How to protect my Automated Trading Soft?

[Simples]

First things first: Write your own CD-bootable kernel, something like a SELinux variant, but with support for firewalled trading via secure proxy chains (something like your own Tor network). You should study OpenBSD and improve security to the point faulty insecure hardware just CANNOT decrypt your memoryspace beyond current IP by quantum entangled laserbeams across two continents. Then, only then, can you securely darkroom craft your amazingly profitable ATS, which shouldn't take more than a few hours or so, 2 days tops.

That was the beginner-level stuff though. Once you've passed that, there'll be a huge plasma screen, a booming voice and menacing face in your living room. Do not be alarmed, but listen and obey.

 

[RedDuke]

Dude,the moment you have something interesting stay away from any so called Russian platforms,Ninjatrader,Multicharts ,all of them.
Whether you will be in possession of such a strategy it is different subject.

Since when NinjaTrader is Russian platform???? Like I said before the main trick is to develop something like this first.

 

[Van_der_Voort_4]

Since when NinjaTrader is Russian platform????

Multinational company,I be surprised if their development team is not based in former Soviet Union.Most are,Deltix which is like the best and quite expensive is developed in Belarus.This is how things are done.
The fact that their office is in Denver or Germany does not mean much,i don't care not going to dig deeper,not going to use their software.
For example Morgan Stanley has their software development in Budapest and so does WorldQuant among other locations.

I know you love them,we had this conversation before

https://www.elitetrader.com/et/thre...r-logic-trade-executions.293834/#post-4169674

 

[gtlhbkkj]

Thank you All for friendly support and explanation.

1 concern. Sierra. - NOT CLEAR
I wonder, which of my activities, including ATS, Studies, Settings is transparent to Sierra, which is the software developer.
The idea to write an own soft is OK, but in the meantime is not on the priority list ))
.
2 concern: VPS. - CLEAR
The idea to host the ATS on my home network is reasonable. I agree.
.
3 concern. Broker. - NOT QUITE CLEAR
Thank you for explanation how DMA works. I get access via TransAct Futures Trading service. May I be sure that I am getting DMA?
.
4. other concerns. - CLEAR
Writing my own CD-bootable kernel is a good idea, but a little complicated and I think superfluous. I do not think, that those who regularly earn their bread and butter with ATS (if there are any) are using such complicated protection mechanisms.
.
Then there is one KNOWN concern left: software developer SIERRA.

And there is one small step left - to create a working ATS.
.
Please continue sharing ideas regarding the topic if you get any.

 

[RedDuke]

Multinational company,I be surprised if their development team is not based in former Soviet Union.Most are,Deltix which is like the best and quite expensive is developed in Belarus.This is how things are done.
The fact that their office is in Denver or Germany does not mean much,i don't care not going to dig deeper,not going to use their software.
For example Morgan Stanley has their software development in Budapest and so does WorldQuant among other locations.

I know you love them,we had this conversation before

https://www.elitetrader.com/et/thre...r-logic-trade-executions.293834/#post-4169674

Yes, I have been using them for over 10 years now. All development is done in Germany. What I like about Ninja is the fact that it allows me to code quite complex algos irrespective of the Broker API. They can connect to anyone. My big current issue is that all of my staff is written in Ninja 7 and it will take a long time to port it to Ninja 8. But I have min of 3-5 years to do it. They will only decommission 7 when 9 comes out.

 

[allensin]

I think you are thinking too much. I understand your concerns, but your top priority is to develop the trading strategy that works in live trading, not to think about "someone may steal my profitable strategy". I do not believe that it is that easy to steal someone's working strategy, also NO ONE is interested in your trading strategy unless there is very strong evidence that it is very profitable and stable. As you are a beginner, it may take a few years to develop something that you feel satisfied if you are lucky, or you may NEVER find a working strategy and quit.
Most trading strategies developed by beginners are crap, there is no motivation for a third party to steal your strategy. Only you who developed the strategy knows it well, no one is interested in your strategy.
ADVICE : Stop thinking "SOMEONE may steal my strategy" as this is a very popular thinking of beginners, this type of thinking does more harm than good. Focus your energy on the development process. NO ONE failed in trading due to strategy stolen.

