@Polygon.io Looks like this impaired download performance of your servers is a recurring issue while your status pages are all green. E.g. earlier...
Yeah, I think the download speed is now back to normal so maybe increased latencies was the issue. If you fetch the data one day at the time...
Interesting, I'll need to look into genetic programming in more detail :) I saw this video where he mined candlestick patterns with a genetic...
I see the same discrepancy with IBKR vs polygon for the date. SPY had ex-dividend date on Dec 15th, so maybe the prices on one are adjusted for...
I guess the argument goes, that if the pattern is subject to changes by simply adjusting the offset (not time-frame), what kind of predictive...
I believe the point was that if you offset the bar generation even by one second, you get different candlestick patterns, so it doesn't sound like...
Some more info about polygon.io. Their compliance emailed me to verify I'm eligible for their "individual" plan because I used an old email...
I would be amazed to hear that IB hasn't covered their asses regarding to quality of the data, regardless if it's paid or not. That would...
@ph1l Ah yes, correlation check is something I need to also implement for my portfolio generation. Recently watched this video by Darwinex about...
How do you pick stocks you will trade each day, and how often do you update your portfolio? Do you have some kind of automated process for it or...
You can actually specify the time interval with Unix millisecond timestamps for bars to download if you download the data one day at the time,...
There's also astrology
Usually running a trading bot isn't very performance or memory intensive, so probably any VPS will do. To verify you could check in the task...
Looks like I'll go with polygon.io since it's pretty much the only data provider with aggregate 5sec intraday bars I could find from a long list...
This was with MQL5 for MT5 and yes C++ implementation is couple of orders of magnitudes faster. However, when you increase the number of...
Yes you are right, it's not necessarily a trivial task to port CPU code to an efficient GPU implementation and doesn't automatically mean that...
Lol, I'm not optimizing 100 free parameters :D This is just simple matter of fact that even 20k parameter permutations takes long time to optimize.
Even for the most simplest MT5 strategy it takes about 100 mins for single single forex pair to run 10 year walk forward analysis (4 year...
Interesting, the optimization shouldn't require much memory even with 5sec bar resolution, let alone 1min bars. One year of 5sec forex bar data is...
Distributing the work to cloud services is definitely a good step, but utilizing GPUs can dramatically cut down the computation time and cost even...
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