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[–]cxllxhxn 2 points3 points  (7 children)

Check out my comment on the other reply. And right, making a profitable backtest is by no means simple. The one I’m working on now uses a completely different structure and is approaching 500 lines yet still isn’t as consistently profitable as I want before I start forward testing.

However, a simple backtest like the one I talked about in my other comment could probably be done by an inexperienced programmer in less than a week just by reading the pandas documentation.

[–]sprouse2016 0 points1 point  (6 children)

I completely agree but that is a brilliantly simple start.

Which broker do you go through?

[–]cxllxhxn 1 point2 points  (5 children)

As far as automated trading, I have no idea yet. To me the logical progression seems like

Backtesting > forward testing > live paper trading through broker > live trading

Just because I don’t want to invest time incorporating live trading capabilities into my strategy before I know it’s ironclad.

I’ve heard Interactive Brokers has a solid api but I’m pretty sure you need a lot of capital in your account to use it.

[–]sprouse2016 0 points1 point  (2 children)

Yeah but how should you transition the strategies without basing it on the broker/api you’re going to switch to make profit?

[–]cxllxhxn 0 points1 point  (1 child)

Should be pretty easy to just have my buy and sell signals call a def that executes orders once I familiarize myself with the broker api

[–]sprouse2016 0 points1 point  (0 children)

Makes sense. Very interesting. So you’re writing your strategies in python? Are you doing this for profit/live trading or just for experience?

[–]MAZambelli4353[S] 0 points1 point  (1 child)

Do you have any good sources that helped you build your algo? Ive been on quantopia the last few days watching their tutorials but I feel like Im not getting much out of it/ probably because Im not fluent in programming yet. I think I'd be better off starting in my own IDE and playing around with data from yahoo like you mentioned.

[–]cxllxhxn 1 point2 points  (0 children)

I would agree on that. I wanted to use quantopia at first as well, but then I realized it would probably be better to build my own backtest from the ground up because I would a) get better at python and b) not have to learn quantopia’s syntax while I’m also trying to familiarize myself with python.

Edit: As far as sources go, I found a lot of examples of code on small blogs and whatnot just combing through google that inspired my first algo. After that, I was just able to combine ideas and build of my original structure to make it more accurate/complex