Hello, As i push into the nuts and bolts and the boring parts of automated trading I keep finding new headaches... I have a strategy using low TF bars 5min or less and want to run it 24/6 on equities... I have Comcast internet and it drops.. occasionally.. is this something i just have to hover over and monitor at all times? Do i have to set an alarm to wake up and make sure i have internet at night? I have read that code hosting is the solution to internet problems... What are your solutions? I know not to go all out as I start to test my backtested algo... this is more of a question of what my next step is after I know my backtesting is accurate.
I'm assuming you're using windows for this. If that's the case, then you should probably consider installing your software on a Windows virtual server in the Microsoft Azure cloud and then have your code run from that. https://azure.microsoft.com/en-us/services/virtual-machines/ That way, the machine that runs your code will be online 24/7 without the internet connection dropping out on you.
I run a variety of things on cloud-based services like Azure but everything I do is on Linux so I'm not a Windows person at all.
If i understand corectly.. its like vmware for windows on a mac except you just run a virtual windows on cloud servers over the internet? then once i have it all set up i can just log out and that cloud windows will just act like another computer for me?
Correct! If you need some guidance with this, you should call the guys at Rithmic, which are the sponsors of this forum. They may be even better for you than the Azure link I posted above because they are familiar with hosting trading applications.
Actually all major cloud providers offer virtual machine instances in a variety of Windows and Linux versions. Google and Amazon also offer Windows based vm. Though I recommend for all algorithmic trading that is hosted on remote machines to be strategic about the physical location of the server that hosts such vm and take proximity to exchanges/matching engines into consideration. Edit: you actually mentioned about the latter point in a later post...
thanks for responses! does anyone use a second internet instead of cloud computing or is cloud computing far superior?
How many times a month your Internet goes down? I'm asking because I had 2 different locations, and at each place the Internet didn't go down very often, maybe once a year during EST normal trading hours (if it's not less!). Using a VPS gives you many benefits: Internet redundancy, power backup devices, low or free maintenance. But all that have a cost, especially if you need very fast computing capability.
my internet goes down more than i would like.. it went out 2 times for a few moments in the last month.. probably 10 - 15 min each time... but as i understand now.. that de-synchs my algo at MC and i would have to go back on and tell each algo what was already open. I guess i will have to cost / benefit expenses of cloud computing..