I have been programming for over 4 years as my day job. I am quite good at software development, but not so good at trading. For those of you who do automated trading, what do you look for? I would like to make a scanner to continuously monitor hundreds of financial instruments in real time and detect the best opportunities. Where do I begin?
I suggest focusing on single instrument every day there needs to be decent movement in instrument to make it good
If you were a programmer for over 4 years you know what's the most important element of any program. Start with it.
You know what you want, so start at the beginning. Get a real-time data feed API and subscribing to hundreds of symbols. Once you've got that down, implement the filtering of "opportunities".