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Why should I watch when a monitoring system can watch 10 times better than me? All my strategies write strategy execution and health check events which in turn get added to AWS CloudWatch. I also have my ATS log data going directly to CloudWatch. I have AWS CloudWatch integrated with my Slack...

Good comments. Assuming a commercial platform offers a trial, performance can easily be tested via writing dumb strategies that will simulate actual strategies in terms of data processing. Another thing people don't consider is how is the ATS (automated trading system) going to be monitored...

The likely hard part of this project is translating what you currently do into rules as I suspect there are subjective parts to your strategy. I recommend that before you try to automate, see if you can quantify your strategy via a set of rules. Get as far as you can by yourself. I might be...

Let's stop with the bickering and appreciate the right hook at 0:49. Still trying to figure out if it was a male or female who got laid out. The guy has some serious brawling skills.

Yep...I use them along with traditional stop and limit orders. I am fully automated and my research has shown they yield a positive result for how I trade. Test and you will see for yourself.

ES stop order now at 2929 YM stop order now at 26295

Almost one month post launch and things are going good! I have two customer's who have purchased FasterQuant and I am starting on an AlgoTerminal consulting project for a family office starting next week. I am offering a limited number of private traders a "turn key" solution where I offer the...

Funny how things work. Spoke with this friend today and he has contracted me to integrate my product (FasterQuant) and what I use for live trading (AlgoTerminal) with SageMaker. Should be a fun project!

I took the survey. Much better format!

Processing and gathering is going to be much more difficult with the current format you are using.

You should really consider something like Survey Monkey to collect this data and consider rewording some of your questions as they are a bit vague ("Do you see or understand any underlying truths in the financial system?").

Long 2 ES contracts at 2910.75 for 1 hour bar strategy Limit order at 2959 Trailing Stop order at 2890.25 Exit after 30 bars Long 2 YM contracts at 26229 for 1 hour bar strategy Limit order at 26631 Trailing Stop order at 26057 Exit after 30 bars

A friend of mine is seeing some promising results building trading models using AWS SageMaker (https://aws.amazon.com/sagemaker/). It's not magic and requires upfront work but based on what he has shown me thus far it looks to be worth the effort.

Slow month in April with only three trades. Down .81% for month. Up 39.72% YTD.

Python was not the right tool for what I needed. I had specific requirements and .NET Core worked perfectly.

Sounds tight! I have a C# .NET Core ML implementation but I had to write it from scratch. It suits my needs but the Python ecosystem definitely has more to offer in terms of ML libraries.

I don't have anything to add that is python specific. I find optimizing code one of the great joys of programming. First, I never optimize unless I find my self saying..."This is slow. This is painful!" So first, there must be pain. Next, I will look for obvious performance bottle necks...

I am only trading RTH and all trades/orders are executed during that time. I could easily have my orders (stop or limit) execute outside of RTH but then my backtest would deviate from my live trading which I am want to avoid.

A setup or rules for entering a trade is part of an overall strategy (assuming your strategy contains rules for the setup, when to exit and position sizing). So focusing on the setup first makes sense in that it should dramatically beat random entry. Once a valid setup is found, exit criteria...

This is a very convoluted approach to auto trading....using a platform to generate signals, send an email, and then have another platform parse the emails and use those for a signal. Just look for a platform that can auto trade options and eliminate the email step.