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Posted the same thing in strategy board, thinking I may have better luck here. ideally I'm looking for something like this: input: AAPL output: (industry/sector/market) electronic equipment/consumer electronics/NASDAQ anyone know any free source for this that I can access using python? I'm...

ideally something like this: input: AAPL output: (industry/sector/market) electronic equipment/consumer electronics/NASDAQ anyone know any free source for this that I can access using python? I'm thinking about yahoo's yql or quandl, something like that.

I used some program called yloader, and I used google as data source. I'm not sure how good the program is, apparently not good enough. I might just start putting something together to scrape Google's API and start accumulating 1min data(seems like I can get 10 days worth of it) Meanwhile...

I am using a free EOD source, and when I'm running my downloading tool, I see a lot of error message where open/close price is outside of high/low - should I clip the high/low price data since open/close data is generally considered more stable?

I'm trading US stocks/ETFs that are liquid. My objective is to find a reasonable method to determine what entry point should I use for backtesting. I think dom993 has this covered mostly.

I'm new to algorithm trading so please bear with my rookie talk. I want to build a strategy, but the only dataset I have for backtesting is EOD data. My question is, when the strategy generates an entry/exit signal, what is a reasonable entry point? always using the closing price? worst case(HOD...