It is a complex task to build your own algorithmic trading strategies. A trading platform with numerous components is required to test and run your strategy. Some of these components are the compute engine, real-time data feeds, broker connectivity, blotter, fund manager, clocks, a virtual order-management system, and so on.
In this chapter, you will be using the services provided by AlgoBulls, an algorithmic trading platform (https://algobulls.com). This platform provides a Python package called pyalgotrading (https://github.com/algobulls/pyalgotrading). You will code your strategy as a Python class by subclassing the StrategyBase abstract class provided in the package. The abstract class acts as a template for developing and validating new strategies quickly with minimal effort. You can use the AlgoBulls platform to perform...
