Now I can successfully port everything over, and trade PRE and POST market, as well as see bid/ask spreads, in conjunction with level II. It took me a couple weekends to rewrite all the indicators I needed, but it was well worth it. For anyone interested, I used the interactive brokers API, with TWS 9.72.
Finally was able to successfully create an engine to replace the trading functionality removed from the site!
wow, man, you have done a cool job. Is it fast to process 7000 stocks minute data with indicators/fundamentals?
I have been using Quantopian and Quantconnect. Q has a fast sorting engine but live trading functionwas removed while QC has pre/post market data, bid/ask data, forex, cryto live trading but the lean engine sorting stock is slow in my experience.
What is your final goal? Build your own true system or build a platform to compete with online quant platforms?
I'm new to Quantopian and Python coding in general, coming from a trading background, so I'm in the early stages of learning. If I understand correctly, Quantopian used to provide trading capabilities with brokers and now they don't, so you've created your own...is that right? And are you trading live or just paper trading with your algos? Since Quantopian does not offer trading I've been researching brokers to find the one(s) that have the best capabilities using the algos. Seems like IBKR fits that description, wondering if any others?
Many thanks!
Actually, create is a bad word. IB has an API, 9.72, that THEY created. I was testing that earlier, but I just can't bring myself to trust a computer. So, now i just manually trade. I had created and copywritten my algos way back in 2015. So, those were the only things of real value. Any engine is just a loop with a data feed and a filtering mechanism. Zipline does that as well, and allows you to connect to IB. So using that makes more sense than trying to build something new. Also, having the knowledge in your head is better than documenting it or coding something to do it. There are just way too many parasites, losers, and con artists out there who would want to steal your work. Yes, those people seriously need to a get a f... life, but the truth is there are more such cockroaches and leaches than you can count.
https://www.youtube.com/watch?v=wvoax1Ow-Pk&t=9s
Here is what I created back in early 2017. This was just pure JavaScript, no back end. Unfortunately, I mistakenly wiped the f... drive with the program, though I'm sure I have it somewhere on a jump drive.
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