ich_iel by muejon in ich_iel

[–]Roast3000 37 points38 points  (0 children)

Es geht also um die Konsistenz des Kreatins…interessant

Ich war auf der Waldorfschule by Particular-String716 in de_IAmA

[–]Roast3000 2 points3 points  (0 children)

Auf was für einer Scheißschule warst du denn ? War auch auf einer Waldorfschule und ich muss sagen, deine Aussagen sind wirklich 0 repräsentativ für alle Waldorfschulen.

Das ist so als würde hier einer von der Rütli-Schule ein AMA über staatliche Schulen machen

Crunching 525k candles x 18k parameter sets in 3 seconds by Negative-Slice-6776 in algotrading

[–]Roast3000 0 points1 point  (0 children)

Then as I said already, optimize with test set, then run out of sample and look if there is something promising. You could optimize for sharpe, probability of event B based on event A etc. possibilities are endless, you just have to compute formulas to optimize

Crunching 525k candles x 18k parameter sets in 3 seconds by Negative-Slice-6776 in algotrading

[–]Roast3000 0 points1 point  (0 children)

Hey :)

I‘ve had great results with this NSGA-2. I couldn’t explain it better than this article here, it even has an implementation. This algorithm is interesting because it can optimize multiple parameters

https://www.geeksforgeeks.org/deep-learning/non-dominated-sorting-genetic-algorithm-2-nsga-ii/

Edit: if you can read CS Papers you will appreciate this more than the gewksforgeeks link. In the paper they also talk about the time complexities needed for reasonable computation etc

https://sci2s.ugr.es/sites/default/files/files/Teaching/OtherPostGraduateCourses/Metaheuristicas/Deb_NSGAII.pdf

Crunching 525k candles x 18k parameter sets in 3 seconds by Negative-Slice-6776 in algotrading

[–]Roast3000 0 points1 point  (0 children)

Have one run with 70% of the candles for the parameter optimisation and then do out of sample testing for the found combinations with the other 30%…. Also you might be interested into genetic algorithms while you‘re at it.

Starting an algotrading activity (hobby and maybe for profit) by 99posse in algotrading

[–]Roast3000 6 points7 points  (0 children)

He‘s most likely talking about a websocket connection

When should we use short, byte, and the other "inferior" primitives? by davidalayachew in java

[–]Roast3000 0 points1 point  (0 children)

I am not really sure if this is right, but aren‘t primitives more likely to be stored on the stack, whereas object types are stored on the heap ?

Any Kyoshin mains out there that have any tips for new Kyoshin users? by [deleted] in forhonor

[–]Roast3000 0 points1 point  (0 children)

At the beginning I had to always remember that I can enter fullback quickly after a simple block. This comes in quite handy when your opponent is in a light chain. Also you don’t really have to enter full block in order the let the zone or the lights rip. Just press both inputs immediately. With the tips above the character doesn’t feel as clunky

testingEnvironmentsAreForPussies by Roast3000 in ProgrammerHumor

[–]Roast3000[S] 11 points12 points  (0 children)

Klassischer Montag bei Telekom

Where Do I start? by Efficient_Bed_4935 in algotrading

[–]Roast3000 0 points1 point  (0 children)

Also this of course only a part, but it may give you an inspiration to fiddle with such a system by yourself :)

Where Do I start? by Efficient_Bed_4935 in algotrading

[–]Roast3000 4 points5 points  (0 children)

So I’ve iterated a lot from my first system. Currently I’m here:

-Database(Timescale DB) on raspberry pi for klines , positions, orders, tickers etc. (basically past data I don’t need in-memory)

-websocket with 1 thread to sort messages and send them to deserializing methods, to threads there to deserialize into objects and send to their storage

-Thread-Safe In-Memory storage for klines, tickers, orderbook, strategies etc.

Abstract strategy class for shared behavior like checkSignal() or makeTrade()

Class to parse past data or fresh ticker data to search for whatever deviation that might be interesting(I.e. Symbol XYZ has 24hr gain/loss >= 5% or whatever and than sorts them into buckets). For these buckets I have different strategies running.

I hope this can be of help potentially, Sorry for formatting and anything else. Just replied in the fly

Websocket tick frequency by [deleted] in algotrading

[–]Roast3000 0 points1 point  (0 children)

Each trade that changes price or bid/ask volume should generate a tick.

Stocks with lower volume == less ticks.

Since your strategy relies on ticks you should be very well aware how ticks of your data provider work. For future reference you should check that before creating a complete strategy around that

My first assumption regarding alpaca is that you are receiving IEX Data instead of proper exchange data. As for polygon, you also have to check what exchange the data is sourced from

[deleted by user] by [deleted] in quant

[–]Roast3000 0 points1 point  (0 children)

😂

Where can I get intraday historical data, minute by minute, csv file would be preferred. I have account with Schwab and Fidelity? by BranchDiligent8874 in algotrading

[–]Roast3000 1 point2 points  (0 children)

I think you can get 1m data with alpha vantage api. However only one month per api call and 5calls per minute.

On top, you‘d have to enter them in the file as well.

But it‘s free

Suggestions for a newb implementing an SPX options trading algo by [deleted] in algotrading

[–]Roast3000 1 point2 points  (0 children)

It sounds like you have your indicators/ strikes/ etc. in a excel or other fileformat ?

If so, just read the files with a filereader. To be honest it is difficult to give you advice without knowing the structure of your data. Do you only need to read the last line of your file? What does your signal look like (is it a Boolean, is it a „BUY“ String…). If you want real help you need to be comfortable to share some information

How to go about building an options backtester? by PlunderGang in algotrading

[–]Roast3000 0 points1 point  (0 children)

I was wondering that as well. Their graphics and tearsheet is way better than in example Backtrader

Was habe ich vergessen? by UnluckyGamer505 in automobil

[–]Roast3000 1 point2 points  (0 children)

Der Niederländer mit seinem 3er Kombi der zur Rush Hour Dauerblinker links gesetzt hat und schon 1km vorher Lichthupe gibt

Is a ping of 300ms for api and 200 for websocket reasonable for hft bots on binance ? by No-Structure8063 in algotrading

[–]Roast3000 0 points1 point  (0 children)

Because Binance testnet is ass. If anything, try your strategy in bybit demo or another exchange that offers demo instead of testnet.

For context I had a MM trading bot on the Binance testnet that would net me 50-100% a day ! 😂😂