An experiment
So far, so good. I've made decent progress in the little time I've
been able to allocate to it. I'm sticking with the R/RStudio/TWS
API/Quantmod/TTR stuff for now and am impressed. I hope to focus a bit
more on this next week.
Best,
John -- who never left, just got quiet for a while
On Tue, Jul 16, 2013 at 7:08 AM, Dirk Eddelbuettel <edd at debian.org> wrote:
A little late as I was vacationing in Australia where by better half was attending a conference... On 11 July 2013 at 07:34, BBands wrote: | I posted the following to the Markets list earlier, as that is where | the seed came from, but it more properly belongs here. I wish to start | by thanking all for all the time you have put in and the brilliance of | your work. | | """ | I was impressed by the short-term chart of IWM that I looked at | yesterday and intend to do something about it. I will write three | simple Bollinger Band systems and deploy them. I will write them both | in R (likely quantmod, TTR, IBrokers...) and Python (ibPy...) using | the Interactive Brokers API. I plan to use RStudio and PyScripter as | IDEs. The platform will be Ubuntu Linux. Initially I will trade single Awesome. If you need any help setting things up please drop me a line. | lots of 100 shares in an over-capitalized account. When I have | sufficient real-time trade data, I will switch to using a version | optimal f. There will be no optimization; if the systems work they | will be used as designed, if not they will be discarded. If this | works, I will move this project to a collocated server in NY. I will | report back on my progress, but this should take some time (perhaps a | lot) as there is quite a bit to learn and code. Any pointers, tips on | avoiding pratfalls, etc., greatly appreciated; either here or to | BBands at BollingerBands dot com. I've been wanting to do this ever | since Chris Cooper turned his forex robot loose and that was a long | time ago... Yes. Wonderful idea. We need more of this. I'll help where I can (and yes, I do little bits of Python too these days by still mostly R, C++, shell, ...) Either way we would love to have you back at R/Finance.