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Custom screener/backtesting platform
Started: by azbarroso Views / Replies:338 / 3
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Custom screener/backtesting platform

  #1 (permalink)
Elite Member
Fortaleza, Ceará, Brazil
 
Futures Experience: Advanced
Platform: TradeStation, Multicharts, SierraChart
Favorite Futures: ES, CL, NQ, BMF futures (Brazil)
 
azbarroso's Avatar
 
Posts: 21 since Oct 2010
Thanks: 13 given, 71 received

Custom screener/backtesting platform

Hi All,

I 'm about to start my custom platform for screener and backtesting using Python. My initial focus is daily stocks on several exchanges around the globe.
I was reading and researching about all things related and I found this: https://joshschertz.com/projects/pysecmaster/

Looks like a solid approach for the base framework. Do you have and thoughts/inputs about this?

Thanks,

-Ale

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  #2 (permalink)
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  #3 (permalink)
Trading Apprentice
Denver CO USA
 
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what exchanges are the stocks on you want to track.

pySecMaster uses a specific naming convention for securities based on CSIs numbering. The biggest hindrance to using CSI Data's CSI Number system is that it restricts tsid codes to only the US, Toronto and London based exchanges (as those are the only exchanges they list). It says, It is possible to use another vendor's ID structure as the backbone (Bloomberg, RIC, etc.), or create a custom one (using a predefined base).

Were you going to stay with CSI, or try to implement another ?

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  #4 (permalink)
Elite Member
Fortaleza, Ceará, Brazil
 
Futures Experience: Advanced
Platform: TradeStation, Multicharts, SierraChart
Favorite Futures: ES, CL, NQ, BMF futures (Brazil)
 
azbarroso's Avatar
 
Posts: 21 since Oct 2010
Thanks: 13 given, 71 received

That's a good point. I'll need other exchanges as well (ie.: Brazilian stocks).
Still researching on this. Trying to figure out the best way to build my own "security master database"...

Thanks!

-Ale

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