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[GT] Re: Re: Re: Couple of questions



Thanks everyone for all the help. I've been able to load the data, run indicators, and display them as well.

Had another question. I want to write a "meta portfolio manager" which would go through the trades generated by my system on
all the stocks (instead of just one), and filter trades that are not as strong as the others based on certain signals (and also do the standard money management stuff on the combined set of trades).
Is that possible with the current packages?

Regards,
Sumit.

On Fri, Jan 8, 2010 at 8:52 PM, Thomas Weigert <weigert AT mst.edu> wrote:
For the gotchas look for calls to GT::Prices::add_prices

Th.


Thomas Weigert wrote:
After all this discussion, from the little I can glean about your goals,
the following is what I would do:

(i) Generalize GT/Prices.pm so that it loads not just the standard
items, but your additional data also. I would create an option value
indicating the name and order of the fields (this exists already for the
standard data) and then load all the items. These would then be in the
prices array as additional series. You need to double check the
timeframe conversion of a price series to see whether you need to extend
them for copying your additional data and be at the lookout for other
such gotchas.

(ii) Generalize GT/Indicators/Prices.pm so that it allows to access all
the additional data and load it into the returned series of the
indicator. This again should take the option and work of that, similar
to the standard values.

Both of these are straightforward extensions of the existing work (other
than the looking for the gotchas).

Th.

Sumit Sanghai wrote:
  
i) I am developing a strategy which apart from the standard volume,
and prices requires some other data which I have in my DB.
I want these to be loaded into the Prices object, and then used
elsewhere. Do I need to make modifications just to Prices.pm to 
get the data loaded. Or are there other classes which inherently
assume that Prices can only contain open, high etc?


ii) One of the strategies I am testing, requires simultaneous access
to quotes from multiple stocks and indices.
Any clue where all do I have to make the changes to get such a
strategy working. 
It seems that most of the objects make the assumption that they are
only dealing with a single stock.
Is there a simple hack which can help me out?

Regards,
Sumit.