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<?xml version="1.0" encoding="UTF-8"?><feed xmlns="http://www.w3.org/2005/Atom" xmlns:media="http://search.yahoo.com/mrss/"><category term="algotrading" label="r/algotrading"/><updated>2023-01-24T03:27:37+00:00</updated><icon>https://www.redditstatic.com/icon.png/</icon><id>/r/algotrading.rss</id><link rel="self" href="https://www.reddit.com/r/algotrading.rss" type="application/atom+xml" /><link rel="alternate" href="https://www.reddit.com/r/algotrading" type="text/html" /><subtitle>A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. Feel free to submit papers/links of things you find interesting.</subtitle><title>Algorithmic Trading</title><entry><author><name>/u/finance_student</name><uri>https://www.reddit.com/user/finance_student</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Hello and welcome to the <a href="/r/AlgoTrading">/r/AlgoTrading</a> Community!</p> <p><strong>Please do not post a new thread until you have read through</strong> <a href="https://www.reddit.com/r/algotrading/wiki/index"><strong>our WIKI/FAQ.</strong></a> It is highly likely that your questions are already answered there. </p> <p>All members are expected to follow our sidebar rules. Some rules have a zero tolerance policy, so be sure to read through them to avoid being perma-banned without the ability to appeal. (Mobile users, click the info tab at the top of our subreddit to view the sidebar rules.) </p> <p><strong>Don&#39;t forget to join our live</strong> <strong>trading chatrooms!</strong></p> <ul> <li>The official <a href="https://fxgears.com/index.php?pages/trading_chatroom/"><strong>Discord chatroom here!</strong></a></li> <li>R Language in Finance Discord: <a href="https://discord.gg/9YXkWCWEct">Discord for R Programming for Financial Applications</a></li> </ul> <p><strong>Finally,</strong> the two most commonly posted questions by new members are as followed:</p> <ul> <li>Where can I find historical data? <a href="https://www.reddit.com/r/algotrading/wiki/index#wiki_how_to_get_historical_data_for_free">Which is answered in our wiki here</a></li> <li>And, where can I find examples of strategies to implement? <a href="https://www.reddit.com/r/algotrading/wiki/index#wiki_strategy">Which you can find examples from our wiki here</a></li> </ul> <p><strong>Be friendly and professional toward each other and enjoy your stay! :)</strong></p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/finance_student"> /u/finance_student </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/fqc3vo/are_you_new_here_want_to_know_where_to_start/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/fqc3vo/are_you_new_here_want_to_know_where_to_start/">[comments]</a></span></content><id>t3_fqc3vo</id><link href="https://www.reddit.com/r/algotrading/comments/fqc3vo/are_you_new_here_want_to_know_where_to_start/" /><updated>2020-03-28T03:05:57+00:00</updated><published>2020-03-28T03:05:57+00:00</published><title>Are you new here? Want to know where to start? Looking for resources? START HERE!</title></entry><entry><author><name>/u/mrdexmrsat</name><uri>https://www.reddit.com/user/mrdexmrsat</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Hey community. Could you please recommend a good and cost effective provider of the tick data for oil and gas and other commodities futures historicals. Thanks a lot!</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/mrdexmrsat"> /u/mrdexmrsat </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jkhvx/commodity_futures_historical_tick_data/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jkhvx/commodity_futures_historical_tick_data/">[comments]</a></span></content><id>t3_10jkhvx</id><link href="https://www.reddit.com/r/algotrading/comments/10jkhvx/commodity_futures_historical_tick_data/" /><updated>2023-01-23T19:04:58+00:00</updated><published>2023-01-23T19:04:58+00:00</published><title>Commodity futures historical tick data</title></entry><entry><author><name>/u/fascha3</name><uri>https://www.reddit.com/user/fascha3</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Does anyone have a Trading bot that can assist with Trading SQQQ/TQQQ? I am not able to sit at my desk all day and am seeking a way to be able to trade utilizing a bot.