Algo programs available primarily to number crunch statistics?

Discussion in 'App Development' started by themickey, Oct 28, 2019.

  1. themickey

    themickey

    I'm wanting ideas on which suitable algo programs are available which meet the following criteria:
    1 Simple data number cruncher program which accepts googlefinance or similar data source.
    2 I just trade stocks, so nothing elaborate reqd.
    3 If not googlefinance data sourced, then a datasource for equities which includes USA, ASX, UK, Toronto.
    4 20 minute delayed data is acceptable but live data is prefered but I can live without live.
    5 Charting not required.
    6 Indicators not required.
    7 Basically just statistical results such as what spreadsheets churns out.
    8 Not an Excel or Googlesheets program as these can't handle large amounts of data and formulas simultaneously.
    9 Not Sierrachart as this has limitations on how many stocks they allow to number crunch, I wish to crunch about 2000 stocks at any one time.
    10 Not requiring ready made template formulas, I create my own.
    11 I don't mind paying for the program and data but I don't want something with large monthly charges. Moderately priced is acceptable as I'm not requiring bells & whistles here.
    12 Program not required to trade or connect to a broker, just the end results such as a spreadsheet would achieve.
    13 If there is one about which does not have a steep learning curve but has charts, indicators blah blah, that's fine, the main criteria is a data source of USA, UK, ASX, TSX.
     
    Last edited: Oct 28, 2019
  2. themickey

    themickey

    14 Intraday same day data download required on ASX, historical intraday not so much, just same day.
    SPARK/IGUANA2, have something I believe but it's $200/ month and ASX only.
    Premium Data/Norgate don't supply intraday data as such, just snapshots once per hour and then if you want USA, UK etc it gets expensive, as well they are only data suppliers not algo suppliers.
     
    Last edited: Oct 28, 2019
  3. Sounds like a custom build. Since execution isn’t needed, I’d just hire a competent developer on Upwork to do it using Python with crystal clear specs on what you need.
     
  4. Metamega

    Metamega

    Amibroker would handle it. Issue would be the data. You got yahoo, but you’d get blocked out requesting all day long. Norgate has a good EOD for U.S and ASX stocks but that’s an evening download.

    IQFeed would work but base price is like 90$ for 500 symbols real time and you add exchange fees on top of that. Believe it’s 50$ for an extra 500 symbols and if I remember they don’t recommend past 2000. They use to recommend NxCore past that but their no longer affiliated. If you can get the data and know how to code theirs the c++ sdk they could get you a custom plugin.

    Even if you considered the custom route, getting the delayed or rt data is going to be the biggest hurdle.
     
  5. themickey

    themickey

    For last.....maybe 18 years.....have used Amibroker & Norgate as my main system but they lack what I want these days.
    For example, I wish to run Amibroker over cloud on a Google Pixelbook, Norgate don't supply fundamentals like shares on issue or eps nor intraday etc.
    Seems difficult to understand that there are no off the shelf programs out there.
    Getting custom built, would prefer not unless I had a recommendation on a coder, too many unreliable people about when strangers.
     
  6. gaussian

    gaussian

    This can be accomplished relatively easily in Python. Many of the tutorials for Pandas/Numpy are based on Google Finance, and iirc almost every backtesting library hooks into these. If you're looking for data sources other than that, most major data sources provide some way to hook in via Python. There are a handful of us python programmers lurking around here if you need some help.

    From a pandas dataframe you can dump to CSV relatively easily after performing your calculations, and I've had no real practical slowdown on very large data sets. The only trouble you may have is converting long spreadsheet formulas and/or vendor specific code over - but this is more of a personal problem than an actual problem with the implementation.

    I would assume you'd prefer to write this yourself since these are your own indicators and stuff. If you get stuck you can PM me whenever.
     
    Last edited: Oct 28, 2019
    themickey likes this.
  7. Your requirements are very specific. You won't find off the shelf solutions. What is your budget for this product you are seeking? Perhaps I can try to dig a little deeper.

    FYI, you seemed to cough at 200/month. Data generally alone costs an absolute minimum of 100/month and you won't find a coder that wanted to embark on such complex project for just a few hours. Expect to at least pay 2000-3000 dollars for the software project alone. This is at least 100 hours of developer time (and you would get an absolute awesome deal with 100 hours) at 30 dollars an hour. 5000 dollars is a more reasonable price it would cost to get such project implemented. Just want to not raise any unrealistic expectations.

     
  8. Sure one can always stream a few fundamental data and pricing data onto excel and fiddle around. Or use R or Python. But his requirements seemed more complex and demanding. Unfortunately, and I say this as someone without a CS degree as I am completely self taught in the computer science arena, most people with projects lack a clear vision and can hence not clearly articulate the specifications. Not suggesting that is the case here but op provided way too sparse specifications and details.

     
    gaussian likes this.
  9. gaussian

    gaussian

    I only suggested Python because there's no way he could accomplish what he wanted with anything less than a general purpose programming language.

    The requirements struck me as sort of strange given the fidelity of data he needs, but wants a google/yahoo data feed integration. OP definitely needs to clear up some of the points in order to get a better idea of what can be done.
     
  10. themickey

    themickey

    I'll try again....didn't think it was that difficult to understand.
    A program which calculates mathmatical formulas from stock data, eg what is the pecentage change in price from last month...... Ok, I'm not going to divulge formulas I use in trading, but it's just basic division, multiplication, rounding off numbers, addition, stuff that is not rocket science.
    It needs to read Googlefinance data. https://support.google.com/docs/answer/3093281?hl=en
    Or similar.
    That's it!
    If I'm forced to pay megabucks for it, forgetaboudit, because it's easier and cheaper for me to use an alternatve canned program like Spark, but I'm baulking at that atm. https://iguana2.com/spark as what I have works for me, I've shelled out enough bikkies on data, I need a rest from paying everyone else first. :)
    Just wanting to know if you guys in USA have anything handy off the shelf. I say USA because your trading software seems amongst the most extensive (not expensive) of anywhere.
    The rest of my specs are in the original post.
     
    Last edited: Oct 29, 2019
    #10     Oct 29, 2019