System design, coding & testing can be fun OR a lifetime of misery
Quote:
Originally Posted by
cb79
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Yes I definitely intend to implement one when I've got a viable design. I am working with Python and trading via Interactive Broker's API. I am also getting historic/fundamental data from there.
Do you mean in terms of making sure the software hasn't made a horrible mistake? I'm not sure how I'll handle that yet, but I want to avoid emotional decisions if I can. I don't want to interfere with the system but don't want a Knight Capital scenario happening either!
Thanks, yes NZX is not big enough but I'm targeting ASX instead. US markets would be contenders but there's more red tape and inconvenient timezones so I thought I'd stick with Oz for starters. Only problem is of course whatever conclusions I can draw about stock prices are useless without forex predictions too, a whole new layer of complexity.
I will not start a religious war over your choice of programming language, we tend to be wary of python [click me :)] round here.
Rule number one for historical price and volume data, understand what your provider provides - how do the handle dividends, splits, re-namings etc, etc & etc.
I grab raw data, have any anomalies flagged to check manually, keep it, and make all compensations in my code or data.
Rule number one for fundamental data - don't believe anything!
You will want to extensively test anything you create before you let it loose with your wallet.
Best Wishes
Paper Tiger
Beware of a Tiger's sense of humour
If you want a criticism of Python, the programming language, then it is the reliance on indentation to define the scope of conditional statements, etc.
But I have never really used it for anything non-trivial and so have no basis to make an objective judgement.
These days, depending upon the environment (and the paycheck ;)) then I prefer C# if it can do it and C++ when it can't. I do a fair amount of php for websites & a lot of domain specific stuff.
There is very little discussion about 'this' here - it may be you and me - and I am off on my travels in a week. :)
Best Wishes
Paper Tiger