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/fascha3"> /u/fascha3 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jsegu/algo_trading_for_sqqqtqqq/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jsegu/algo_trading_for_sqqqtqqq/">[comments]</a></span></content><id>t3_10jsegu</id><link href="https://www.reddit.com/r/algotrading/comments/10jsegu/algo_trading_for_sqqqtqqq/" /><updated>2023-01-24T00:31:50+00:00</updated><published>2023-01-24T00:31:50+00:00</published><title>Algo Trading for SQQQ/TQQQ</title></entry><entry><author><name>/u/Affectionate-Emu337</name><uri>https://www.reddit.com/user/Affectionate-Emu337</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><pre><code># region imports # region imports from AlgorithmImports import * from QuantConnect.DataSource import * import pandas as pd import numpy as np class BlockchainBitcoinMetadataAlgorithm(QCAlgorithm): def Initialize(self) -&gt; None: self.SetStartDate(2019, 1, 1) # Set Start Date self.SetEndDate(2020, 12, 31) # Set End Date self.SetCash(100000) self.btcusd = self.AddCrypto(&quot;BTCUSD&quot;, Resolution.Minute).Symbol ### Requesting data self.bitcoin_metadata_symbol = self.AddData(BitcoinMetadata, self.btcusd).Symbol ### Historical data history = self.History(BitcoinMetadata, self.bitcoin_metadata_symbol, 60, Resolution.Daily) self.Debug(f&quot;We got {len(history)} items from our history request for {self.btcusd} Blockchain Bitcoin Metadata&quot;) self.last_demand_supply = None def OnData(self, slice: Slice) -&gt; None: ### Retrieving data data = slice.Get(BitcoinMetadata) if self.bitcoin_metadata_symbol in data and data[self.bitcoin_metadata_symbol] != None: hash_rate = data[self.bitcoin_metadata_symbol].HashRate sma1 = QuantConnect.Indicators.SimpleMovingAverage (hash_rate,10) sma2 = QuantConnect.Indicators.SimpleMovingAverage (hash_rate,100) if sma1&gt;sma2 : if not self.Portfolio[self.btcusd].IsLong: </code></pre> <blockquote> <p>&quot; Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the &#39;int&#39;&gt;) method. Please checkout the API documentation.<br/> at OnData<br/> sma1 = QuantConnect.Indicators.SimpleMovingAverage (hash_rate in main.py: line 32&quot;</p> </blockquote> <p>&#x200B;</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Affectionate-Emu337"> /u/Affectionate-Emu337 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jrl4p/help_really_new_to_algo_trading_i_tried_to_create/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jrl4p/help_really_new_to_algo_trading_i_tried_to_create/">[comments]</a></span></content><id>t3_10jrl4p</id><link href="https://www.reddit.com/r/algotrading/comments/10jrl4p/help_really_new_to_algo_trading_i_tried_to_create/" /><updated>2023-01-23T23:54:32+00:00</updated><published>2023-01-23T23:54:32+00:00</published><title>help really new to algo trading i tried to create a code using btc metadata on quantconnect i bassically tried to create a code to buy btc when the 10day sma and 100day sma of the hashrates crossover but it doesn't seem to work any help will be appreciated</title></entry><entry><author><name>/u/WinterwoodArt</name><uri>https://www.reddit.com/user/WinterwoodArt</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Hello, I have a very successful trading strategy that doesn&#39;t involve any indicators whatsoever, just patterns, to give more context on that, horizontal lines, and text labels, if A happens, B happens, C happens, D happens, Trade E, F might happen, if it does trade that. That&#39;s all there is to it. Though I&#39;m not sure which route should I take, a trading bot or go into deep learning ai. I was thinking that with trading bots they do stuff with technical stuff like moving averages and EMAs, etc, but since I don&#39;t use any of that stuff I&#39;m thinking deep learning is the way to go. </p> <p>Any pointers to learning resources of how I could make this automated trading process based of certain patterns? I have a degree in computer science but It was very basic stuff and over a broad number of languages. Appreciate any help.