Looking for C# programmer to build strategy on CQG, Rithmic, or Similar API

I have an algo strategy that I would like to get programmed in C# and linked up to the CQG API. It can also be rithmic, CTS, or any other direct futures routing provider. I'm not picky. Must have prior experience with the API to integrate with. If you want the job or know someone who does, please message me. Thanks!
How much are you willing to pay?

Why C#?

Is your strategy profitable? If yes, what are the metrics and over what time period?
 
odds of ending up with strategy that has positive expectancy are very low.
Fair enough. From the programmers perspective, he only cares if the strategy correctly executes the strategy rules.
 
Fair enough. From the programmers perspective, he only cares if the strategy correctly executes the strategy rules.

the end goal is to make money I assume. C# is great, and I would suggest using ninja trader, continuum api connect to CQG easily.

what I learned in all years I coded algos is that curve fitting is where most models end up. It is insanely hard to develop profitable algo with positive expectancy. Once algo is turned on, it is very interesting how reality comes into the picture.
 
the end goal is to make money I assume. C# is great, and I would suggest using ninja trader, continuum api connect to CQG easily.

what I learned in all years I coded algos is that curve fitting is where most models end up. It is insanely hard to develop profitable algo with positive expectancy. Once algo is turned on, it is very interesting how reality comes into the picture.
I have an algo strategy that I would like to get programmed in C# and linked up to the CQG API. It can also be rithmic, CTS, or any other direct futures routing provider. I'm not picky. Must have prior experience with the API to integrate with. If you want the job or know someone who does, please message me. Thanks!

Have you spent some time very carefully WRITING UP in extremely clear English what you want the algo to do in full detail.

Hardest part of coding is for the programmer to get the clear picture of what the client wants... It is shame that Vulcan Mind Melds are only hollywood.

You might find this web page helpful...
https://miltonfmr.com/how-to-develop-test-and-optimize-a-trading-strategy-complete-guide/#section1
 
Have you spent some time very carefully WRITING UP in extremely clear English what you want the algo to do in full detail.

Hardest part of coding is for the programmer to get the clear picture of what the client wants... It is shame that Vulcan Mind Melds are only hollywood.

You might find this web page helpful...
https://miltonfmr.com/how-to-develop-test-and-optimize-a-trading-strategy-complete-guide/#section1

coding is the easier part of equation. Strategy with positive expectancy is the hardest part.
 
Strategy with positive expectancy is the hardest part.

Positive expectancy is easy.

High enough positive expectancy to make it worthwhile is harder..

Things like sharp ratio above 2 and 80% or more winning months.

Haha would be nice to be able to match Rentec Medallion and have those kinds stats for any automated system.

Finding sharpe ratio of around 1.0 and 60% winning months.. is easier.. But that is similar to the S&P 500, although without the 50% drawdowns the S&P can give you..
 
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Positive expectancy is easy.

High enough positive expectancy to make it worthwhile is harder..

Things like sharp ratio above 2.0. 75% or more winning months.

Haha would nice to be rentec medallion and have those kinds stats.

Eas to find sharpe ration 1.0 and 60% winning months..

I meant positive expectancy over long period of trading. Sharp ratio means shit, one black swan can kill account. The beauty about algo trading tons of trades where black swan can not happen. You still can die by a thousand cuts of course.
 
The beauty about algo trading tons of trades where black swan can not happen. You still can die by a thousand cuts of course.

Thats not a problem with sharpe ratio, it applies to all metrics to measure trading results. If your system is susceptible to black swans then eventually one will get you regardless..

Its almost impossible to die by a 1000 cuts in trading if you have enough capital, eg. you can cut your size down to micro lots if you have too.

If you only have $10K or less then even 1 micro lot without any edge will eventually whittle your account down to zero.
 
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I have an algo strategy that I would like to get programmed in C# and linked up to the CQG API. It can also be rithmic, CTS, or any other direct futures routing provider. I'm not picky. Must have prior experience with the API to integrate with. If you want the job or know someone who does, please message me. Thanks!

Just go to https://www.mql5.com/en/job. Few devs work different platforms there, so I'm sure you can find what you need. Great thing is you'll pay 3rd world country rate. :D

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