Nov-23-2019, 08:54 PM
Hello,
Wanted to ask how this can be done. An analytical model generates 5 trade ideas each hour. These trade ideas need to be placed immediately at market and tracked as a separate portfolio. Such 5-trade portfolio will be opened each hour (on average 21 each day). Each portfolio will be closed at the loss of 50 points. Or when the holding period reaches 20 hours. I wonder how this can be done?! Can this be done in Python (if yes which libraries you recommend) or it will be easier to do this in VBA?
Any suggestions are highly welcome
Wanted to ask how this can be done. An analytical model generates 5 trade ideas each hour. These trade ideas need to be placed immediately at market and tracked as a separate portfolio. Such 5-trade portfolio will be opened each hour (on average 21 each day). Each portfolio will be closed at the loss of 50 points. Or when the holding period reaches 20 hours. I wonder how this can be done?! Can this be done in Python (if yes which libraries you recommend) or it will be easier to do this in VBA?
Any suggestions are highly welcome