel's "Day Trading with Short Term Price Patterns and Opening Range Breakout" where he did statistical studies of 2, 3, 4, and 5 bar patterns. Also, they're doing this sort of thing very rigorously at asirikuy.com
     
    #20     Mar 10, 2016