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/WinterwoodArt"> /u/WinterwoodArt </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10johei/want_to_build_a_trading_bot_that_uses_my_strategy/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10johei/want_to_build_a_trading_bot_that_uses_my_strategy/">[comments]</a></span></content><id>t3_10johei</id><link href="https://www.reddit.com/r/algotrading/comments/10johei/want_to_build_a_trading_bot_that_uses_my_strategy/" /><updated>2023-01-23T21:45:49+00:00</updated><published>2023-01-23T21:45:49+00:00</published><title>Want to build a trading bot that uses my strategy from scratch.</title></entry><entry><author><name>/u/Adventurous_Chip_891</name><uri>https://www.reddit.com/user/Adventurous_Chip_891</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Please let me know what you use!</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Adventurous_Chip_891"> /u/Adventurous_Chip_891 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jsi8u/can_yall_help_me_find_a_forex_strategy_i_am_2/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jsi8u/can_yall_help_me_find_a_forex_strategy_i_am_2/">[comments]</a></span></content><id>t3_10jsi8u</id><link href="https://www.reddit.com/r/algotrading/comments/10jsi8u/can_yall_help_me_find_a_forex_strategy_i_am_2/" /><updated>2023-01-24T00:36:52+00:00</updated><published>2023-01-24T00:36:52+00:00</published><title>Can y’all help me find a forex strategy, I am 2 months into learning and reading the market and am now looking for a strategy to start practicing!</title></entry><entry><author><name>/u/CaptianArtichoke</name><uri>https://www.reddit.com/user/CaptianArtichoke</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>I’ve been doing ML with stock data for some time but I’ve been using yahoo and before that google to gather data. I want to find some better sources of API historical data as well as intraday and end-of-day close data. I also have an interest in news sentiment as well as social media. </p> <p>What are your recommends for sources of API data that aren’t sky high in price ?</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/CaptianArtichoke"> /u/CaptianArtichoke </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10j0mi2/best_platform_for_historical_intraday_api/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10j0mi2/best_platform_for_historical_intraday_api/">[comments]</a></span></content><id>t3_10j0mi2</id><link href="https://www.reddit.com/r/algotrading/comments/10j0mi2/best_platform_for_historical_intraday_api/" /><updated>2023-01-23T01:48:01+00:00</updated><published>2023-01-23T01:48:01+00:00</published><title>Best platform for historical intraday API</title></entry><entry><author><name>/u/SeagullMan2</name><uri>https://www.reddit.com/user/SeagullMan2</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>There is no documentation anywhere.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/SeagullMan2"> /u/SeagullMan2 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jmvsz/does_anyone_use_the_das_trader_api/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jmvsz/does_anyone_use_the_das_trader_api/">[comments]</a></span></content><id>t3_10jmvsz</id><link href="https://www.reddit.com/r/algotrading/comments/10jmvsz/does_anyone_use_the_das_trader_api/" /><updated>2023-01-23T20:41:28+00:00</updated><published>2023-01-23T20:41:28+00:00</published><title>Does anyone use the DAS Trader API?</title></entry><entry><author><name>/u/fuzzyp44</name><uri>https://www.reddit.com/user/fuzzyp44</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>I&#39;m looking for a good way to characterize the monotonic quality of a line.</p> <p>Any thoughts on a consistent/good way to do this?</p> <p>Obvious uses are basically describing trend quality/strength using moving averages.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/fuzzyp44"> /u/fuzzyp44 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jmjk1/good_way_to_characterize_monotonicness/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jmjk1/good_way_to_characterize_monotonicness/">[comments]</a></span></content><id>t3_10jmjk1</id><link href="https://www.reddit.com/r/algotrading/comments/10jmjk1/good_way_to_characterize_monotonicness/" /><updated>2023-01-23T20:27:40+00:00</updated><published>2023-01-23T20:27:40+00:00</published><title>good way to characterize monotonicness?