Since Elder brought it up, I've been playing with Rob's handcrafting method for a few weeks now, trying to understand the results I'm getting....
Thanks Rob. This ended up looking a bit complex in my implementation, so I'll put here which price I use for what if folks are interested. Below,...
I'm also following the macro series of podcasts, really liking it so far. Is anybody else playing the "drink when Niels brings up Ray Dalio or The...
Interesting, thanks for sharing. The way I do this is have offsets like Rob has in pysystem trade, then use those in combination with dates for...
I have 2 somewhat unrelated questions. 1) What is the authoritative source for contract specs like expiry dates, for long expired contracts? I'm...
Edit: I see now these graphs are really large, I'll post smaller going forward, or use thumbnails. Price stitching is hard :)[ATTACH] I had some...
Correct, I think "tags" is a good name, or "labels".
I did some work on the logging infra, so wanted to share, maybe others find it useful. I mentioned previously that I use Google Cloud for some...
Backtrader is amazing if you have a single strategy system and are trading stocks. I was really surprised how easy it is to pick up on the...
I've been reading last few posts between you and Rob on this topic and thinking about where does my system fit in, and I think I'm smack in the...
@ValeryN I've read the Bensdorp book (thanks for the recommendation!) and have one thing I didn't really understand, so wanted to see how you...
Thanks! Not hours of work in MS powerpoint, but MS paint. :D Joke. This was generated with PgModeler tool, https://pgmodeler.io/ It's free if you...
Rob, if I may suggest trying out systemd timer for periodic tasks, instead of cron. I'm using it in my system. It's highly likely systemd is...
As few others have mentioned, this thread *is* the best place for these discussion. Perhaps I was just looking for more distraction, as...
Hey folks, here's an update from me as well, haven't been posting for a while. My last update was...
@globalarbtrader let me know if you need any help with integrating ib-insync, I've been using it for my system and am quite happy with it. There...
So, was anybody trading front oil contract? :D
Rob's post (https://elitetrader.com/et/threads/fully-automated-futures-trading.289589/page-205#post-5038211) and Kernfusion's question the other...
Hey folks, I've been lurking around for quite a while, so decided to do a short writeup of what I'm doing, for those who are interested. This is a...
Thanks for the update Rob! Quick question, where does the above come from? I was looking to do something similar, but couldn't find the info. By...
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