Any algo traders in the Tampa area
- Thread starter fan27
- Start date
Hi, Fan27--
I don't visit Elite Trader often. I'm mostly futures trader, technically based, which I've been doing for 40 years. For few years, 25 years ago, managed some money as CTA, using own computerized systems.
A friend and I are investigating platforms to create backtesting environment, & hopefully RT trading. Investigating BackTrader.
I live in Sarasota, so in close enough distance to meet fellow traders, if worthwhile.
Sounds good Q.E.D.! If you could, send me a private message so we can exchange contact info. Looks like your profile is not allowing me to send you a private message.
Good question. Essentially, my platform is similar to other backtesting platforms in that simulated orders can be created, indicators tested, etc. The difference is orders, indicators and data relationships implement interfaces that allow them to be treated as generic components throughout the platform. The best way is to think about how typical platforms allow you to do brute force optimization of the various parameters that make up a strategy. It is essentially running combination permutations. I have done something similar except the combinations are components that make up a strategy. It's really hard to explain effectively without showing code. I am really hoping to have a beta version of the SDK ready by end of summer and will make it available at that time.
I think I just modified that.
Message sent.