</title></entry><entry><author><name>/u/WoodpeckerOk6915</name><uri>https://www.reddit.com/user/WoodpeckerOk6915</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>What is the standard benchmark(s) used when assessing a HFT strategy?</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/WoodpeckerOk6915"> /u/WoodpeckerOk6915 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jfmnp/benchmark_strategies/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jfmnp/benchmark_strategies/">[comments]</a></span></content><id>t3_10jfmnp</id><link href="https://www.reddit.com/r/algotrading/comments/10jfmnp/benchmark_strategies/" /><updated>2023-01-23T15:50:20+00:00</updated><published>2023-01-23T15:50:20+00:00</published><title>Benchmark Strategies</title></entry><entry><author><name>/u/Big_Moe_</name><uri>https://www.reddit.com/user/Big_Moe_</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>&#x200B;</p> <p>I am looking to automate my transactions based on price levels. When price levels are met, I want a series of transactions to go off to buy options based on various conditions such as open interest, bid/ask size &amp; spread, and the greeks. </p> <p>Offering $5k fixed fee for this project. DM if interested.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Big_Moe_"> /u/Big_Moe_ </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jiiu1/looking_for_someone_with_ibkr_api_and_options/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jiiu1/looking_for_someone_with_ibkr_api_and_options/">[comments]</a></span></content><id>t3_10jiiu1</id><link href="https://www.reddit.com/r/algotrading/comments/10jiiu1/looking_for_someone_with_ibkr_api_and_options/" /><updated>2023-01-23T17:47:18+00:00</updated><published>2023-01-23T17:47:18+00:00</published><title>Looking for someone with IBKR API and Options Expertise</title></entry><entry><author><name>/u/LawAndUsername</name><uri>https://www.reddit.com/user/LawAndUsername</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>I had heard that there were some buggy things in the paper side of the Alpaca endpoint but is is fair to say the data on get_bars is also wrong? I am looking at 1min grain and comparing it to Fidelity. And its off. Not just by ten or twenty cents. A few bucks. Big stocks like AAPL MSFT.</p> <p>Would it be safe to say this is an attempt to keep the more accurate data for the paid accounts? that $99/mo?</p> <p>Or should I be using a different endpoint.</p> <p>Another example is I get different count of bars from the same timeframe for those two. 307 for AAPL and 232 for MSFT. I can see gaps when I review the data.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/LawAndUsername"> /u/LawAndUsername </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10iuuks/alpaca_paper_trading_data_wrong/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10iuuks/alpaca_paper_trading_data_wrong/">[comments]</a></span></content><id>t3_10iuuks</id><link href="https://www.reddit.com/r/algotrading/comments/10iuuks/alpaca_paper_trading_data_wrong/" /><updated>2023-01-22T21:31:06+00:00</updated><published>2023-01-22T21:31:06+00:00</published><title>Alpaca Paper Trading Data wrong</title></entry><entry><author><name>/u/Bearablebull589</name><uri>https://www.reddit.com/user/Bearablebull589</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Any mac user here? I can’t seem to paste my mq4 files into the expert folder on mt4. Need help</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Bearablebull589"> /u/Bearablebull589 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10j84d0/cannot_paste_mq4_files_into_mt4_mac/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10j84d0/cannot_paste_mq4_files_into_mt4_mac/">[comments]</a></span></content><id>t3_10j84d0</id><link href="https://www.reddit.com/r/algotrading/comments/10j84d0/cannot_paste_mq4_files_into_mt4_mac/" /><updated>2023-01-23T09:02:20+00:00</updated><published>2023-01-23T09:02:20+00:00</published><title>Cannot paste mq4 files into mt4 mac</title></entry><entry><author><name>/u/Tooorch</name><uri>https://www.reddit.com/user/Tooorch</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Hello, I am curious if any of you know or have already computed an algorithm that finds the best signal for historical data that takes into account buying and selling fees (for deep learning purposes on my side)? (Not just talking about something that buys before it increases and sells before it decreases, as that can&#39;t work with fees.) I found a mathematical way to do it, but I am just curious.