Adventures in Automation

srinir · Jan 22, 2019

Is your Algoterminal based on this platform?
https://www.algoterminal.com/

Or is it your own custom platform?

Either way fantastic work

fan27 · Jan 22, 2019

srinir said:
Is your Algoterminal based on this platform?
https://www.algoterminal.com/

Or is it your own custom platform?

Either way fantastic work

The application I have (FasterQuant) finds the strategies and generates code that can be run in AlgoTerminal (the link you provided). Basically, I have built and integration with AlgoTerminal but the design is such that integrations can easily be added to other ATS applications.

digitalnomad · Jan 22, 2019

Awesome presentation! You have the right idea putting real $$$ behind it

I like how you laid out your selected criteria here as well.

digitalnomad · Jan 22, 2019

nooby_mcnoob said:
I don't think you're going to make money selling this for other traders like the ones you see on ET. Hire a salesperson and get them to sell it to small quant funds. Start off at 25-50K/pop, get some feedback and some revenue coming in. Give them the white glove treatment.

I agree 100%. Not speaking for everyone, but ET is stuck in the stone age, not to mention grossly undercapitalized. This tool can be powerful if the user can find optimal parameters using walk-forward data and simulations, but there will be a learning curve, like any tool.

fan27 · Jan 22, 2019

digitalnomad said:
I agree 100%. Not speaking for everyone, but ET is stuck in the stone age, not to mention grossly undercapitalized. This tool can be powerful if the user can find optimal parameters using walk-forward data and simulations, but there will be a learning curve, like any tool.

I agree...it's not for most people on this site. That being said, Baron gave me a price quote for becoming a site sponsor and it is quite reasonable. There is a small percentage of people on this site who are pros or trade their own account whose size would justify what I eventually want to charge for the technology which I think could justify the sponsorship. Also, I showed the video to my contact at AlgoTerminal he was impressed...said he is going to forward on to "management" and that they will reach back out to me.

fan27 · Jan 23, 2019

Long 1 NQ contract at 6643.75 on 1 hour chart
Fixed stop at 6519.50
Exit after 30 bars

Quiet1 · Jan 23, 2019

Wonder what @MarkBrown thinks of all this.

Snuskpelle · Jan 24, 2019

fan27 said:
Long 1 NQ contract at 6643.75 on 1 hour chart
Fixed stop at 6519.50
Exit after 30 bars

What's the bar length?

fan27 · Jan 24, 2019

Snuskpelle said:
What's the bar length?

1 hour. I am trading RTH (8:30 to 3:15 central) so this will put the trade exit at Tuesday if the stop does not get hit.

Snuskpelle · Jan 24, 2019

fan27 said:
1 hour. I am trading RTH (8:30 to 3:15 central) so this will put the trade exit at Tuesday if the stop does not get hit.

Whoops, see that you wrote 1 h chart in post, getting blind it appears.

Very cool system and nice that you could make it work. I worked on an evolutionary algo discovery tool for a few years but the results were less than stellar vs time spent. Might be that I didn't focus on the right things.