Phase 1: The DATA
- Before moving into any meaningful stratagies or predictions, one would need some data. This is to be used for two main purposes
- Firstly before I give this code access to my share account, I will see what would have happened if I had been trading on a particular day, using the prices collect to determine profit or loss. This lets me tweak my automated stratergy per share and produce best results. Also replaces using a demo account, meaning I am not starting blind.
- Next, this seems like the perfect project to learn how to build a neural network or some form of machine learning. I have data and need an answer. The data will be collected into a form to be used in model training.
Phase 2: The tests
- Now we run the simulations. Just checking how much is gained or lost/ Tweak the varibles near the top.
- I have uploaded setting I like to use for RDF on JSE. Also, note each prices (Taken from above code) uses 30 second intervals
Phase 3: The Neural NET
- Just two models used, Support Vector and Linear Regression. I had fun with them.
Phase 4: The Plot
- Although not needed, plotting data always makes it easier. I used some plotting code throughout project. I have uploaded it too
Phase 5: The execution
- At this time I have decided not to publish these files, as the automate logging into my share account. They would be super different for different share accounts used. Plus I'd rather not give too much personal information away, considering the script is still running on my account. But the script basically reads in from the text file every half minute and uses test1.py principles to either buy, sell or do nothing. I clearly have faith in my code, as I am willing to give it controll of my account. ANyway, goodluck!