In this article, we explore the essential sources of EOD data and demonstrate how to store and access it efficiently using Redis, a high-performance in-memory database.

Building Blocks of Algorithmic Trading: Collecting End-of-Day Data

In this article, we will try to develope a trading gateway (or proxy agent) that is intended to reduce the dependency on MetaTrader platform, but also maintain the stability and reliability of such a program in the long term. When the gateway is running or live trading is in action, we don't want the unpredicted interrupt the whole workflow: our trading system (bot) could stop receving quote updates all of a sudden, or it could not place order or receive order status information anymore without an update to the trading program.

A tutorial about implementing a trading gateway with MetaTrader 5 Python library. 

Tag: Python

Tag: Python

Building Blocks of Algorithmic Trading: Collecting End-of-Day Data

Building a Trading Gateway (Bot) with MetaTrader 5 Python Library - Part 1