Nice writeup. I appreciate the concrete discussion and especially the screenshots. I understand not discussing strategies, but can you elaborate on whether your trading is entirely based on technical analysis, or do you use external (or "alt") data feeds? In other words, is this a mostly closed system with inputs from Polygon and outputs to the IB API, or do you have a more extensive setup of custom data feeds of news sites, twitter, reddit, etc? If so, I'd be curious what challenges you face balancing those with historical backtesting, when some data sources might only have partial historical coverage.
All my data is from polygon.io and nothing external. I have been exploring using lookup tables of pre-computed historical values to do things like anomaly detection (ie, is this normal activity for this stock). A good example would be BXRX today [1]. I have been looking at options trading activity too and trying to use that as a signal.
