Feel free to ask any questions you have. I want everyone to be able to learn something from all of this.
Started this week off green. The bot had a nice short in the early afternoon but covered its position. This caused it to miss out on at least another 1k. Sucks watching that potential profit slip away, but the strategy said to get out where it did so, can't fault the bot. All in all, not a big gain, but small gains are always better than a loss. Hopefully this week continues this way so I can move back into the green overall. Today +$150.80 Week to Date: +150.80 Since going live: -$1172.4 Total days: 6 Avg per day: -$195.4
Woke up with my internet out this morning. So I moved it over to the data center. So hopefully will not have any more internet issues. Due to this the bot got a later start that normal today, so unsure how much it will be able to trade today.
Hi, I enjoy the thread. Sorry if I may have missed this in an earlier post, but if you wouldn't mind sharing some of the non-strategy oriented details of your ATS development cycle... Like if you coded it entirely from scratch, or if you used opensource frameworks, TA libraries, etc. What language you used, what OS you run it on, what software you used for backtesting. If your broker's API was friendly... Also, I would be curious about your background in software development. Did you learn just for ATS design, or are you a professional developer first. I'm sure a lot of these were in the original thread, but I don't know how to use the search function. Thanks and good luck!
Malaka, I will go ahead and answer some of these questions since I am sure others are wondering but don't want to read that whole other thread. Yes, I coded the ATS completly from scratch. I did not use any opensource libraries. All the TA functions were coded myself. This specific iteration of my ATS was coded in Java. Although earlier versions of it was C/C++. I am currently running it on windows 2003 server. The broker I used was Interactive Brokers. The backtesting was also done using my custom designed application. I was/am a professional software developer. However, you do not need to be a professional software developer to write an ATS. If you are interested in ATS development I would recommend reading an intro programming book, and also reading the tutorials I post on the site: http://www.stockbotprogramming.com An intro programming book can teach you all the language specifics you need to know. Its not easy or quick to learn, but neither is trading. You just need to be motivated.
Development speed was the primary reason. I had decided to rewrite the bot because I had wanted to make some fundamental changes to system. I felt by switching to Java I could get it back to a useable state faster so I just went that route. I have since rewrote portions of the backesting engine in C++ once again. Primarily because the backtesting was getting a little too slow in Java. However, my main backtesting engine is still the Java version. I use the c++ version mostly for testing my AI algorithms.