Open source software that creates trading systems

Discussion in 'Strategy Building' started by Genotick, Sep 16, 2015.

  1. Genotick

    Genotick

    Hi,
    So I wrote a little program, pet project - software that creates trading systems. It is open source, I'm not selling anything. I don't want to post link in my first post, so first I would like to ask others if you tried something like this before, what was your experience and did it work for you?
    Also, what do you expect from such software and systems it can create?
    Thanks,
    LW
     
  2. wqking

    wqking

    To get feedback you should at least list the features supported by your software.
    I created a full featured back testing and trading system, but I'm not going to open source it...

    Also, why do you mind to post the link if it's open source?
     
  3. Humpy

    Humpy

    Was it profitable ?
     
  4. SteveH

    SteveH

    Just throw it up on github. If it's any good, you'll get pull requests for bug fixes and enhancements.
     
  5. The guy at mechanicalforex.com has been developing methods to generate systems. Without more detail from OP I can't say how related it is.

    Like SteveH suggested, just throw it up on github.
     
  6. When an OP has " I'm not selling anything" in the first line, my first though is, what's he selling, or thinking about selling?
     
  7. Not to mention it's OP's first and only (so far) post on ET.
     
  8. Anyone can write software to create trading systems. That was a midterm project in one of the classes someone I spoke with took in the past. The problem is how to create systems in a way that minimizes data snooping bias. See this excellent read for example, coming from a guy that has created similar programs in the past but warns about the problems.

    Another problem is how to validate the systems the software creates. This is not trivial work. It may take months or even years to find somthing that validates at high levels of significance.

    I hope the above will save you some time = money.
     
  9. Ok,
    So I knew I can't post a link in first post (as it would make me banned) but it seems that I can't post a link in second post either. Google 'genotick artificial intelligence' and you will get to the right website. There is a link to github repo and a forum (I won't answer on ET any more, apparently Price Action Lab spam is ok, but open source code isn't).
    Now, keep in mind that software is at version 0.0.1 - and I mean it. It barely works, but works for me. Yes, it is profitable, however many things are not finished. For example there is no GUI, only command line. GUI will follow soon. Also there is no proper logging - at the moment all info gets written to a file via 'debug' message. Interaction with user is very limited - so you need to know whatcha doin'.
    I welcome any questions or suggestions on genotick's forum.
    LW
     
  10. Thanks for this, very gracious of you to offer it out.
     
    #10     Sep 17, 2015