Hey Neal,?
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Yeah, I was thinking your end result would be something similar to a script that reads each line of each text file and loads them into a dataframe. From there you would loop the dataframe and consume its data as inputs to your algo's logic. Reading the dataframe record by record would then serve as your data feed.?
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Otherwise, I would ask GPT what programming languages (that you're familiar with), python libraries, tools, etc., that a trader can use to back-test a strategy and go from there.
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I'm personally an Excel guy so I tend to import the text files into Excel and create various IF,AND,OR formulas to identify the instant some number of conditions are met and then compare that instance's stock price to the stock price some 5, 10, etc., seconds into the future. That approach can be helpful but certainly has its weaknesses.
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