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Sef88, what a weird post. You really didn't add anything to the conversation. Tough? Not at all. Each day, Zipline ingest and test, I write out any new orders to a Basket File for IB TWS. It's simple. Nonsense. The parameters are in my code. Tensorflow is just a framework. Perhaps...

Quantconnect looks interesting (well, at least the LEAN environment does). I'm not a fan of uploading my trading systems into the cloud despite assurances that "all is secure" etc. and the "pay per symbol". The last time I looked they used a weird data sampling mechanism (the close price...

What you're talking about is a basic momentum strategy. Portfolio backtesting adds a level of complexity that many backtesting packages don't handle (or don't handle well). I've used all of the following (and have several others I've used too). The following can do handle it out-of-the-box...

So what actually does this change for clients?

Lots of responses for the guy previously. He now posts the same question again. Stupid is as stupid does.

Stop double posting.

Comparing two (or more) sets of data won't give you anything other than a feeling. Figuring out WHY they are different (i.e. the methodology) will give you much more information. You might find your own methodology is flawed as a result. I laugh every time someone uses the NYSE or Nasdaq A/D...

Different trade conditions used and/or different venues and/or erroneous calculation. Ask them how they calculated it or, better yet, DYOR using Time & Sales data.

Well research and answer it then.

It's using data from EACH TRADE - i.e. price * volume. So, if there were 5 trades on within a 1 min period: $30 * 100 $30.01 * 200 $30.50 * 100 $30.60 * 10000 Your calc is: VWAP = ($3000 + $6002 + $3050 + $306000) / (100+200+100+10000) VWAP = 318052 / 10400 VWAP = 30.5819 Same applies for any...

LOL A fool and his money are soon parted. No published trading results.

A broken clock is correct twice a day too. I'm sorry but your VWAP formula is completely wrong. Try again.

You're missing the point of the VW part of VWAP. It's not an average of the HLC data points. It's weighted against the actual trades that occur. Different sources might include different portions of the market (i.e. primary exchange versus tape, and different trade condtions...

So, now it's time for you to either: a) Show real account results and prior backtest results; or b) STFU Of course b) will result in "The FIGJAM is strong with this one"

"LtCmdr David Williams" - what? Is this some sort of Navy?

In response to the last three posts: Colorless green ideas sleep furiously.

Forget years - it'll probably be redundant (unprofitable) in 6 months. Your laptop is certainly has a reasonable chance (5-10%) of failure each year and your storage probably more. I hope you have good backups.

Risk/reward on buying equipment to do this now is too high. I would not bother. And I certainly would not mine on a hardware I use for other things - mining is taxing on your hardware - noisy cooling solutions required, big power supplies, and may give other system instability - most miners...

ETH mining is still profitable. If you bought hardware 3-4 months ago, you should have paid it all off and be making money. A $20K investment in hardware 4 months ago would have yielded you about $30K of income less about $2-8K in electricity. These days it's making about $3K/month income...

Those figures are in gaming. Miners (who underclock certain components) get better Watts as a result for the same Ethereum hash rate.