【How 2】 How to build an automated trading script

Michael Hsia
8 min readNov 9, 2020

Quick words

This is Vol. 2 of the 【How 2】 column.
It has been 3 weeks since my previous post. As my MACD strategy automated trading script is almost completed, I would like to share this article to document my current research methodology and workflow that I used to capture the new idea from the internet. Hopefully, this can help anyone who’s doing the same as I am doing now, and I can review this in the future to improve my workflow.

Automated trading script project detail and setup introduction

I’ve been learning Algo-trading and building my own Algo-trading framework (both workflow-wise and coding-wise) for the past 4–5 months. While researching and backtesting the MACD strategy that I posted here, I finally gain the confidence to proceed to code and build the automated trading script. In these 3 weeks or so, I’ve tried my best to organize the thoughts and produce a workflow that I think it’s reasonable and efficient that can apply to beginners like me (it’s an occupational habit for a project manager to produce a workflow for everything … :)). There are several stages that I have put together so far:

1. Tons of readings

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Michael Hsia

A quant trader who loves researching and technology and rock n' roll