What’s your algo trading setup?

traider said:
Why not just use quantconnect
They likely have everything you want to do so you can just focus on strategies
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There's quite a bit of edge I can have with a custom solution when I'm not bound by the limitations of existing platforms and being on the mercy of external developers never implementing features/improvements I need. For example people think that MT5 parameter optimization is efficient. The added bonus is that when implementing own trading platform you become intimately aware of different inefficiencies you can try to exploit.
 
globalarbtrader said:
Python IB API via ib_insync
Home grown strategy code https://github.com/robcarver17/pysystemtrade

GAT
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Cool, and got one of your books in my library, still have to find the time to read it though :)

systematic-trading.jpg
 
BlackPhoenix said:
I have been contemplating running my trading software on VPS to reduce internet latency to IB servers/exchange.
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Our NYC/NJ location is recommended for Interactive Brokers, and has a 1ms ping to IB (see attached screenshot).

For anyone interested in the NYC/NJ location to reduce latency to IB, please send an email to platformsupport@ninjatrader.com to request that location. All Windows Server versions are available at no extra charge, 2012, 2016, 2019, 2022

upload_2023-12-10_11-5-8.png
 
Ninja Mobile Trader VPS said:
Our NYC/NJ location is recommended for Interactive Brokers, and has a 1ms ping to IB (see attached screenshot).

For anyone interested in the NYC/NJ location to reduce latency to IB, please send an email to platformsupport@ninjatrader.com to request that location. All Windows Server versions are available at no extra charge, 2012, 2016, 2019, 2022
View attachment 329369
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That's some sweet ping time compared to my >100ms ping from home :)
 
Data feed
Order api or FIX
Message layer like kafka or similar
Persitance, relational or not

With that you can then have tons of trading, risk, pricing, ... bots running. Guis, graphs, blinking thingies. I like python for some things, Java (akka) for others. Rust Tokio looks good to.
 
HobbyTrading said:
I agree with you that there is only so much you can do with your own power backup. There might always be a piece of hardware out of your reach which is still affected by a power outage. In my case I only want to prevent the computer from crashing (hardware and software) and accept that internet connectivity might get lost. But that's a choice that each should make for himself. And might depend on the style of trading you do. I don't think there is a general rule of thumb available for that.
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Sideways discussion, several recent power outages have got me thinking into an UPS solution as well. Also I'm getting traumatic flashbacks from childhood in Romania during Ceaușescu's imposed rationalization of resources which meant electricity was cut every night from 7 PM or something and we used candles and kerosene lamps for lighting.

Now I got a few LED lanterns running on AA batteries lying around which I can hang on things or attach with magnets to something iron-y so light-wise I'm covered when a power outage happens. But the recent one started in the evening and it's winter now. So no heating as well unless I turn on the natural gas cooker. Which I can if I'm awake but don't let it running while sleeping. I do have a gas heater but ... it needs electricity for the water pump. However looking into it, it only draws some 60 to 100Watt so an UPS definitely covers it.

But ... an UPS only runs for like 30 minutes. Last outage lasted 4 hours. There was one that lasted all night. It's not like I find myself in a survival situation, more about the comfort of knowing I have backup.

So I'm looking for an inverter instead, like this one that runs on an external car battery: https://voltpolska.pl/zasilanie-awaryjne/sinus-pro-500-e-12230v-350500w-zasilacz-awaryjny.html

For some $200 I'm getting both the inverter and a 12Volt, 100Ah battery that would run not just the gas heater but also a regular 15Watt LED bulb (a lot more light than all my 4 AA-battery lanterns) and the TV. Of course there's no internet when a power failure happens (can kiss goodbye to 4G as well, although mobile phone call works) but I can still buy a DVB-T tuner and watch national television. Probably the only times I'd watch them anyways.

So anyhow, this is my next hobby project. Getting some long(er) running electricity back-up. In the 4-8 hours at some ~- 50 Watt usage that is :)
 
Aquarians said:
So I'm looking for an inverter instead,
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An inverter and a UPS are the same thing, except that the UPS has a bit more logic electronics to handle the switchover smoothly. The available UPS's use internally a 12 V battery. And thus do the same function as your inverter: they convert the mains voltage to 12 V to store in the battery (down converter), and use the battery to generate mains voltage in case the input voltage is absent (up converter). It's the battery capacity plus the load amount that determines how long the UPS or inverter will last.
No matter which solution you select, be forewarned that the battery lasts only a few years and then needs to be replaced.
 
Hi @BlackPhoenix, are you able to share any system design level detail in terms of your backtest engine. For example:

- Is your backtest engine event based?
- What data structures are you using?

I am currently experimenting with the Rust Tokio crate for implementing a SPMC queue for handling events. Results seem promising so far but curious how you are solving things.

Thanks!
 
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