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DOC: live-trading: improved upon #221

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Victor Grau Serrat
2018-02-09 10:13:52 -08:00
parent 00f579c729
commit a8cfcead70
1 changed files with 11 additions and 10 deletions
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docs/source/live-trading.rst
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@@ -30,8 +30,8 @@ Paper Trading vs Live Trading modes
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Catalyst currently supports three different modes in which you can execute your
trading algorithm. The first is backtesting, which is covered extensively in the
tutorial, and uses historical data to run your algorithm. There is no
trading algorithm. The first is **backtesting**, which is covered extensively in
the tutorial, and uses historical data to run your algorithm. There is no
interaction with the exchange in backtesting mode, and this is the first mode
that you should test any new algorithm.
@@ -39,14 +39,15 @@ Once you are confident with the simulations that you have obtained with your
algorithm in backtesting, you may switch to live trading, where you have two
different modes:
* *Paper Trading*: The simulated algorithm runs in real time, and fetches
pricing data in real time from the exchange, but the orders never reach the
exchange, and are instead kept within Catalyst and simulated. No real currency
is bought or sold. Think of it as a `backtesting happening in real time`.
* *Live Trading*: This is the proper live trading mode in which an algorithm
runs in real time, fetching pricing data from live exchanges and placing orders
against the exchange. Real currency is transacted on the exchange driven by the
algorithm.
* **Paper Trading**: The simulated algorithm runs in real time, and fetches
pricing data in real time from the exchange, but the orders never reach the
exchange, and are instead kept within Catalyst and simulated. No real currency
is bought or sold. Think of it as a `backtesting happening in real time`.
* **Live Trading**: This is the proper live trading mode in which an algorithm
runs in real time, fetching pricing data from live exchanges and placing
orders against the exchange. Real currency is transacted on the exchange
driven by the algorithm.
These three modes are controlled by the following variables: