@Apoorv If you have developed the strategy on EQ, live test it on EQ for a week or so to see the effectiveness of strategy. Keep transaction charges aside for the moment and try out. Analyze all the trades and find what is going wrong. If you strat…
I'm doing almost same. I have a more scalabale structure for that.
A broker object -> Holds Position book object -> holds Trade objects. I call Broker for all updates/modifications for trades. Broker handles SL, TSL, etc. Provides me list of t…
Have anyone succeeded in position sizing in the system. Like staggered increase of positions on trend confirmation and staggered exit. Given the margins and lot size in Futures, this is very difficult for small traders. However I want to employ this…
@sauravkedia QSTrader is the one, I will be moving into. I see my current custom backtest is slow and it will be solved. However I need to see how to change my ecosystem for event driven approach which QS provides.
Does QS provides an interface to …
@sauravkedia
QuantStart looks great. I was having my own execution engine written which carries out simulation and live trades in parallel. I thought this can give me good picture of slippages. However I have not gone live. But I consider moving to…
@sauravkedia What I meant here 'stock_exp_pos_qty' is you can generate an internal id to identify your trade which will be a combination of strategy+stock+(BUY/SELL)+qty. Incase of corporate action, you will be left with some extra qty in some posit…
@sauravkedia I like your posts. I'm fairly new and yet to figure out my strategy. I have some questions for you. Feel free not to answer some if it digs into your system. I try to keep it system level.
1. Are your trades/backtest event driven or for…
@vishalgvora Nice. Can you talk something about your infrastructure, Backup datafeeds, programming language? I'm still working on my strategy as i struggle with volatality. Any suggestions there would be appreciated.
I will share some basic things which can help for beginners. Getting a strategy live requires the following.
1. Infrastructure - A good server with decent specifications. It can be a windows/unix/any other.
2. Data feed - Again this should go alon…
