One other practical problem I've found is that my trading site, and I'm guessing others too, have a 15 minute delay on their stock data. I made a script to check it:
...
[2017-06-15T08:51:13.727333] [bull-tesla-x5-von] has last value 58.26 @ time 2017-06-14T17:20:00 [2017-06-15T08:56:14.455338] [bull-tesla-x5-von] has last value 58.26 @ time 2017-06-14T17:20:00 [2017-06-15T09:01:15.127336] [bull-tesla-x5-von] has last value 58.26 @ time 2017-06-14T17:20:00 [2017-06-15T09:06:15.847333] [bull-tesla-x5-von] has last value 58.26 @ time 2017-06-14T17:20:00 [2017-06-15T09:11:16.620408] [bull-tesla-x5-von] has last value 58.26 @ time 2017-06-14T17:20:00 [2017-06-15T09:16:17.395114] [bull-tesla-x5-von] has last value 58.26 @ time 2017-06-14T17:20:00 [2017-06-15T09:21:18.103349] [bull-tesla-x5-von] has last value 57.4 @ time 2017-06-15T09:05:00
...
Trading begins at 09:00 Swedish time and closes at 17:30, but best is to buy at 09:05 and sell at 17:10. However, the numbers for stocks at 09:00 don't arrive until after 09:20! I'm pretty sure they have this rule to reduce impact of robotic traders. If I can make the purchase fifteen minutes earlier, the yearly increase in value could be as much as 13-fold!
Right now the numbers look insanely good. If I'm able to make half the interest of what the prognosis says on a regular basis (which I have to assume is totally unrealistic), I'll be able to pay off my mortgage in 14 months. There's bound to be bottlenecks preventing this, and possibly I still have a bunch of off-by-one bugs.
Bugs or no bugs, soon it's time to start auto-trading. The algorithm should be fairly straight-forward to implement, but there are many third-party inputs which can go wrong. Such as bugs in trading site's software, balance checks, disallowed trading, network & other outages, instrument valuation jitter (stock go up at the same time as trying to sell, or down at the same time as trying to buy), problems cancelling orders, commission fees vary depending on "market" (which doesn't mean what you think), timing issues, trading site may introduce robotic trader prevention (requiring manual login or anti-cracking techniques). The reverse engineering may take some time as well.
The coming week it's my turn with the kids, so not much done in the next few days, but in eight days I will start focusing on auto-trading, and I bet I'll have the auto-trader in place within a fortnight.
