Writting an algorithm in C++

For low frequency strategy, it makes more sense to use python.

 

Do you happen to have links to those benchmarks?

 

gonna throw my two cents in here for python if all you're doing in local modeling/forecasting. Super easy and it's plenty fast (I use it on a 5000 stock universe every weekend...)

Google "python rsi". You'll find a Stack Overflow solution that does exactly what you're looking for.

 

nodeJS is written in C/C++ so that's impossible. Most of the benchmarks are faulty to begin with. When done properly, C/C++ is magnitudes faster. Python is slower but no-one really uses native python for any larger datasets, modules are used which implement C/C++ underneath.

 

Amen.

 

Definitely possible and if you are familiar with c++ then why not stick with it.

 

There is just no reason to not use NumPy. There is no point in comparing "python vs C++". Your implementation in C++ is not going to be faster than NumPy.

That doesn't even touch on the ecosystem you are then getting for free.

 

Would it be a faster way to learn whether your idea works to sign up on TradingView and write/backtest a strategy using their Python-like language?

 

Is it possible to develop in Python and execute in C++? The platform I use is developed in C++ and I'm not sure I can build in Python and execute in C++.

 

Yes. For example, Tensorlow works like that.