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bproctor 6 days ago

Having wasted 6 years of my life intensively working to create an algorithmic trading system (and failing to make it consistently profitable), what they have here is the easy part. You need a system for discovering strategies. That's were almost all your effort will go. The simulator for backtesting, integrating with a broker, etc. is such a small part of it, if you're serious about it, you're probably better off writing your own.

TheAlchemist 6 days ago | parent [-]

This is the right comment.

This is also why people in algo trading that are able to discover or already know working strategies, they are paid big bucks.