Developing "Spartan"

[SteveH]

OK Nooby, you seem to be too successful and therefore I think it only fair to the reset of us that you build your strategies using this Visual Basic written IB platform https://github.com/rlktradewright/tradebuild-platform from now on

*Just* in case anyone wants to play around with this, browse/build/change the code in VB6, I looked up the directions on how to install VB6 onto Windows 10. The link says "windows-7" but the article's title is Win 10 (probably applies to both). Winworldpc dot com has the 6.0 Enterprise ISO to get VB6. And don't worry, MS knows about this site and doesn't care about a long dead product. It did care about Win XP being posted, issued a take-down notice and the site complied.

https://www.raymond.cc/blog/install...7-without-microsoft-virtual-machine-for-java/

 

[SteveH]

Figured I should update this thread with November results. Things are going well. Will do this going forward (updating monthly trading results). The 7 day loss was flat-ish and I usually hold a max of 2 days, if I'm going to hold overnight.

I would be interested in your results after 200+ trades. At just over 70% winners, I would expect your avg win vs. avg loss to be about the same.

 

[nooby_mcnoob]

I would be interested in your results after 200+ trades. At just over 70% winners, I would expect your avg win vs. avg loss to be about the same.

At this rate, will probably take a year to get 200 trades. Avg win ~ 2x avg loss at this point, similar to profit factor. Though I'm not sure if that is what you are referring to.

 

[SteveH]

Yeah, that's it. The more trades you take, if the winning pct stays around 70%, your avg winners will drop until it's about even with your avg loss. Now, if the 2:1 ratio is the stable part then you'll probably see the avg winning pct drop/normalize in the 45-55% area.

 

[SteveH]

OK Nooby, you seem to be too successful and therefore I think it only fair to the reset of us that you build your strategies using this Visual Basic written IB platform https://github.com/rlktradewright/tradebuild-platform from now on

Just as a last follow-up to this, there's an alternate github repository account by the same author who went beyond VB6 and made some trading tools for .Net. It's not difficult to automatically convert the code from VB.Net to C# (which is my choice before trying to even study it). I would import the project to SharpDevelop 4.4 and they have a conversion menu option which walks the parse tree and does the translations for you. You could also pull the DLLs into either Reflector, DotPeek or ILSpy which can generate Visual Studio projects into your preferred C# version level. Lastly, there's a brilliant piece of software on github called dnspy which allows you to peruse all the source in a DLL in a very nice IDE-like environment if you just want to browse around.

Plus, you never know. There might be some good ideas in there to translate over to Python.

https://github.com/tradewright/

 

[nooby_mcnoob]

Just as a last follow-up to this, there's an alternate github repository account by the same author who went beyond VB6 and made some trading tools for .Net. It's not difficult to automatically convert the code from VB.Net to C# (which is my choice before trying to even study it). I would import the project to SharpDevelop 4.4 and they have a conversion menu option which walks the parse tree and does the translations for you. You could also pull the DLLs into either Reflector, DotPeek or ILSpy which can generate Visual Studio projects into your preferred C# version level. Lastly, there's a brilliant piece of software on github called dnspy which allows you to peruse all the source in a DLL in a very nice IDE-like environment if you just want to browse around.

Plus, you never know. There might be some good ideas in there to translate over to Python.

https://github.com/tradewright/

Oh yeah, I reviewed the code. It is a decent project and very well written VB6 as far as I'm concerned.

 

[nooby_mcnoob]

Finally disabled the remote instance after debugging an issue for too long, running full locally now. Countdown to Murphy's law has begun.

I haven't downloaded data in forever, I am probably completely untethered from the prior setup.

 

[nooby_mcnoob]

Also I preemptivelyprematurely scaled up and decided it was a bad idea, even though the return was 5 figures in one day. I'm not ready.

 

[nooby_mcnoob]

Finally disabled the remote instance after debugging an issue for too long, running full locally now. Countdown to Murphy's law has begun.

I haven't downloaded data in forever, I am probably completely untethered from the prior setup.

Collateral damage: my poor alerting system has been going overtime panicking that nothing is working

 

[nooby_mcnoob]

That didn't take too long. Not a huge loss but some corruption occurred due to compression which meant I lost data for last night. Looks like some time around 9pm eastern to 8am this morning. I don't know exactly what was causing the corruption issue but I have fixed things so that at least I don't lose much data next time.