Recent Content by JMW

  1. Fully automated futures trading

    Greetings! A question for you on data and how to handle. I am deep in the muck trying to get the rolls code to successfully stitch together some...
    Post by: JMW, May 13, 2020 in forum: Journals

  2. Fully automated futures trading

    GAT - question on market data subscriptions for you. Pysystemtrade contains IB market data access libraries, you trade futures Globally, which...
    Post by: JMW, Mar 2, 2020 in forum: Journals

  3. Fully automated futures trading

    I have to ask - why intraday data for the p&l engine? Would you use this to override your system in extreme circumstances? Or do you have some...
    Post by: JMW, Sep 17, 2019 in forum: Journals

  4. Fully automated futures trading

    Hi all - a question on historical market data. After CME took their historical data off quandl, I have been searching for an alternative source...
    Post by: JMW, Jun 18, 2019 in forum: Journals

  5. Fully automated futures trading

    How did you build your history of data? I have not explored the IB API too deeply but as far as I can make out the history call reqHistoricalData...
    Post by: JMW, Dec 14, 2018 in forum: Journals

  6. Fully automated futures trading

    Sooo. I was in the process of utilizing the pysystemtrade sysdata model to collect historical data from Quandl, store in Arctic etc etc, and I...
    Post by: JMW, Dec 13, 2018 in forum: Journals

  7. Fully automated futures trading

    Hi - do you have any recommendations for reading on the topic of trading options?
    Post by: JMW, Oct 16, 2018 in forum: Journals

  8. Oh no, not another python backtester...

    I was using the codes configured out of the box in pysystemtrade e.g. "CURRFX/EURUSD". The series seem to stop at 2/28/2018 and there now seems to...
    Post by: JMW, Jun 27, 2018 in forum: App Development

  9. Oh no, not another python backtester...

    Question for the general audience: I see that Quandl have stopped providing FX prices up to the current day. What are people doing for FX prices,...
    Post by: JMW, Jun 26, 2018 in forum: App Development

  10. Fully automated futures trading

    Hi Isotope1 - I am intrigued by your improvement of backtest from 10 mins to 20 seconds. How did you use the ProcessPollExecutor to achieve this...
    Post by: JMW, Sep 6, 2017 in forum: Journals

  11. Fully automated futures trading

    How frequently would you suggest doing this - daily? weekly? (have you ever looked in to this?)
    Post by: JMW, May 30, 2017 in forum: Journals

  12. Fully automated futures trading

    I think it may already exist (and maybe I should have posted the question there instead...)...
    Post by: JMW, May 30, 2017 in forum: Journals

  13. Fully automated futures trading

    Question for the people on this forum who are trading: what are some of the approaches you have taken to build upon PySystemTrade and take it to a...
    Post by: JMW, May 29, 2017 in forum: Journals

  14. Fully automated futures trading

    Hi Rob - what is the event that you will be covering this, in April?
    Post by: JMW, Mar 4, 2017 in forum: Journals

  15. Fully automated futures trading

    Hi GAT - question on your intra day trading: I am assuming that you do this in order to not get left behind during large and fast moves i.e. not...
    Post by: JMW, Nov 28, 2016 in forum: Journals