Nooby McNoob becomes a quant

Discussion in 'Journals' started by nooby_mcnoob, Mar 24, 2017.

  1. Update: I have been live paper trading this algorithm for the last week and the entries and exits have matched backtests so far. Paper profit w/ leverage so far is decent. I am not dumb enough to think that this means anything yet.

    The main issue right now is that I occasionally lose the connection to Interactive Brokers and then everything stops working. I haven't spent any time fixing this issue yet, but I believe that the underlying cause is my using WiFi which is kind of flaky on this motherboard. As such, I will probably create a Docker container to use some form of headless/automated Interactive Broker connection and deploy it to one of the cloud providers.

    I plan to have that change completed by this week (so next update should be Jan 14).
    Last edited: Jan 7, 2018
    #131     Jan 7, 2018
    HobbyTrading likes this.
  2. Great progress. Got my fingers crossed for you.
    #132     Jan 7, 2018
    samuel11, nooby_mcnoob and vanzandt like this.
  3. I wanted to add that the underlying cause is obviously some code issue. I don't want to investigate that right now, and since I wanted to get the trading off my gaming/work machine, this may kill two birds with one stone. If it doesn't, then I'll still at least have gotten the trading off my gaming machine (I actually play Rocket League while it's trading, kinda funny).
    #133     Jan 7, 2018
  4. Are you sure that your machine has enough RAM to handle both your game and TWS at the same time? TWS is very RAM-hungry. In case you don't need the GUI that TWS offers, could you consider to to use Gateway instead. Gateway has a much smaller footprint.
    #134     Jan 7, 2018
    nooby_mcnoob likes this.
  5. Thanks for the suggestion! I'm already using gateway but I have 32GB of RAM and 4 logical cores. So far no problems!
    #135     Jan 7, 2018
  6. i960


    I've never seen TWS to use over a gig and a half of ram. Not really an issue with today's memory configurations.

    As far as the disconnects go @nooby_mcnoob you're going to have to solve that issue whether it's on your own box or "in the cloud." The connection could disconnect at any time for any reason and you should completely expect that to happen. Unfortunately that probably means you're gonna need an if statement somewhere behind the scenes.
    #136     Jan 8, 2018
  7. That amount of RAM should be sufficient. TWS uses about 1.5 ~ 2 GB of RAM. Gateway uses only a small fraction of that (0.02 GB or something small like that?).
    It is important for you to figure out what portion of the communication chain is causing the disruptions you mentioned. Not only to make your setup more reliable, but also for your own piece of mind. Is it your internet provider? Or is it something on your end (e.g. modem, router, wifi, or software implementation)?
    #137     Jan 8, 2018
  8. You with your if statements :)
    #138     Jan 8, 2018
  9. I believe I know where the issue is occurring and it's in code.
    #139     Jan 8, 2018
  10. Minor update: I have fixed the issue and also set up a Docker image for the trading. Will have it running locally this week, still paper trading though. A week late, but still done...
    #140     Jan 28, 2018