</p> <p>&#x200B;</p> <p>PS : I know it has very little interest, I was mainly interested in the algorithmic and mathematical challenge</p> <p>&#x200B;</p> <p>PS : I think no one understood what I meant so I will reformulate :</p> <p>My goal is to compute the best strategy/signal for a certain period or time (on historical data) that takes into account the fees. This allow me to have a metric of the optimal strategy that we can&#39;t surpass. I found this metrics interesting to see which market could be valuable --&gt; it&#39;s not so different than volatibility actually. IT MAKES NO SENSE TO USE IT FOR TRADING, YOU CANT EVEN DO IT.</p> <p>you can see it like that : what is the &quot;glass ceiling&quot; for a given asset (I have an exact algorithm for that if anyone is interested)</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Tooorch"> /u/Tooorch </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10jdeza/algorithm_to_compute_best_signalstrat_for/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10jdeza/algorithm_to_compute_best_signalstrat_for/">[comments]</a></span></content><id>t3_10jdeza</id><link href="https://www.reddit.com/r/algotrading/comments/10jdeza/algorithm_to_compute_best_signalstrat_for/" /><updated>2023-01-23T14:13:32+00:00</updated><published>2023-01-23T14:13:32+00:00</published><title>Algorithm to compute best signal/strat for historical data</title></entry><entry><author><name>/u/ExplicitSick</name><uri>https://www.reddit.com/user/ExplicitSick</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/ExplicitSick"> /u/ExplicitSick </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10igfpq/if_you_could_start_from_the_beginning_without/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10igfpq/if_you_could_start_from_the_beginning_without/">[comments]</a></span></content><id>t3_10igfpq</id><link href="https://www.reddit.com/r/algotrading/comments/10igfpq/if_you_could_start_from_the_beginning_without/" /><updated>2023-01-22T10:14:39+00:00</updated><published>2023-01-22T10:14:39+00:00</published><title>If you could start from the beginning without much knowledge, what would your path in learning algo trading be like?</title></entry><entry><author><name>/u/Some-Tip-2426</name><uri>https://www.reddit.com/user/Some-Tip-2426</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>I am using TradingView (TV) and Pine script to run my algos for trading cryptos in Bybit and indices in FXCM. I connect TV to Bybit (for cryptos) and FXCM (for indices via MT4) via &quot;TradingView To Anywhere&quot;. Now I am starting to discover Python. One of the reasons I am thinking to use Python is to perform optimization of my algos which is not possible, as far as I know, in Pine script. Can you tell me if there are other advantages in using Python vs Pine Scipt, e.g. speed of execution or whatever? This is not totally clear to me and maybe I am missing something important...thanks!</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Some-Tip-2426"> /u/Some-Tip-2426 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10irc0q/python_vs_pine_script/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10irc0q/python_vs_pine_script/">[comments]</a></span></content><id>t3_10irc0q</id><link href="https://www.reddit.com/r/algotrading/comments/10irc0q/python_vs_pine_script/" /><updated>2023-01-22T19:05:40+00:00</updated><published>2023-01-22T19:05:40+00:00</published><title>Python vs Pine Script</title></entry><entry><author><name>/u/agumonkey</name><uri>https://www.reddit.com/user/agumonkey</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Do you ever tweak the usual one (RSI or else) and make your own blend or even try to analyze data with a totally new mindset to create higher dimension abstractions ?