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Comment by tonyhart7

10 hours ago

finally long time coming

cant wait to upgrade my Quant trading bot

Not to take away any prop knowledge from you but I've been playing with some very very early ideas of getting some market data, save in duckdb do some analysis, create some kind of portfolio and buy/sell via API and nowhere close implementation. Yours seems rather established platform. Would you be able to share kind of high level architecture of bot?

  • use a higher timeframe to understand the market phase, and a lower timeframe for entries.

    when I started, I tried mimicking a human trader. if you want to expand into full quant, be aware of overengineering (past mistake of mine).

    you can copy or mimic institutional desk strategies. most of the concepts are fine, but the devil is in the details.

    sometimes you open too early or too late. finding that sweet spot, where you don’t want a lot of drawdown, requires a lot of fine-tuning.