I strongly suggest you use C#. VB.NET is hardly used and it looks like IB does not provide VB.NET samples using their latest API....
Daily...minute bars would obviously be slower. Of course the end goal is not to run on my slow laptop. Will be deploying to AWS. On demand...
Yes...it's C# .NET Core. Send me a PM if you write C# code and would like to try it out.
There are some rules in that system that I cannot currently support. I am getting my product ready for a beta release so I will have to revisit...
Currently I use all data from SPY for signal/strategy formulation and test each strategy against SPY, QQQ and EEM where all the data is loaded in...
What are the complete rules of the system?
I said the process is easy to do. Writing the platform to do this was certainly not easy to do. In and out of sample data is used for testing to...
Here is how I determine if an entry signal has an edge. This process is mostly automated so it is super easy to do. 1. Run Machine Learning...
Keep in mind that when "scalping for cents" you will be competing against algos running on machines co-located with the exchanges. What do you...
That could work, but fortunately someone has already been kind enough to take me up on my trade :)
@Kevin Schmit , @traider You convinced me! Better to have raw data and full control over the "stitching" algorithm.
Minimum order is $1000 at www.tickdata.com. If I get no takers on my offer I will buy data as needed.
I understand. Ideally the data would be pre-stitched with the knowing of the limitations that entails. I am not looking for a perfect solution,...
Yes...at some point is will need a proper subscription that can be at least updated daily (my platform is not a live trading platform so realtime...
I am building a machine learning backtesting platform (C# .NET Core) and it currently supports EOD data. My next step is to add intra-day (1 min)...
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