This tool is simply a wrapper around IB's API functions...it is nowhere near a real trading platform. There's no built-in circular buffer, no optimization, no trade statistics....all of that must be built from the ground up.
Personally, I'd rather build my circular buffers myself. It's just an array and a pointer/index anyways. No need to import external dependencies for such simple things, and often they don't solve exactly what you need.
Great thread. I have built a complete infrastructure in Python, mainly using the machine learning capabilities of scikit-learn. The EOD data is easy, but what would y'all recommend for a Python API to intraday data? Tradier looks interesting. Regards, PTR
You are headed down a tunnel where there is no cheese. Your journey may provide hours and hours of amusement, frustration, and hope, but it's a dead end as far as profit is concerned. Enjoy!
I kind of wish he'd elaborate on that statement. I'm assuming he's implying that we're all fooled by randomness.
Not if he is able to emulate these guys....https://en.wikipedia.org/wiki/Renaissance_Technologies "From 2001 through 2013, the fund’s worst year was a 21 percent gain, after subtracting fees. Medallion reaped a 98.2 percent gain in 2008, the year the Standard & Poor’s 500 Index lost 38.5 percent." — Rubin and Collins. June 16, 2015. Bloomberg
The logic/algo is only as good as it's engineer. The problem with most misinformed system developers is they attempt to design a vehicle without knowing the terrain it will travel on.