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Hi all, we are just discussing automated trading with my folks at home.
Can you guys answer this question, please?
Is it stupid idea to program automated trading system in C# and let it run in Ninja Trader?
Later on.... it'll be running on VPS (virtual private server)? This means Ninja will be running on VPS (in Windows enviroment) and will be using libraries (.dll) built in C#.
What do you think about this way to do an ATS?
thank you for all suggestions....
Can you guys answer this question, please?
Is it stupid idea to program automated trading system in C# and let it run in Ninja Trader?
Later on.... it'll be running on VPS (virtual private server)? This means Ninja will be running on VPS (in Windows enviroment) and will be using libraries (.dll) built in C#.
What do you think about this way to do an ATS?
thank you for all suggestions....
Well, anyone would be interested in joining up for some shared core development? 
I am going to start as a side job to some trading next month (i.e. I switch to full time trading, but I have a lot of stuff on semi-automatism, so I can do something else with most of my time). I use ninja trader for starting, but I am interested in replacing it for most stuff at start.
My platform will be:
* .NET, not sure whether I will go on 4.0 beta 1 - I will test it, though
* SQL Server 2008. The free version is ok (express). If tick data is to be processed, it may be advisable to have some discs - that is plural as in 3-4. Speed is not THAT important, but having seaparate spindles for data and log files turns things up 2-3 times
* Personally I am interested in futures trading. As such, we will go with a provider architecture. I plan to integrate Zen-Fire / Mirus Futures, EodData.com (for end of day) and possibly another provider with the capability to download end of day tick streams I may upgrade / add a provider for NxCore soon afterwards.
* My interest is futures and forex, but I plan to support stocks.
* The system shall be client/server A central server will connect to the database and handle account tracking and data storage. On one side connectors will talk to various data, on the other side, a client will connect up to enter orders etc. Communication is WCF + TCP streams (for price data - that does not really work with WCF).
* The server should have the capability to deliver not only price streams in terms of ticks, but preferably also bar data (time based, volume based, tick based), as this seriously cuts down the amount of traffic to a client -and allows multiple providers for those, withon only one generation.
I think this would be a good central start - from there anyone can take it where he wants. Autoamted trading, manual entry. We would have a central storage and order interface, central price data, a connector library
Anyone interested please contact me by PM No real commitment needed.
Platform:
* Vault for source code. I have some licenses, so no purhcase necessary.
* Visual Studio. Professional, though I will use a higher version (Data, Architect) to handle mostly the database side.
I am going to start as a side job to some trading next month (i.e. I switch to full time trading, but I have a lot of stuff on semi-automatism, so I can do something else with most of my time). I use ninja trader for starting, but I am interested in replacing it for most stuff at start.
My platform will be:
* .NET, not sure whether I will go on 4.0 beta 1 - I will test it, though
* SQL Server 2008. The free version is ok (express). If tick data is to be processed, it may be advisable to have some discs - that is plural as in 3-4. Speed is not THAT important, but having seaparate spindles for data and log files turns things up 2-3 times
* Personally I am interested in futures trading. As such, we will go with a provider architecture. I plan to integrate Zen-Fire / Mirus Futures, EodData.com (for end of day) and possibly another provider with the capability to download end of day tick streams
I may upgrade / add a provider for NxCore soon afterwards.* My interest is futures and forex, but I plan to support stocks.
* The system shall be client/server
A central server will connect to the database and handle account tracking and data storage. On one side connectors will talk to various data, on the other side, a client will connect up to enter orders etc. Communication is WCF + TCP streams (for price data - that does not really work with WCF).* The server should have the capability to deliver not only price streams in terms of ticks, but preferably also bar data (time based, volume based, tick based), as this seriously cuts down the amount of traffic to a client -and allows multiple providers for those, withon only one generation.
I think this would be a good central start - from there anyone can take it where he wants. Autoamted trading, manual entry. We would have a central storage and order interface, central price data, a connector library
Anyone interested please contact me by PM
No real commitment needed.Platform:
* Vault for source code. I have some licenses, so no purhcase necessary.
* Visual Studio. Professional, though I will use a higher version (Data, Architect) to handle mostly the database side.
oh, vldn
I think Ninja is pretty weak. C# is great, but the Ninja trader runtime SUCKS. Now, that being said - Ninja trader 7 is going to beta soon (end next month) and supposedly fixes a LOT of the issues at hand Waiting a little may help a lot.
Before anyone asks, my complaints are:
* Stupid sdata storage (access / jet based), which is prone to loose its data
* not multi threaded. Sucks to analyze statistics on a server with 4 cores and only use one. Same in the UI
* Ninja gets slow after a day or so, in my experience. Very badly. Memory managent will be reworked.
* Sucking development. I mean, NO DEBUGGER. Lots of funny things - things not done the .NET way.
Again, I hear the 7 version will ahve a lot of that fixed
I personalyl also do not like the graphing. Purely personal.
I think Ninja is pretty weak. C# is great, but the Ninja trader runtime SUCKS. Now, that being said - Ninja trader 7 is going to beta soon (end next month) and supposedly fixes a LOT of the issues at hand
Waiting a little may help a lot.Before anyone asks, my complaints are:
* Stupid sdata storage (access / jet based), which is prone to loose its data
* not multi threaded. Sucks to analyze statistics on a server with 4 cores and only use one. Same in the UI
* Ninja gets slow after a day or so, in my experience. Very badly. Memory managent will be reworked.
* Sucking development. I mean, NO DEBUGGER. Lots of funny things - things not done the .NET way.
Again, I hear the 7 version will ahve a lot of that fixed
I personalyl also do not like the graphing. Purely personal.
