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No one does this type of trading?

No one does this type of trading?

I work at my official job for about 8~9 hours each day(even though my boss is expecting more like 10~12 hours). Then I go home and work on system design or learning/reading for maybe 3~4 hours before I go to sleep. I also work on trading research full-time on the weekends. What this means is...

Does anyone have any idea on the limitation of excel in terms of number of symbols and data feed update frequency? If a strategy trades 2000 symbols with 1-minute bar resolution, can excel handle that? Or what's the limit?

Does anyone have any insight on how to realistically implement this entry method? Buy intraday if a stock penetrates 20-day high. Do this on NASDAQ100(or SP 500) stocks. An unrealistic way(just for concept) is just to enter 100 limit orders before the market opens, since the past 20-day...

I have a newbie question regarding how basket order is handled. Let's say you use a basket order to submit 1000 limit orders on 1000 equity symbols before the market open, but your available fund only allows say 30 or 40 open positions. Will the broker deduct your buying power based on...

Thanks for the replies. They are all very helpful. I searched for "multi-strategy money management" and didn't get useful result. Sorry if I am asking duplicate questions. I am currently using AmiBroker. I think it can try a single strategy on multiple symbols using the same pool of fund...

Suppose I have an account with 1 million dollars(I don't) and I want to trade 5 fully mechanical strategies on equities for diversification purpose. Ideally, the returns of the strategies should have low or negative correlation to maximize the benefit of diversification. However, different...

I agree that a certain level of programming expertise is needed to program API. But even with enough knowledge, it would still be a faster learning process if there are "examples" to look at as a starting point. I mean let's say you are proficient in C and you want to learn Java. I would...

Thanks for everyone for the inputs. Does there exist any step-by-step guide "for dummies" to program this? I mean for some of the most basic functions, such as receiving a quote from the API, sending an order, getting order confirmation, etc, I really don't see the point of re-inventing...

Hi Charlton, I am aware of the IB API with AB and TS, but they are just not my brokerage of choice. I need to automate my strategies with either Genesis, Sterling Pro, or Anvil... Hi Tight Face, Sorry I mis-read your first reply. Are you suggesting I tried those commercial packages like...

Hi, I am already using AmiBroker to backtest the strategies. I don't really need to program a backtesting software. What I really need is an "automation" software that can make automatic trades based on the strategies I designed in AmiBroker. Thanks,

Background: I self-taught C++ in high school and majored in computer engineering in undergrad, so I am not totally ignorant of programming. However, I have never written any code to implement an automated trading system with APIs. Question: I am looking for any learning resource that can...

Are most high-frequency strategies either stat-arb or market making? My general idea about arb is that you enter when a price discrepancy is detected, and exit when the discrepancy disappears. So in this kind of stat-arb strategies, the price discrepancy can really disappear in sub-seconds...

Of course I don't expect anyone to give away the strategies. I was looking for more general ideas and the concepts behind them, like stat-arb.

I am just very curious on the nature of these mysterious high frequency strategies. What kind of strategy would make tens of trades "per second?" It's hard for me to image any meaningful price move on the order of milli-seconds. Can the experts here enlighten me on the general concepts of such...

I think if AmiBroker just add automated trading to its functionality, that will put other vendors out of business. I have been backtesting strategies in AB, and didn't realize I am so spoiled by AB's capability to process thousands of symbols within minutes. It is quite shocking for me to...

Thank you.

Hi bespoke, Do you mind describing your data feed, software setup, and broker for your market scanning strategy? It seems pretty close to how my strategies would run.