Newbie, this site is kind of a mindf***

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Newbie, this site is kind of a mindf***

posted Jun 7, 2015

So, new here, and wow I'm extremely surprised to find a community and a website like this.

I consider myself pretty strong in Python and Talib, been doing it on my own for quite awhile pretty much all self-taught. I recently started doing quite well paper trading with my python programs, haven't broken into trading with real money based on my scripts (plenty of real money trading using manual TA/FA).

After the way I've been coding, the stuff I've seen here has been pretty overwhelming. However I really think my methods work and I'd like to try and port some of that logic over and test it out on this website. I think my questions could be answered very easily by any of the regulars here.

Basically the way my program works, is I poll for cvs files for each of the 5000ish tickers that have a line for the date,open,close,high,low,vol. My directory will have all 5000ish files named by the ticker symbol. I then have several sets of python scripts that run through all that data, each pushing a different algorithm. The programs each run independently and spit out usually between 2-20 ticker symbols that meet the criteria that I'm looking for per that algorithm. I'm kind of at a loss for even thinking about how I would go about shifting the way I'm doing things to the way it would need to run on this website's builder. Also I have some games going on investopedia if anybody wants to see the strength of some of my more recent algorithms. The most recent one I started on friday made over 2000 the first day for example.

2 responses

Sounds great.
Zipline will give you that offline control. Another route is to continue running your scripts and have them generate a new csv file that can be pulled in to the IDE here using [fetch_csv][2].

First, welcome to Quantopian :) Most of what you described is possible to code in your algo today, and other parts will be easier in the future.

You can feed up to 500 securities from your CSV into your algorithm using Fetcher. The data will be fed into your algo based on the dates in the file - and here are some example algorithms.

We're working to making it easier to choose a large universe, filter it using custom criteria, and then trading a handful of stocks. More about this process is available here: https://www.quantopian.com/posts/how-to-build-a-stat-arb-strategy-on-quantopian.

Keep an eye out!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.