Running hundreds of trading strategies concurrently

Discussion in 'Programming' started by fan27, Aug 1, 2018.

  1. fan27


    For those running hundreds (300+) of trading strategies concurrently, which platform do you use for live trading? Also, which time-frames are you mostly trading?

  2. amibroker eod no problem at all. love amibroker for eod... btw have over 1200 systems running
    fan27 likes this.
  3. You mean... besides (1) "buy low, sell high", (2) "buy high, sell higher", (3) "sell low, buy lower".... there are at least 297 "other" strategies??
  4. themickey


    Can you please expand on that.
    1200+ algos?
    One computer, one Amibroker, running with multiple, multiple, buy/sell signals firing off during the day?
    All running automated I assume, no discretionary inputs?
    For me if so, that's mind boggling.
    My brain has trouble running one algo. :)
    MarkBrown likes this.
  5. amibroker is the cat d11 bulldozer of algo platforms. yes to all your questions.
    themickey likes this.
  6. MarkBrown likes this.
  7. themickey


    Yes, I have been using AB for many years (20+) can't fault it other than the language is a bit tricky, but that's more to to with my brain's capacity limitations.
    Anyhow, what you mention is amazing.
    MarkBrown likes this.
  8. schweiz


    I cannot imagine having more than 20 systems running. I prefer a few very good ones instead of alot mediocre. It is already difficult to build 1 really performing system, so building a few hundred performing systems seems impossible to me.
    SimpleMeLike and MarkBrown like this.
  9. i had to get help admittedly to do something on this scale with a platform i have only had for about two years.

    i am still not all that great with amibroker, i usually rough out my ideas using multicharts. then after i have something solid i will move it over to amibroker.

    i remember us paying ned davis 250k a year for data and a platform call the technaylzer which did far less than amibroker is capable of. marc chakin's platform also comes to mind and many others that tout being a professional platform. i have the utmost highest regards for amibroker.
    themickey likes this.
  10. fan27


    The "issue" is I have many systems that are just slight variations of each other. Technically, I could reduce them down to one composite strategy but that would actually be more work as that would have to be done manually. For example, I just ran my research platform against ES using 30 minute and daily data. Out of 1,467,491 unique strategies tested, 249 strategies passed performance filters on all time slices of data. I will likely tighten up my performance filters because this is just one market regime for one target time frame (30 min) for ES. I could easily see myself having 1200 strategies like @MarkBrown.
    #10     Aug 1, 2018