</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/agumonkey"> /u/agumonkey </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10ii5bq/do_you_guys_come_up_with_new_indicators/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10ii5bq/do_you_guys_come_up_with_new_indicators/">[comments]</a></span></content><id>t3_10ii5bq</id><link href="https://www.reddit.com/r/algotrading/comments/10ii5bq/do_you_guys_come_up_with_new_indicators/" /><updated>2023-01-22T12:01:39+00:00</updated><published>2023-01-22T12:01:39+00:00</published><title>Do you guys come up with new indicators ?</title></entry><entry><author><name>/u/Alienbushman</name><uri>https://www.reddit.com/user/Alienbushman</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>I want to try out a trading algo that seems to marginally beat the S&amp;500, but it is based on the opening prices of stocks (highly liquid stocks, no options) and trading medium term (buy about 5 stocks a week and sell them between 1 to 12 weeks later). </p> <p>What is the best way to try it out with $100 total and not being in America or Europe. I am pretty sure I made a mistake somewhere, so trying it out with low amounts of cash I think is the best way to start.</p> <p>I have an interactive brokers account, but they seem to have a $1 margin and anything above a 0.2% margin per transaction will make the algo unprofitable in comparison to the S&amp;P500</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/Alienbushman"> /u/Alienbushman </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10ify5m/how_do_you_go_from_algorithm_to_practice/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10ify5m/how_do_you_go_from_algorithm_to_practice/">[comments]</a></span></content><id>t3_10ify5m</id><link href="https://www.reddit.com/r/algotrading/comments/10ify5m/how_do_you_go_from_algorithm_to_practice/" /><updated>2023-01-22T09:42:08+00:00</updated><published>2023-01-22T09:42:08+00:00</published><title>How do you go from algorithm to practice</title></entry><entry><author><name>/u/KryptoSC</name><uri>https://www.reddit.com/user/KryptoSC</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>This post is intended for newbie algo traders looking to get started on writing their first script to do stock trades programmatically. I compiled several &quot;Hello World&quot; snippets on how to setup and execute trades on 5 of the brokerages that allow API trading. Feel free to respond back with other API snippets on other trading platforms. You can view it here: <a href="https://www.reddit.com/r/stocks/comments/10hs80n/hello_world_python_programs_for_api_stock_trading/?utm_source=share&amp;utm_medium=web2x&amp;context=3">Hello World Programs for 5 Brokerages</a> </p> <p>Apologies for the cross-post, but I keep getting blocked by the mods when I try to post the code snippets here.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/KryptoSC"> /u/KryptoSC </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10hx3lz/hello_world_programs_for_api_stock_trading/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10hx3lz/hello_world_programs_for_api_stock_trading/">[comments]</a></span></content><id>t3_10hx3lz</id><link href="https://www.reddit.com/r/algotrading/comments/10hx3lz/hello_world_programs_for_api_stock_trading/" /><updated>2023-01-21T17:55:05+00:00</updated><published>2023-01-21T17:55:05+00:00</published><title>Hello World Programs for API Stock Trading</title></entry><entry><author><name>/u/undercoverlife</name><uri>https://www.reddit.com/user/undercoverlife</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>How do <strong>you</strong> work with order book data? It appears our only option is to work with snapshots of the order book as we make requests to our exchange. Is that what you guys are doing? Or are any of you actually able to reconstruct a full order book, for example, a period of one day?</p> <p>&#x200B;</p> <p>I&#39;d like crypto-specific examples, if possible. I know that people trading NASDAQ can work with the ITCH protocol and reconstruct that way. But it appears the data I&#39;m getting from providers like Coinbase or Polygon only provide snapshots of current bids and asks. How would one work with these snapshots? Thanks for any advice.