This write-up marks the beginning of our trading automation series. Automating your trading strategy is very complex if not done well, you won't get the desired results.
We have different platforms where you can automate your strategies: NinjaTrader, NautilusTrader, TradingView, QuantConnect, and MQL5, which powers EA bots. All of them have their unique strengths and advantages over one another.
This write-up will be making use of NautilusTrader because our focus is on quantitative trading, and NautilusTrader is built for that. It is a professional-grade framework built for algorithmic traders who want speed, precision, and control over their strategies.
Without wasting time, let's move straight to the point.
To automate our trading strategies, we need to do so in four stages:
Data: We need to determine and obtain the data for backtesting.
Strategy: You need to determine the strategy you want to automate this should be self-explanatory.
Backtesting: You need to backtest your strategy against the data; the minimum should be one year of data. During backtesting, what are you looking at? The PnL, maximum drawdown, win rate, etc.
Demo / Live Trading: This is the stage where you test your stra
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