I recently got to know about a strategy and I am writing a python script to backtest the strategy. So far I have written two python scripts for two indicators – vwap and pivots. And that was not an easy task. It took me 'days' to write these two indicator scripts. There are hundreds of indicators.
And there's still a long road to complete, like:
- Write a backtest script that would use indicator scripts.
- Modify script to generate buy/sell calls
- Connect trading platform's API.
I want to know if I am on the right path? Am I doing it very basic?
How do you guys do algo trading?
- Is there an app / software you have subscribed to, which you use for algo trading?
- Do you get it done by a third-party broker who handles the hassle?
- Do you also write scripts from scratch? (If yes, where do you write indicator codes too?)
- or Other!
Submitted October 11, 2020 at 12:10PM by asardiwal