 

[gtlhbkkj]

I think you are thinking too much.... NO ONE failed in trading due to strategy stolen.

I agree.
You are right.

 

[tendimsol]

Hello All,

I am a beginner and this is my first post.
I am using Sierra Chart for E-mini futures.
Sorry for my paranoid question.

Let me dream (a pipe-dream), that I have created an automated trading soft (in Sierra it is called "Study"), which is permanently bringing a certain profit. It does not matter how much: 10%, 100%, 1000% etc.

My question: how can I protect my soft from others, who will readily join me as "free riders" in the best case and in the worst case drive me from the market. I am talking about illegal copying and disassembling / decompilation of my soft.
.
1 concern:
As long as I am uning Sierra soft, they (Sierra) have evidently absolute control over their soft and are able not only monitoring everything, what I am doing with their soft on my desktop or somewhere else in the world.
.
2 concern:
As long as my dream soft is running on an VPS = virtual private server, the service provider has absolute control over his server and is able not only monitoring everything what is taking place there.
.
3 concern:
My broker monitors all my actions, and when he realized that I am always in the black, he will repeat my orders in the best case. And in the worst case he will push his orders first and sideline my orders.
.
4 concern:
There are definitely other concerns, which I do not know about today.
Please add them if you feel there are more concerns.
.
How can one avoid all mentioned above sticky points in a real life?
Thank you

1.0 No getting around this while you are using a 3rd party service. Your only option here is to take what matters, the parameters of the study and then transplant them into a proprietary blackbox/cloud service and uses broker libraries only to place orders via API. The additional measure some people take to protect at the broker level is to hide their stop loss /take profit (i.e. handle them internally within 'study/strategy/monitoring service)

2.0 You need to move to a hosting 'cloud service provider' which has nothing to do with the finance industry. Microsoft Azure or Amazon Webservices Maybe?

3.0 Find a reputable broker and or diversify. Once you have a platform of your own which incorporates your rules from your study, adding additional broker support for multiple accounts/brokers is relatively easy process.

4.0 When you have your code, keep it to yourself, your own servers is number 1 unless planning to distribute. If so you have several options;
A) .NET Native Code Compilation
B) Obfuscators:

• Smartassembly
• Dotfuscator .NET Obfuscator
• Salamander .NET Obfuscator
• Semantic Designs: C# Source Code Obfuscator
• Spices.Net
• Thinstall
• Demeanor for .NET
• Xenocode Postbuild 2006
• .NET Reactor
• Crypto Obfuscator
• DeployLX CodeVeil
• ConfuserEx

* you may need to sign your package with developer license SSL certificates if using obfuscation to pass antiviruses.
C) If obfuscating code, consider 'pre-human based 'find and replace' minimization for
D) Only provide access via Website Portal to any customers where now you are in complete control. This way no code is ever distributed and only have to worry about hacking attempts.

KR, TenDimSol

 

[d08]

NO ONE failed in trading due to strategy stolen.

Baseless statement. How would you know if someone stole your strategy and is now frontrunning you? It's not like they leave a message for you to let you know.

 

[d08]

Yes, I have been using them for over 10 years now. All development is done in Germany. What I like about Ninja is the fact that it allows me to code quite complex algos irrespective of the Broker API. They can connect to anyone. My big current issue is that all of my staff is written in Ninja 7 and it will take a long time to port it to Ninja 8. But I have min of 3-5 years to do it. They will only decommission 7 when 9 comes out.

That's the problem with all closed source software, you have to follow their time schedule. With open code, much of the stuff will work for a very long time and all of it can be adjusted/modified.

1 concern. Sierra. - NOT CLEAR
I wonder, which of my activities, including ATS, Studies, Settings is transparent to Sierra, which is the software developer.
The idea to write an own soft is OK, but in the meantime is not on the priority list ))
.

Theoretically you can block the app from connecting to anywhere else except your broker. But in all likelihood it will break some features and you can't be sure what the other executables are doing.