Recent content by ngterry

Zipline is the open source backtesting core of Quantopian.

Zipline is an equity backtester only. What can I do if I want to use it in Currencies and Futures? Which one I can choose? Do I have to modify the code myself?

I am comfortable to both vectorized or event driven. I just want to get another option to choose from. Now I know there are RapidQuant (Wes McKinney, Pandas's main author is involved), ultra-finance,PyAlgoTrade and TradeProgrammer. Which one is better? Anyone tried that before?

Actually, I have no idea. I'm looking for something similar to Quantstrat in R but in Python for backtesting and trading system design, and something similar to ActiveQuant but in Python again for the automated execution. Since I can't find anything similar, I'm considering to use Zipline and...

Except Zipline, are there any other Pythonic algorithmic trading library I can choose? Expecially, for backtesting?

Thank you all! After reading the forum again and again, I especially agree with 2rosy's comments. I have a bit research of R and Python, and I have found R - quantstrat useful and quite popular in the community. Does Python has something similar to quantstrat?

Currently, I'm using TradeStation, and I have found that using TradeStation is extremely slow in doing optimization and walk-forward test, etc. Therefore, I'm looking for other tools. I know many people in the forum is using Java in the live trading environment, but prototyping in other...

Thank you! But I have another problem on the TimeNum(). How do I correct it? Covert TimeNum to an array? Error 6. Condition in IF, WHILE, FOR statements has to be Numeric or Boolean type. You can not use array here, please use [] to access array elements If I want to write "when...

Newbie help: I am working on a trading system for ES. How to write AFL saying that "Buy to cover when time is 3pm"? Thanks in advance.