Long time linker (and reader hopefully) Max Dama maintains a great blog on automated trading and provides lots of great examples on how to do this. I recently discovered that he has quite a few Python programming examples as well. I'll have to spend more time there again digging through his posts and I suggest my readers do too.
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Tom,
Thanks for the link- I'm still a reader of course.
Regards,
Max
@Max: You've really been a busy bee on your site and its filled with lots of good stuff.