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I am curious where do you get your data feed for trading. Do you pay for the data or are you using a free api? The main i reason i choose forex was due to ease

by lefonty 12y ago

I am curious where do you get your data feed for trading. Do you pay for the data or are you using a free api? The main i reason i choose forex was due to ease of API use for data and trading. Also follow up question, what sort of inputs are you using for training. Are you using mainly sentiment and price history or mostly technical indicators?

megaframe 12y ago
Level I and Level II data from my broker's API (Interactive Brokers). It's a free service as long as you have enough trading fee's every month. TDAmeritrade has an OK API as well. Both services have some limitations on data feeds (number of symbols you can actively review). There's some lag in data (sub what a human could notice) but again these are essentially free, and unless you're trying to be an HFT or scraping stocks this shouldn't matter. Neither of those activities are recommended, the people you'd be going up against have a lot more money and much better resources. News data is aggregated from a variety of sources and paid rss news feeds. Yes to sentiment, yes to history (though I keep my own history for the sake of granularity and not paying twice for data), and sort of for technical indicators... technical indicators are helpful for humans, but if your ML algo is using a data set that spans a multi-day window already a technical indicator of the direction of movement in the last few days is just telling your algo something it already knows.
- lefonty 12y ago
  I am surprised to hear that your placing less importance on technical indicators. I have been going under the assumption that those should be my main focus for input as they can be easily calculated and translated into simple number inputs. My thought process is that the more indicators i can feed in with some history the higher the possibility that unique patterns are discovered. I originally thought that sentiment and news would be to complex to break down into a simple input for the network. I want to include them but i was going to place allot less emphasis on them. Are you simply breaking down sentiment as good vs bad by analyzing text or are you doing something more complex? I am sorry to be asking so many questions, but i have literally just started working on this for less then a week and I find your success very interesting. At this stage i am treating this as a long experiment.
mandeepj 12y ago
I got stock data from Yahoo to generate these reports. It is extremely fast and reliable

by lefonty 12y ago

megaframe 12y ago

Level I and Level II data from my broker's API (Interactive Brokers). It's a free service as long as you have enough trading fee's every month. TDAmeritrade has an OK API as well. Both services have some limitations on data feeds (number of symbols you can actively review). There's some lag in data (sub what a human could notice) but again these are essentially free, and unless you're trying to be an HFT or scraping stocks this shouldn't matter. Neither of those activities are recommended, the people you'd be going up against have a lot more money and much better resources. News data is aggregated from a variety of sources and paid rss news feeds. Yes to sentiment, yes to history (though I keep my own history for the sake of granularity and not paying twice for data), and sort of for technical indicators... technical indicators are helpful for humans, but if your ML algo is using a data set that spans a multi-day window already a technical indicator of the direction of movement in the last few days is just telling your algo something it already knows.

lefonty 12y ago
I am surprised to hear that your placing less importance on technical indicators. I have been going under the assumption that those should be my main focus for input as they can be easily calculated and translated into simple number inputs. My thought process is that the more indicators i can feed in with some history the higher the possibility that unique patterns are discovered. I originally thought that sentiment and news would be to complex to break down into a simple input for the network. I want to include them but i was going to place allot less emphasis on them. Are you simply breaking down sentiment as good vs bad by analyzing text or are you doing something more complex? I am sorry to be asking so many questions, but i have literally just started working on this for less then a week and I find your success very interesting. At this stage i am treating this as a long experiment.

mandeepj 12y ago

I got stock data from Yahoo to generate these reports. It is extremely fast and reliable