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/undercoverlife"> /u/undercoverlife </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10i8mbu/level_2_data/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10i8mbu/level_2_data/">[comments]</a></span></content><id>t3_10i8mbu</id><link href="https://www.reddit.com/r/algotrading/comments/10i8mbu/level_2_data/" /><updated>2023-01-22T02:24:41+00:00</updated><published>2023-01-22T02:24:41+00:00</published><title>Level 2 Data</title></entry><entry><author><name>/u/coffee_conversation</name><uri>https://www.reddit.com/user/coffee_conversation</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Hey guys, I&#39;m just wondering if there is an existing list of all dual listed assets in stock markets as I&#39;m trying to create an algo that can set up arbitrage positions based on price mismatches.</p> <p>&#x200B;</p> <p>thank you so much for the help</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/coffee_conversation"> /u/coffee_conversation </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10hts5f/dual_listed_stocks/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10hts5f/dual_listed_stocks/">[comments]</a></span></content><id>t3_10hts5f</id><link href="https://www.reddit.com/r/algotrading/comments/10hts5f/dual_listed_stocks/" /><updated>2023-01-21T15:31:29+00:00</updated><published>2023-01-21T15:31:29+00:00</published><title>Dual listed stocks</title></entry><entry><author><name>/u/fuzzyp44</name><uri>https://www.reddit.com/user/fuzzyp44</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>I&#39;m trying to improve my long entries into trends. </p> <p>I&#39;ve got a regime filter that works okay, but I find that in the average case waiting for a pullback (as referenced to distance from a longer term SMA) can be tricky. </p> <p>When I&#39;m buying pullbacks into a (up)trend, I end up with the circumstance of the best bullish moves getting ignored, end up buying into the near end of trends, and sometimes the sell-off/take profits before a reversal occurs. </p> <p>Buying a pullback works okay in trends where there is a lot of back forth volatility, as you get many decent entries and can inchworm more profitable than holding for longer move. </p> <p>In chop, you find that you&#39;d want to filter harder for a pullback that goes closer or past the last low to get a profitable entry. So a system will often go long too soon and need wider stops+move to breakeven system to deal with not picking the best spot.</p> <p>I haven&#39;t found a systematic way to think about this. I feel like I&#39;m eeking out a profit while ignoring killer trend days sometimes.</p> <p>Any thoughts on how to handle this or think about this in a systematic way? Suggestions on indicators? Should I just add another entry system to handle specifically breakout non-pullbacks and keep the first?</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/fuzzyp44"> /u/fuzzyp44 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10i1s1t/problems_with_pullbacks/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10i1s1t/problems_with_pullbacks/">[comments]</a></span></content><id>t3_10i1s1t</id><link href="https://www.reddit.com/r/algotrading/comments/10i1s1t/problems_with_pullbacks/" /><updated>2023-01-21T21:11:10+00:00</updated><published>2023-01-21T21:11:10+00:00</published><title>Problems with pullbacks</title></entry><entry><author><name>/u/slideesouth</name><uri>https://www.reddit.com/user/slideesouth</uri></author><category term="algotrading" label="r/algotrading"/><content type="html">&#32; submitted by &#32; <a href="https://www.reddit.com/user/slideesouth"> /u/slideesouth </a> <br/> <span><a href="https://i.redd.it/y9k4djjhxbda1.jpg">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10hdgjn/tda_docs_this_is_interesting/">[comments]</a></span></content><id>t3_10hdgjn</id><link href="https://www.reddit.com/r/algotrading/comments/10hdgjn/tda_docs_this_is_interesting/" /><updated>2023-01-21T00:07:14+00:00</updated><published>2023-01-21T00:07:14+00:00</published><title>TDA docs. this is interesting</title></entry><entry><author><name>/u/RhiteousRhino</name><uri>https://www.reddit.com/user/RhiteousRhino</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>If one has a dataset on 400 individuals through time. </p> <p>X variables are: person ID, age group (Binary i.e OLD 1 and Young 2), average calories eaten in a day, the average amount of cigarettes smoked in a day, and the average amount of dentist appointments in a year. </p> <p>Y variable to be predicted is: the number of teeth in the mouth of each patient.