automatic trading?

compisnada2002 · May 7, 2003

Quote from GATrader:

Directed to the programmers out there...

I programmed VB 5 for 1.5 years, a lot fo SQL, DAO and simple Active X components like timers, Crystal reports, using MS Access as backend. I would like to program a trading system in VB 6 and connect to my platform thru the API of that software execution platform. Basic workflow consists of putting out limit orders, cancelling them when certain conditions show up, setting 2 exit trades when my order gets filled-one to get out at a loss, other to take profits. How much of a learning curve does it take to program with API's from the above listed skillset? Thanks

I have an Auto ex which is proven and fully functional being used by several of my traders that can do what you requested for futures. No changes will need to be made to your TS easy language code and you can trade multiple electronic markets at one time. It is costmomized to fit each traders specs and we have top programmers assisting with the setup.

comp

ChaosNSX · May 7, 2003

Quote from metooxx:

You can not run an automated system without a full-time pilot ...

Amen !!
Might as well wedge a brick on the gas pedal of your car and check on it later.

compisnada2002 · May 7, 2003

Quote from ChaosNSX:

Amen !!
Might as well wedge a brick on the gas pedal of your car and check on it later.

Yes this is correct, we have a broker monitoring it all.

axeman · May 7, 2003

Several world class engineers took months to do this? Your kidding right? Thats SLOOOOOW

peace

axeman

Quote from CalTrader:

We have already done this internally at our firm: This sounds simple but to actually get a validated robust and nontrivial system in place is not a one month initial programming problem, even in a VB environment. If its a trivial system maybe. However if you want a system complete with compliance, and robust exception and rule handling you are looking at a much longer project.

Even with the tens of thousands of lines of quality control reviewed code and production level software components that we own, putting together a fully tested system in which we were willing to risk real money took longer than one month - with several world class software engineers and programmers.

Unless you do something very specialized which justifies this investment you are much better off using an off the shelf automated or semi-automated system from one of the larger vendors .......

compisnada2002 · May 7, 2003

Quote from axeman:

Several world class engineers took months to do this? Your kidding right? Thats SLOOOOOW

peace

axeman

Designing something like this takes a few months. It may take longer if you get the wrong person for the job. You need the best of the best to get an auto-ex completed and for it to be fully costomizable the individuale doing the work has to be on top of the game.

axeman · May 7, 2003

The time it takes is directly proportional to the
talent of the engineer.

A so called "world class" engineer should be able to
get a system written from scratch and into
production in a month all by himself/herself.
( I've seen it done ).

I object to the term "world class".

This would take months for a team of AVERAGE programmers,
that I would agree with.

peace

axeman

Quote from compisnada2002:

Designing something like this takes a few months. It may take longer if you get the wrong person for the job. You need the best of the best to get an auto-ex completed and for it to be fully costomizable the individuale doing the work has to be on top of the game.

compisnada2002 · May 7, 2003

Quote from axeman:

The time it takes is directly proportional to the
talent of the engineer.

A so called "world class" engineer should be able to
get a system written from scratch and into
production in a month all by himself/herself.
( I've seen it done ).

I object to the term "world class".

This would take months for a team of AVERAGE programmers,
that I would agree with.

peace

axeman

A system yes, and Auto Ex well maybe depending on how versitile one would make it.

axeman · May 7, 2003

Im talking about a framework for auto ex of pluggable
trading systems. Not a trading idea/system/set of rules.

A "trading operating system" in a sense.

It can be done in a month with a talented programmer.

peace

axeman

Quote from compisnada2002:
A system yes, and Auto Ex well maybe depending on how versitile one would make it.

compisnada2002 · May 7, 2003

Quote from compisnada2002:

Axeman,

The programmer I have here is not average and it took him a few months. He is one of the Chief programmers for a platform used by a lot of people on this board. I do agree that the phrase world class programmers may be a little exagerated. Especially when it is hard to find sombody who knows both programming and markets.

axeman · May 7, 2003

Exagerated is precisely my point.

I was able to do this in my spare time in a couple of months.
Ive developed 3 full auto ex systems from scratch so far,
and could easily do this in one month if I worked full time at it.

So I have to laugh if a whole TEAM of "world class"
programmers is required to do this.

peace

axeman

Quote from compisnada2002:

Axeman,

The programmer I have here is not average and it took him a few months. He is one of the Chief programmers for a platform used by a lot of people on this board. I do agree that the phrase world class programmers may be a little exagerated. Especially when it is hard to find sombody who knows both programming and markets.