In this chapter, I will show my implementation of the main component, namely, the kernel of the entire system. This will be used both in the subsystem for searching for a profitable strategy and in the subsystem for real trading. The main purpose of this module is to give signals to the broker to place or close orders on the exchange, based on trading information (see Figure 8-1).
A process flow of the core module intakes trading data, deals with events, and gives ...
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