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Hello all,
I am a trader which daytrades us smallcap stocks ($2-$10 nasdaq with Interactive Brokers). I have hand-written models and trade by experience. However, I wish to quantify these models into some strategies that can be backtested.. and later on create some sort of AI to assist me in making decisions.
Some other traders recommended 'Tradestation' for developing my models as they provide good backtesting. However, I really like the concept of quantconnect with open source.
Can someone help me answer if I can make models on quantconnect based on paratemeters such as ;
volume (in premarket, in past historic parabolic events, at the open, at the close)
price (premarket, open, hi lo close , yesterday hi lo close, past parabolic event hi lo close)
time
indicators (moving averages, vwap, rsi)
momentum (volatility / speed of price)
fundamental data and news.
please excuse my ignorance - I am completely green in the world of quant.
thanks in advance
Gurumeher Sawhney
Hi John, glad to see you're considering QuantConnect. I am going to assume you have the technical expertise to create these models so here are a few resources to help you make a decision:
QuantConnect's equity is data is provided through the TradeBar object, which is essentially an OHLCV representation. The data can also be historically requested. Data can also be saved in RollingWindows, which is an array of data that allows for reverse list access semantics. Key information can be stored for ease of access this way.
Scheduled events allow you to trigger code to run at specific times of day such as after the market opens or before the market closes.
There are more than a 100 indicators already compiled by QuantConnect which makes the implementation very quick and easy. You can also create custom periods so you're not limited to the standard resolutions.
QuantConnect provides Morningstar corporate fundamentals data. Regarding news, there have been objects created that stream news like the DailyFx class but custom data can also be imported.
All of the links above have demonstration code that should help you create your models. Good luck!
John stomos
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