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You take your meds today?

I see your point here, but it's better to execute at established bias levels, compared to minute bar closings, and you need tick data to get your orders filled at those levels.

Nooby This is one reason algofy mentioned if you rely on backtesting results (like myself) to place calculated real-time bets. It must be accurate information. The most important reason is execution. Daytrading is all about "getting in faster", and you can't do that without granular data. The...

My friend. For algo/auto you'll need at the least, quality tick level data to swim with intraday sharks. DTN IQ feed has worked well for me trading equities. Also, get away from Quantopian ASAP if you plan to daytrade. Find, or build a good tick capable automated platform.

I guess, but that's a rarity. The purpose of being financially wise/savvy is to build a bomb shelter against events like that. Otherwise it's not wise.

What folks? And how much money? Someone desperate for money wouldn't have a track record, or time/resources to invest in development.

Create your own adaptive techniques

It doesn't have to be advanced math. It's all in the way it's implemented. Simple aggregation and fragmentation could provide a good hypothesis, considering it can be executed in real-time

You can Google quant trading and get a hundred definitions, so I won't explain it. No machine learning here. Just simple historical data analysis. A coded system with properly implemented math will outperform one based on TA/indicators.

Programs can do this

And how exactly does this impact my performance? "Quant" doesn't mean you have a license to print money. Plenty of hacks everywhere.

R:R Win:Loss

@comagnum Not here to argue failure rates. I always emphasize the difficulties. You have to be a quant with extensive microstructure knowledge/experience and high level of tech skill to get anywhere near a real-time execution engine. digitalnomad, post: 4434152 "You need an edge with a...

I wonder what type of strategies these Quantopian seeders are looking for. Last I've heard, it can't analyze tick data or sub-minute bars. Not sure how it's limits are pushed. https://www.quantopian.com/posts/high-frequency

Not anywhere near microstructure. The strong/high win/low risk signals are captured by the programs, while discretionary daytraders and overnight players are left with all the risk. The smart players are program scalpers, but not necessarily market makers. There is momentum opportunity outside...

Doesn't sound much different then my daily routine, except that I enter nearly all my positions within the first hour. My front end can customize to swing, or daytrades (although I don't swing). Those automated stop adjustments are crucial, regardless of R:R. After the close, I run autoscripts...

Especially considering not too many centuries ago, the average life span was under 40

Neopthytes generally don't take simulation seriously until the market burns a hole in their pocket. Once you do start simulating properly, the primary goal becomes to walk back as little as possible for convincing evidence, and then forward real-time ASAP. Every month is a giant leap of faith...

It's a difficult task. To put it broadly, you're building your own measuring stick and trying to figure out how, where, and when to use it.

Are you the village idiot here? Please tell me you're joking?