Search results

  1. L

    Fully automated futures trading

    As I mentioned previosuly, I assume we are holding the Sept 23 contract at the time Rob's data ends which is 8/31/23. Not now! - yes i get the contract is expired....
  2. L

    Fully automated futures trading

    I meant we are holding the Sept 23 contract on the date his data ends - 8/31/23, not now - sorry for any confusion
  3. L

    Fully automated futures trading

    I read somewhere that Rob's data is 6 hours ahead of barchart data reporting. He runs a script to standardize the time to UTC. Now that I have that sync timing, the prices are roughly in line, not a match, but well within the range of the hourly trading (Price data likely came from production...
  4. L

    Fully automated futures trading

    I'm just getting started after all my reading of the books, blog, github, and this thread. I'll have to begin with a manual process because the automated project seems daunting. I want to "leverage" the existing repository of csv pricing data at pysystemtrade to build out an updated data library...
Back
Top