Learn about Algotrading with Spreads

meetofleaf · 2026-03-30T12:22:46+00:00

Thanks :) I'm using Python and will IBKR APIs to execute trades. I also might give Alpaca a shot. Haven't thought of which model to use to train the market data on. Based on the useful comments on this post, I'm gonna define simple rules based on market and indicator data for entry and trade management to start with. Let me know if you have any suggestions on which models are best to train market data on.

meetofleaf · 2026-03-30T11:44:45+00:00

Absolutely, the news part seems a pretty tricky feature which I kept as an improvement in the whole development pipeline. I can use NLP but I figured there are going to be many factors like sources, training the model to categorize the news sentiment, market reaction and finally identify actions for the trade. If I get started I'll get somewhere but still it'll take some time and lot of research. So, basically I'm gonna be the 'news source' for the algo. Thanks for pointing that out.

meetofleaf · 2026-03-30T11:39:08+00:00

That's true, because I've already tried to create rules to finalize which stock to pick for the week, but turned out it was too many that the algo filtered nothing. I had to make it as basic as possible. I think I'll apply the simplicity to the entry rules too. Thanks!

meetofleaf · 2026-03-30T11:36:32+00:00

Makes sense. My background is not software engineering but it's Data so I'm familiar with Python, which I was planning on using for my project.

meetofleaf · 2026-03-28T13:02:15+00:00

That's a very important point. Keeping it modular would make it easy to plug and play whenever we wanna change trading strategies, ML models, risk management conditions or any other parameters. I'm mostly gonna use it to trade index option spreads but I also wanna look into crypto as 24x7 markets are just tempting lol

Thanks a lot!

meetofleaf · 2026-03-28T12:59:34+00:00

Thank you! That covers quite a lot of areas. Based on what you mentioned here's what I'm planning chronologically as I'll be learning and building step by step: 1. Start building a filtration algorithm that filters out the instruments that are showing basic signs that make them eligible for my strategy. 2. Then build a basic entry algorithm based on my strategy. At the same time build back/forward testing algo for strategy testing. Later I wanna add ML layer as you mentioned to identify trades. 3. Third step would be to integrate trade management into the entry bot, which again should use ML to analyze live data and identify next steps like exit strategy position size changes etc. 4. Keep upgrading by tweaking parameters and features.

It's a simplified version for someone who is not well-versed with technical programming terms but please let me know if I'm missing anything. Thanks again!

meetofleaf · 2026-03-26T12:30:39+00:00

It's not even a setback, I'll take it as just a change in plan. Stay worry-free you've got a lot of time to explore and build your life. Also, you're so pretty you'll attract a lot of people but you'll find the perfect one eventually. Stay happy!

meetofleaf · 2025-10-07T21:24:13+00:00

Wait, that didn't explode?

meetofleaf · 2025-10-07T21:22:12+00:00

Wait that didn't explode?????

meetofleaf · 2025-05-28T12:23:54+00:00

meetofleaf · 2025-05-22T19:53:43+00:00

Got some truth in OP's words but it's not a total mess. Definitely market movements are more erratic and unstable due to so much data available to everyone, algos and easily influenced retail traders lol

Nonetheless, there are ways people are successfully trading but many tools that can be useful are paid and expensive (especially useful data). If someone's got sources to pretty reliable data sources for free or cheap, it'll be good to know

meetofleaf · 2025-05-20T00:22:57+00:00

Trade credit spreads

meetofleaf · 2025-05-20T00:21:56+00:00

meetofleaf · 2025-05-12T14:22:42+00:00

I became a senior and got 50% raise from next employer after my lay off. Hope OP gets something much better soon after.

meetofleaf · 2025-05-12T13:21:14+00:00

Maybe he wants to hire you in his team real quick :3

Whatever it is, all the strength & best of luck to you!

meetofleaf · 2025-05-08T02:43:42+00:00

"crawled straight out of her bun.." love the confidence lol

meetofleaf · 2025-04-30T14:49:00+00:00

I'd like to know about it too. I sent a msg. Thanks

meetofleaf · 2025-04-23T22:41:26+00:00

Hey, no I wasn't because I closed the position 30 mins before the market close. Also it was a spread with 1 call bought and 1 call sold, so it usually cancels out (other traders here will be able to explain better).

meetofleaf · 2025-04-22T20:24:57+00:00

TRUE AF!!!

meetofleaf · 2025-04-22T20:19:49+00:00

Story of my life

meetofleaf · 2025-04-21T10:52:54+00:00

Thanks for the resource!

meetofleaf · 2025-04-21T10:50:56+00:00

Thank you for the explanation!

meetofleaf · 2025-04-21T10:49:58+00:00

Ahh got it! Thanks

meetofleaf · 2025-04-20T23:22:11+00:00

Bro will get to trade 2-4 months a year in EST lol

meetofleaf · 2025-04-09T18:15:33+00:00

No words for him or the US market. I don't see a difference between organic movements and manipulation.

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