Using A Custom Signal

Over the years I have done some automated trading using MultiCharts, Quantopian, and TradeStation. I just started with QuantConnect this week, and as a test cloned a strategy from the forum and had it live trade in my IB account, but I have not created a strategy from scratch yet. I already have my own server where I use a Python notebook to generate trading signals using machine learning, and I have my own custom built backtesting system. But, I don't have a live trading module for it so I am not making any trades.

I could move my Python notebook to QuantConnect, but it uses some machine learning libraries QuantConnect does not use, and also all of my indicators are different than QuantConnect (I use TA-Lib plus a some custom built indicators). So one option would be for me to use a custom feed to import my trading signals, and use Quantopian only for executing the trades. I would trade every 30 minutes, where it enters the trade based on the signal (using a market order) and then exits after 30 minutes. No stop loss or other exit strategy.  

My machine learning algorithm forecasts the best and worst stock from the Dow30 each half hour, and buys the one it thinks will go up and sells short an equal dollar amount of the one it thinks will go down, so overall the strategy is market neutral. I know I could just have add live trading to my existing server using the IB Python API or Backtrader, but there are too many potential problems that could come up. I like how clean and simple the QuantConnect interface is.

What is the best way for me to do this with QuantConnect?

Update Backtest

phuu you would need to implent this in quantconnect and run it live......or download the github source package and run it on your linux machine...

sending information to your live trading quantconnect algo is i think almost impossible with that resolution you work with. (seeing stock selection algos taking infos form dropbox once a day at night)


So I am not able to set any schedule I want to import an external data feed? I thought that was what " "Scheduled Events" is for, at

you are already a pro user..... feel free to test how many times you can access an dropbox file runing a simple live algo doing nothing, only reading an online file. you could use schedule events yes....runing localy you could read a file no problem but if you have problems with your computer or power loss everything is describe something that has to be build localy. the google quantconnect group is the right place for your question i think. quantopian or zipline-live is not needed for executing IB orders you could use quantconnect of course. you plan to work with 20 different systems alltogether.... put up something stable with one. localy you can install everything and use only one system. but future stragtegy should be running it online live on the quantconnect servers even if you would need to import the sources online file by file.


Update Backtest


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