Model Building Questions.

Discussion in 'Automated Trading' started by amedhussaini, Feb 21, 2008.

  1. I'm very "green" when it comes to this stuff. I thought I'd throw out some questions to those of you "in the know".

    1) I currently have an excel addon that downloads data from Yahoo Finance. It only supports Daily/Weekly/Monthly data. Can anyone recommend another source where I can get intraday data nicely formatted into an excel workbook (possibly in a column structure)? Free or pay.

    2) Anyone have any tips on automated hand-marking (identifying trending and range bound markets)? I've heard of slopes of moving average. I'm going to hand-mark these areas manually until I can find something better.

    3) I currently use RapidMiner to build my models. Anyone have a resource or tips / tricks about getting realtime datafeed directly into a model and spitting out results?

    hrmm.. i thought i had more questions, i guess ill post more when i remember em.

  2. Bloomberg
  3. Jerry030


    You might look at MacroExpress for automating RapidMiner or any GUI interface. It allows you to capture user operations like type, point, mouse click and set them in process blocks to be replayed automatically. I've used it to totally automate price acquisition, technical indicator generation, feeding the data file to the modeling application, and combining the model output to pass it to trade signal generation programs and then place a trade on a broker trading platform.