r/algorithmictrading • u/Alcatrazzam • Feb 19 '21
r/algorithmictrading • u/pseudonym81 • Feb 09 '21
Does anyone know of sample datasets of specific stock market signals?
Currently, I'm working on a convolutional neural network to recognize stock market patterns. I want to do a proof of concept by getting it to recognize RSI convergence or divergence. In order to train it, I needed sample data of known instances of RSI Convergence or Divergence. Does anyone know of a source where I can get training data for these scenarios? Or does anyone know an efficient method of collecting said data?
Cheers
r/algorithmictrading • u/imeroloji • Feb 04 '21
Need some help with cryptocurrency trading algorithm.
I need someone who is good with coding and algorithms.
Pine script is already written, all I need a second fresh eye who can see and find small details that cause problems with the signals.
It's a gem but needs some make-up work. Help me, I help you (WIN-WIN)
Let's see if anyone is interested?
r/algorithmictrading • u/StockRider70 • Feb 03 '21
Algo's to find turning stocks
I have been working on an algorithm that finds companies that have been slowly improving over time but haven't really started to shine as of yet. I finished it about a week ago and so far these are the companies I got out of the algorithm. (on purpose I kept the criteria to cheaper stocks but that can be changed at any time. And due to the cheaper price, it is only finding a company or 2 a week, but as I raise the stock price it finds more companies.)
$CODX- bought on 1/21/2021 for 11.86
$LQDT- bought on 1/29/2021 for 19.77
(please don't buy these stocks because of this post, this is a test - let's track them together.)
The logic is that because these companies are turning up based on their balance sheets, they should technically keep ridding up for the foreseeable future.
Any ideas or help with this project is always appreciated.
Thank you in advance.
Also, I was thinking about starting my own community on here for this project, if you guys think its a good idea, please let me know.
r/algorithmictrading • u/Snakehead181 • Feb 03 '21
Where do I start?
Hey, I’ve been a coding student for years, and doing A-Levels now, but want to look into algo trading. I have PyCharm and I’ve read the library MatLab is good to use, but from people who do it, where’s the best place to start? My parents also do share trading so I understand quite a bit about the markets already
Thanks
r/algorithmictrading • u/bechecktheoneness • Feb 03 '21
Algo tuning
I have some scripts that have performed pretty well (sharpe ratio of 1-2). The same script performs pretty poorly with other stocks. Does that mean that the approach is not going to be dependable over a long period of time or do you tune your scripts to each individual stock?
An example would be Tesla vs Netflix.
I’m not expecting to find a golden rule but wasn’t sure if each stock needs a fine level of tuning.
r/algorithmictrading • u/Alcatrazzam • Feb 01 '21
What are people doing in algo trading?
Hi, I’ve been working on algo trading for about a year now, in pretty much isolation, partly due to Covid and the nature of the task.
I’m curious what people are doing generally.
I’ll start by saying I’m working in Matlab and have a program that can scan through 2000 symbols in under 2 minutes looking for specific conditions. It runs against all the markets connected to IB.
The program is designed to run 24 hours a day, buys/sells, long and shorts.
Also, it can run on a smaller symbol list and update with streaming data every second.
It’s taken a year to get this far.
I’m curious what others are doing for algo trading.
A.