Programming Automated Trading

Nice!

Maybe you could post some real-(or near real)time forecasts so we can see how well it actually performs. Finding patterns ex post facto is one thing, and interesting; but using them to trade profitably is another. :)

Thanks
 
Interesting!
I'm new to this forum - just found it. I have been working on my own for quite a while, developing software to experiment with ideas, so it's great to finally read about other's endeavours. I've developed my own ensemble voting system using neural networks and more recently genetic programming - I don't think I'm quite ready to hook it up to an automated trader yet though, or pack in the day job (C# dev). I started a blog
https://theartificiallyintelligenti...5/12/13/algorithms-ai-and-volatility-trading/
but don't think any one has read it!
 
ZenMusic said:
I'd like to share with programmers design and results of algorithms for automated trading programs.

Currently I have my own program running well, it scans for stocks that are volatile , capable of large changes for intraday trading.
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This is an interessting thread.
How is your system doing in practice testing in the real market?
 
shareit said:
Interesting!
I'm new to this forum - just found it. I have been working on my own for quite a while, developing software to experiment with ideas, so it's great to finally read about other's endeavours. I've developed my own ensemble voting system using neural networks and more recently genetic programming - I don't think I'm quite ready to hook it up to an automated trader yet though, or pack in the day job (C# dev). I started a blog
https://theartificiallyintelligenti...5/12/13/algorithms-ai-and-volatility-trading/
but don't think any one has read it!
More...
Your blog articles are very informative for Algo trading, thx for sharing.
 
botpro said:
This is an interessting thread.
How is your system doing in practice testing in the real market?
More...
The program has been doing trades (real) for months (as a trade assistant, providing recommendations and single button buy/sell/stop loss transactions). Finished the first production version last week (Monday) with the full automation. Now it is running on its own. It is returning about 10% currently, working on Version 2 now.
 
ZenMusic said:
The program has been doing trades (real) for months (as a trade assistant, providing recommendations and single button buy/sell/stop loss transactions). Finished the first production version last week (Monday) with the full automation. Now it is running on its own. It is returning about 10% currently, working on Version 2 now.
More...
10% in what time frame? Annual? Looks not like that much for that many work and effort behind the system, isn't it?
How much capital does it trade?
 
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What is the nature of the patterns your setup is looking for?
I've seen several approaches such as Toby Crabel's "Day Trading with Short Term Price Patterns and Opening Range Breakout" where he did statistical studies of 2, 3, 4, and 5 bar patterns. Also, they're doing this sort of thing very rigorously at asirikuy.com
 
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