Introducing The BAT System: Bot Algo Trading Made Easy.

Quote from amazingIndustry:

I am willing to bet my life that you are unable to stream more than 5,000,000 ticks/second through your testing platform...
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1M/second -> 1 us per tick
5M/second -> 200 ns per tick

If you're pulling off a network -> 5M * 100 bytes/message * 10 -> 5Gbps -> basically, you need a 10GbE fire hose. If you're pulling off local storage you're looking at 500MB/s bandwidth. That's...substantial.

I have something cooking in the lab that does in fact do this, but yeah, your point is valid, that is a "fairly high" standard. ;)
 
I wrote a custom binary data store and read, merge, and process multi-symbol streams in a concurrent framework at around 5mil/sec. But that is pretty much the ceiling I hit. More can be done with optimized hardware, more cores, and better I/O distribution on several physical media but whatever that guy claims is nonsense.
Its not just the limitation of network or I/O traffic there is a little more that goes into the equation.

Quote from Random.Capital:

1M/second -> 1 us per tick
5M/second -> 200 ns per tick

If you're pulling off a network -> 5M * 100 bytes/message * 10 -> 5Gbps -> basically, you need a 10GbE fire hose. If you're pulling off local storage you're looking at 500MB/s bandwidth. That's...substantial.

I have something cooking in the lab that does in fact do this, but yeah, your point is valid, that is a "fairly high" standard. ;)
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Quote from amazingIndustry:

Its not just the limitation of network or I/O traffic there is a little more that goes into the equation.
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For sure, didn't mean to imply otherwise. I just figure if you can't handle the I/O, then there's no way you can handle handling the I/O, KWIM. :)
 
true, fair point.

I highly doubt they throw hardware worth tens if not hundreds of thousands at this problem in order to offer a high throughput platform to retail clients, "WITH ZERO PROGRAMMING EXPERIENCE". Those things just do not add up. Someone with such deep pockets and who is serious about this venture generally hires some high profile quant strategy developer and let's him build his own team.

Quote from Random.Capital:

For sure, didn't mean to imply otherwise. I just figure if you can't handle the I/O, then there's no way you can handle handling the I/O, KWIM. :)
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Quote from amazingIndustry:


b) every retail focused data vendor supplies 30 days of tick data. Thus may I point you to the fact that you can access 30 days of tick data for more than 7000 stocks for way less than 100 USD per month.
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Which broker allows you to download to your computer tick data, including quote sizes of every quote update on all 7000+ stocks for $100/month? Also since The BAT System can filter stocks for strategies based on fundamentals such as days to earnings date, market cap, days to cover, EPS, etc do they offer that on every stock as well? Do they also allow for download some non-traditional data such as NSDQ Velocity and Force data and relative StockTwits activity spike data?

I doubt you even went to the website, but you can see the full list of alerts and filters here:

http://www.thebatsystem.com/list-available-alerts-filters/

Quote from amazingIndustry:



I highly doubt they throw hardware worth tens if not hundreds of thousands at this problem in order to offer a high throughput platform to retail clients, "WITH ZERO PROGRAMMING EXPERIENCE". Those things just do not add up. Someone with such deep pockets and who is serious about this venture generally hires some high profile quant strategy developer and let's him build his own team.
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Thank you for spending 5 posts to explain to everyone just how powerful the BAT Tester really is. Yes, the hardware at TI can process a full backtest in a matter of seconds....and you don't have to "hire some high profile quant strategy developer"!! Again, if you take the time to actually go to the website you can see the BAT Tester in action:

http://www.thebatsystem.com/the-bat-tester-video/

Perhaps The BAT System isn't for you...but for numerous other traders that don't have the extensive programming knowledge that you do it might be a good fit.
 
Bears21,

We are working on increasing the time period. One way we are overcoming this is by posting backtest results of the suite of strategies in the BAT Community over different market conditions.



Quote from bears21:

Is there a way you can backrest results longer than 30 days that seems too small of a sample. For instance over the last 30 days since markets been choppy mean reversion probably did well on backrest while trending strategies not so much.
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Amazing,

I'm glad you admit that you did not even go to the website before you called something snake oil. A little about TI that powers the BAT System:

"We are in our ninth year of business and now cater to investors and market professional in over 65 countries. Scottrade and Etrade both license TI technology to help their engaged retail customers get the most out of the market. We have fully automated trading through TD Ameritrade, Interactive Brokerage and Sterling. Professional market making firm Knight Capital Markets uses TI technology all throughout their trading floor to help their traders see exactly where the most important action takes place. We work directly with the Nasdaq stock market as partners for one of their proprietary data feeds. Today we not only watch all US and Canadian stock exchanges but we also look at options data and social media to uncover even more predictive relationships."
 
jc
lets see some live trading with the bot, do you run it everyday if so give out some team viewer logins and we can watch in real time with real money up. would like to see how accurate the backtester is to live trading.
 
We will be having a webinar in the next month that will demonstrate the BAT System.


Quote from bears21:

jc
lets see some live trading with the bot, do you run it everyday if so give out some team viewer logins and we can watch in real time with real money up. would like to see how accurate the backtester is to live trading.
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