My stab at an automated trading system

Discussion in 'Journals' started by Bigchazza, Nov 13, 2020.

  1. This sounds very familiar. I also went through this learning process. You may lose some money along the way, but that is to be viewed as tuition fee.
     
    #51     Apr 11, 2021
  2. Bigchazza

    Bigchazza

    Lol themickey! But, erm, that is ultimately what these things are meant to be, is it not?

    TBH I think the enthusiasm comes from the feeling (illusion) of knowing what I am doing. If I were just learning about trading from books etc and then trying to put it into practice, very unlikely I'd feel in any kind of control by now. But doing it all through code makes it all fit into place more easily. Even if I'm coding up a pile of guesswork and baseless assumptions!
     
    #52     Apr 12, 2021
  3. Bigchazza

    Bigchazza

    Yep already have lost money. But I've gone most of the way to earning it back. Not that I won't lose it again!
     
    #53     Apr 12, 2021
  4. themickey

    themickey

    Ya, tongue in cheek, just teasing.
    I code, super fun and it works!!!
    I suppose coding is a little bit like knitting yourself a jumper, it needs to fit you in many ways, size, color, style, how many pockets.
    I have numerous algos in my arsenal, short term, longer term, bear mkt, bullmkt, USA & ASX & Europe, & Global & Emerging mkts & UK mkt algos, sentiment algo, ETF's, Stop loss systems, Portfolio statistics checking.....

    However I don't automate, no need to, I trade longer term and there is discretionary ways I come to decisions. Algos number crunch to arrive at choices where I then use discretion prior to hitting the 'fire' button.
     
    Last edited: Apr 12, 2021
    #54     Apr 12, 2021
  5. userque

    userque

    Which language mainly?
     
    #55     Apr 12, 2021
  6. themickey

    themickey

    Started and finished in Amibroker, now I do everything in automatically updated spreadsheets, googlesheets.
    I find using sheets easier and the formulas are better, also I get data which I couldn't get from my prior data supplier Norgate.
    So my current data for sheets is delayed data (about 50 minutes I find), but that's ok as in tandem I run live data via IRESS and I have on display streaming data.
    I don't bother staring at charts, I just run number crunching databases and I dont code for indicators, although at times I refer to MA's, they are not key to anything I do.
    Basically I'm a breakout trader looking for surprises or stuff which have been hammered down.
    I sit and wait, last trade was about a week ago, I hold up to 60 positions, currently in about 20.
     
    #56     Apr 12, 2021
    fan27 and userque like this.
  7. userque

    userque

    Nice.

    BTW, you can get free intraday stock data from tiingo.com, into Excel with the WEBSERVICE function. I suspect Sheets has a similar function.?
     
    #57     Apr 12, 2021
  8. themickey

    themickey

    I use google data and run everything on cloud via chromebooks/Pixelbooks, strangely they said long ago of discontinuing the data, but I can still get it (googlefinance data).
    It's meant to be 20 minutes delay but it works out up to 50 minutes I find - for ASX.
     
    #58     Apr 12, 2021
  9. userque

    userque

    Yeah, I remember when they 'canceled' it. Some websites reveal how to still get it.

    I suspect that if too many start using 'the loophole,' NASDAQ will force them to close it.
     
    #59     Apr 12, 2021
  10. themickey

    themickey

    Delayed data is no issue, I prefer for example to let something run most of the day on a new breakout because i'm looking for verification on how serious the breakout is.
    Every now and again I will buy on impulse, ie grab a position very fast as soon as I see it on IRESS.
     
    #60     Apr 12, 2021
    userque likes this.