I dont think there is universal but easy to use tool yet. Ib has decent api, to connect to custom software. Many programming langs are fine, at...
Not to say its its easy to automate or that after some breakthrough's no more work.
Cloud watchers can sometimes see more than people who are lost in routine. All depends on perspective. Automation is lazy peoples way of "working"..
Same story.
Nothing to be locked out, no netflix or porn accounts. Probably not doing order book based sim at this stage, too much learning, data and...
+1
For constructing midprice , what type of data do you use?
Thanks for pointing it out , i suspected same . In quote data documentation near volume descriptions it says obligated volume. But it can be...
I use have used nbbo quotes for backtester so far and can add extra slippage on executions. Probably could get slippages more accurate with more...
For constructing bars would quote data be wrong?
If not considering over optimization , what method would be most similar to live market?
Can quote data be considered more valid for pending position entries and SL + TP type order exits? In other words for limit order type....
Its possible to use historical quote or historical trade data.. What would be better for backtesting more accurately?
Actually i think it might not be valid. If spread was higher before then price would have reflected avalible strategies at that time.
I guess with mid it would also be possible to collect spread info from bid-ask data and create avg spread tables for each stock , for various days...
Without spreads its much easyer to find too much unrealistic oppertunity IMO. Especially in penny stocks where spreads are enormous. Or even with...
Id assume less BS 1000+ years ago, less paper, less computers. Monks manually writing books. Idk about them but some BS book to manually...
If using python ML libs then those are C anyway. But if large portion of bottleneck code runs python then slow python runtime could slow...
If we can find common ground for future plans maybe develop some aspects together? I would not think of open sourcing in this type of competitive...
Been on similar path. Id guess you are <1year in ,from the info provided. I used Qt to build all from ground up. And much of code is...
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