Algo trading

[931]

Developing in C# should be faster and easier than in C++.

With both you can make macros and libraries to make things easyer.
Python is also great, probably fastest to code, but runs slowest.

 

[userque]

With both you can make macros and libraries to make things easyer.
Python is also great, probably fastest to code, but runs slowest.

Right. I was also thinking of garbage collection.

 

[931]

Right. I was also thinking of garbage collection.

Could use smart pointers in C++ as garbage collector.
Also there are garbage libraries.

But i create new objects so rarely that i dont need those at all.

Also there is valgrind memory analyzer.
Great tool to find memory leaks, overflows etc.

 

[userque]

Could use smart pointers in C++ as garbage collector.
Also there are garbage libraries.

But i create new objects so rarely that i dont need those at all.

Which IDE do you use?

 

[931]

Which IDE do you use?

Qt ide, comes with enormous ammount of well documented libraries for most tasks from gui to networking.
And its cross platform , so the same networking code works on linux, mac , windows , android etc.
No need to learn all standards separately.

Over the years i have only needed encryption and compression from other sources.

 

[_terminus_]

I attempted via Sierrachart & IB.
However there are/were incompatibility issues with those two which made it hugely time consuming.
Besides, IB drove me crazy, forever updates and constantly being logged out by IB.
I reckon it was one of my most stressful life experiences.

My system uses a C++ version of the IB API which is many years old, yet it works perfectly.

I remember the times when IB would spit out TWS versions non stop, every day, but today (crossing fingers) things are much better. Also, for serious autotrading IB Gateway is a preferable choice, not TWS. Less memory use etc.

Currently I get logged out probably once every two weeks and always at late hours, outside normal market time (I'm located in Europe). If it wasn't for the new releases of my own software, I could leave the trading pc almost unattended.

 

[ValeryN]

Besides, IB drove me crazy, forever updates and constantly being logged out by IB.
I reckon it was one of my most stressful life experiences.

IB restarts are certainly annoying. I automated bringing it back up with "docker" setup. In this case each app in your trading stack runs in a small lightweight "vm" called a container and you define a health criteria. Let's say if there is no IB's java process inside of container anymore docker orchestration engine will just restart whole container. Benefit is - once you set it up with docker you can use those health checks for anything. My trading execution software has it's own health criteria which and if it doesn't pass then the "healing" process will be done, same for any trading apps that needs to be running.

Having this in place I don't need to touch my setup for few weeks at the time (runs on a cloud infra). Brief restarts are mostly to push some updates to execution engine or strategies.

Last year I think there were "only" 2 times I had to upgrade IB gateway since something became incompatible. Use to be worse.

 

[_terminus_]

Let's say if there is no IB's java process inside of container anymore docker orchestration engine will just restart whole container

Ok, but even then you still have to re-type your login credentials, don't you?

 

[ValeryN]

Ok, but even then you still have to re-type your login credentials, don't you?

I had MFA turned off for algo account.

It has been a tough choice but it is not as bad is it sounds. Since MFA is still required for any withdrawals or account management.

 

[vinihuge]

[QUOTE = "lvca, post: 5171784, membro: 510754"] A negociação de Algol mudou completamente minha negociação. Para mim, a capacidade de fazer backtesting de ideias em poucos minutos fez uma grande diferença.

Meu algos verifica as condições específicas a cada minuto, alguns algo a cada tick. Se houver uma correspondência, ele compra e começa a observar o final da negociação com base em outras condições ou simplesmente lucro máximo e perdas de parada.

Amo operar, mas não quero ficar olhando para o monitor o dia todo. Prefiro fazer outra coisa e deixar o algo funcionar para mim. No começo eu assistia meus algos a cada 5 minutos, agora algumas vezes por dia.

Além disso, a parte emocional era difícil de controlar e eu me sentia muito estressada com os dias ruins. Isso não acontece comigo desde que comecei a usar algos, mesmo quando você tem um dia vermelho.

A última coisa que notei é que parei de overtrading. Isso foi 50% das minhas perdas!

Eu ainda passo parte dos meus dias trabalhando em negociações, mas em vez de ficar olhando para o monitor e ver as negociações, eu trabalho em novas ideias para novos algoritmos para testar. [/ QUOTE]
Wich software do you use to backtest your strategies?