Running hundreds of trading strategies concurrently

fan27

fan27

For those running hundreds (300+) of trading strategies concurrently, which platform do you use for live trading? Also, which time-frames are you mostly trading?

Thanks!
 
fan27 said:
For those running hundreds (300+) of trading strategies concurrently
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You mean... besides (1) "buy low, sell high", (2) "buy high, sell higher", (3) "sell low, buy lower".... there are at least 297 "other" strategies??
 
MarkBrown said:
amibroker eod no problem at all. love amibroker for eod... btw have over 1200 systems running
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Can you please expand on that.
1200+ algos?
One computer, one Amibroker, running with multiple, multiple, buy/sell signals firing off during the day?
All running automated I assume, no discretionary inputs?
For me if so, that's mind boggling.
My brain has trouble running one algo. :)
 
MarkBrown said:
amibroker is the cat d11 bulldozer of algo platforms. yes to all your questions.
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Yes, I have been using AB for many years (20+) can't fault it other than the language is a bit tricky, but that's more to to with my brain's capacity limitations.
Anyhow, what you mention is amazing.
 
I cannot imagine having more than 20 systems running. I prefer a few very good ones instead of alot mediocre. It is already difficult to build 1 really performing system, so building a few hundred performing systems seems impossible to me.
 
themickey said:
have been using AB for many years (20+) can't fault it other than the language is a bit tricky, but that's more to to with my brain's capacity limitations.
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i had to get help admittedly to do something on this scale with a platform i have only had for about two years.

i am still not all that great with amibroker, i usually rough out my ideas using multicharts. then after i have something solid i will move it over to amibroker.

i remember us paying ned davis 250k a year for data and a platform call the technaylzer which did far less than amibroker is capable of. marc chakin's platform also comes to mind and many others that tout being a professional platform. i have the utmost highest regards for amibroker.
 
schweiz said:
I cannot imagine having more than 20 systems running. I prefer a few very good ones instead of alot mediocre. It is already difficult to build 1 really performing system, so building a few hundred performing systems seems impossible to me.
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The "issue" is I have many systems that are just slight variations of each other. Technically, I could reduce them down to one composite strategy but that would actually be more work as that would have to be done manually. For example, I just ran my research platform against ES using 30 minute and daily data. Out of 1,467,491 unique strategies tested, 249 strategies passed performance filters on all time slices of data. I will likely tighten up my performance filters because this is just one market regime for one target time frame (30 min) for ES. I could easily see myself having 1200 strategies like @MarkBrown.
 
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