Fully automated futures trading

[traider]

Looks like ahl is also interested in breakouts

https://www.ahl.com/insights/breakout-trading

 

[globalarbtrader]

Looks like ahl is also interested in breakouts

https://www.ahl.com/insights/breakout-trading

They've had a break out system for at least 15 years

GAT

 

[traider]

They've had a break out system for at least 15 years

GAT

Sorry sir, but your breakout blog post gave me the impression that you didn't really deal with breakout rules before. I was wrong haha.
Also there is some intro to machine learning in the MAN AHL videos.

 

[globalarbtrader]

Sorry sir, but your breakout blog post gave me the impression that you didn't really deal with breakout rules before. I was wrong haha.
Also there is some intro to machine learning in the MAN AHL videos.

Well the big fat NDA I signed with Man means I can only talk about what they're doing once it becomes public domain, hence the confusion.

GAT

 

[isotope1]

For anyone who's interested, I have open sourced my trading system:

Quick features:

• Downloading and merging of data from Quandl & IB
• Bootstrapping of rules/portfolio
• Uses multiprocessing and vectorization where possible, so it's quick.
  
• Integration with Interactive Brokers (managed accounts) for automated trading

https://github.com/chrism2671/PyTrendFollow

 

[globalarbtrader]

For anyone who's interested, I have open sourced my trading system:

Quick features:

• Downloading and merging of data from Quandl & IB
• Bootstrapping of rules/portfolio
• Uses multiprocessing and vectorization where possible, so it's quick.
  
• Integration with Interactive Brokers (managed accounts) for automated trading

https://github.com/chrism2671/PyTrendFollow

Awesome. Thanks for the name check.

GAT

 

[isotope1]

Awesome. Thanks for the name check.

Couldn't have done it without you!

 

[HobbyTrading]

For anyone who's interested, I have open sourced my trading system:

Quick features:

• Downloading and merging of data from Quandl & IB
• Bootstrapping of rules/portfolio
• Uses multiprocessing and vectorization where possible, so it's quick.
  
• Integration with Interactive Brokers (managed accounts) for automated trading

https://github.com/chrism2671/PyTrendFollow

Do you run this automatically and unsupervised?

 

[traider]

I got it running, it's full auto, uses market orders using IB's adaptive algo. Not sure what the adaptive algo does though...

 

[isotope1]

Do you run this automatically and unsupervised?

I used to, but there are too many things that can go wrong with data feeds etc. Normally I:

• Download the data with cron, as this takes a while (download.py).
• Run validate.py and inspect the output, which shows the status of price data for each instrument and how old it is.
• Run scheduler.py --now to execute trades.