How do you automate Tape-Reading?

Discussion in 'Automated Trading' started by qll, Feb 23, 2007.

  1. qll


    It is much harder than just looking at the price/volume. You also need to consider size of bid/ask, speed of trade.
  2. I don't consider it to be an especially difficult programming problem - particularly for someone with any sort of background in real time systems, data comms etc. Devising a system that will reliably make money is the genuinely difficult bit.