</p> <p>My idea was that one could run 400 different LSTM time series models on each individual to predict the number of teeth in that individual&#39;s mouth. </p> <p>&#x200B;</p> <p>&#x200B;</p> <p>My question is! These predictions would not have gained any information from the other predictions, or the data from the other persons. Is there a way you know of linking this information? </p> <p>&#x200B;</p> <p>For example, if one was to train a model on an OLD patient, is there any way that the model can learn that OLD patients have tended to have less teeth in their mouths in the other models/data, so the model incorporates &#39;less teeth in the mouth&#39; to this old patients predictions? </p> <p>&#x200B;</p> <p>Or maybe I am not thinking about this correctly.</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/RhiteousRhino"> /u/RhiteousRhino </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10i3w21/how_to_link_information_in_an_lstm_model_linking/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10i3w21/how_to_link_information_in_an_lstm_model_linking/">[comments]</a></span></content><id>t3_10i3w21</id><link href="https://www.reddit.com/r/algotrading/comments/10i3w21/how_to_link_information_in_an_lstm_model_linking/" /><updated>2023-01-21T22:42:40+00:00</updated><published>2023-01-21T22:42:40+00:00</published><title>How to link information in an LSTM Model. Linking information Between LSTM Models [P]</title></entry><entry><author><name>/u/totalialogika</name><uri>https://www.reddit.com/user/totalialogika</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Basically I created a module that infers a prediction of where a stock or ETF will be a few hours from the moment it is activated and would be in the 1-8 hrs range. It uses the same logic as for my HTF algo.</p> <p>It&#39;s not very user friendly, highly experimental and not intended to be any sort of commercial product. I just want a solid evaluation from someone working in the field and versed with APIs and working at a hedge fund or brokerage, and maybe share interpretations of the results, as I am still figuring it out myself. An NDA would need to be signed too.</p> <p>Of course ok with any beta tester using it to make some profits. Even better if you can use some real money since theory and practice are the same in theory... but not in practice. As a certain Yogi said...</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/totalialogika"> /u/totalialogika </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10hzqer/anyone_wants_to_evaluate_my_long_term_preds/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10hzqer/anyone_wants_to_evaluate_my_long_term_preds/">[comments]</a></span></content><id>t3_10hzqer</id><link href="https://www.reddit.com/r/algotrading/comments/10hzqer/anyone_wants_to_evaluate_my_long_term_preds/" /><updated>2023-01-21T19:45:09+00:00</updated><published>2023-01-21T19:45:09+00:00</published><title>Anyone wants to evaluate my long term preds?</title></entry><entry><author><name>/u/SnooKiwis2151</name><uri>https://www.reddit.com/user/SnooKiwis2151</uri></author><category term="algotrading" label="r/algotrading"/><content type="html"><!-- SC_OFF --><div class="md"><p>Hi, </p> <p>What data and approach is the most suitable would it be, if I wanted to test a strategy, where you buy top 10 stocks with lowest P/E every quarter, and rebalance the next quarter with new P/E values?</p> </div><!-- SC_ON --> &#32; submitted by &#32; <a href="https://www.reddit.com/user/SnooKiwis2151"> /u/SnooKiwis2151 </a> <br/> <span><a href="https://www.reddit.com/r/algotrading/comments/10hm6l9/buy_top_10_low_pe_every_quarter/">[link]</a></span> &#32; <span><a href="https://www.reddit.com/r/algotrading/comments/10hm6l9/buy_top_10_low_pe_every_quarter/">[comments]</a></span></content><id>t3_10hm6l9</id><link href="https://www.reddit.com/r/algotrading/comments/10hm6l9/buy_top_10_low_pe_every_quarter/" /><updated>2023-01-21T08:05:30+00:00</updated><published>2023-01-21T08:05:30+00:00</published><title>Buy top 10 low P/E every quarter</title></entry></feed> |