Migrating an automated system

4

4EXJOE

Ok so I have an automated system that I am migrating from one platform to another. Due to some complications in order entry, I need some help changing the code to fit the new platform. Language is C#.

The brokerage has offered to have their people do the coding for me, but I want to protect my source code. I know for a fact that they "keep a library" of code they have helped customers with, and fear that they'll swipe my code in the random chance event that it is successful.

Is this something to be worried about? If so, is there a way I can protect my code?

I'm not concerned about reverse engineering.

How else would you proceed? The guy who programmed the code for me is no longer available and I need to get this done ASAP.

I'd appreciate if this thread could offer some real solutions, rather then the inevitable unproductive hater comments which this thread is bound to elicit.

For the record and in advance, I know that my code stinks, I make no money, no one would ever want to steal it, I'm a piker, and like to fornicate with small animals.

Now that that's out of the way.... what would you do if you were in my situation?

Thanks in advance.
 
what is the technology firm/broker whose api you need programming to?

if you write your strategy in tradelink, it's portable across brokers... because tradelink is open source you can retain control of 100% of the source and only hire programmers to write additional connectors... they don't have to see your strategy and you don't have to change your strategy.

http://tradelink.googlecode.com

we suppport 8 brokers at present, not sure what broker you're using but it's free so you might want to check it out.
 
Quote from tradelink:

what is the technology firm/broker whose api you need programming to?

if you write your strategy in tradelink, it's portable across brokers... because tradelink is open source you can retain control of 100% of the source and only hire programmers to write additional connectors... they don't have to see your strategy and you don't have to change your strategy.

http://tradelink.googlecode.com

we suppport 8 brokers at present, not sure what broker you're using but it's free so you might want to check it out.
More...

Thanks for the reply, Tradelink. Unfortunately, my broker is not one of your supported brokers. Though there is one on your beta testing side that could be a possibility.

But I can't change brokers because of my cap intro agreement.
 
IMHO you would have to be borderline crazy.

edit: just read your code sucks. I take back what I said above. What do you have to lose?
 
Are there difficulties with order types where orders used by the strategy are not supported by the new broker? For example, the broker may require that OCO orders are market and not limit or something in that spirit.

If not, you can ask broker to implement broker API "adapter" so that your strategy uses the API it is designed for and the adapter translates it into the desired broker interface.

The strategy likely uses a very limited subset of the "old" platform API. So, the main challenge in this route is create the list of methods in thsi subset.
 
Quote from LeeD:

Are there difficulties with order types where orders used by the strategy are not supported by the new broker? For example, the broker may require that OCO orders are market and not limit or something in that spirit.

If not, you can ask broker to implement broker API "adapter" so that your strategy uses the API it is designed for and the adapter translates it into the desired broker interface.

The strategy likely uses a very limited subset of the "old" platform API. So, the main challenge in this route is create the list of methods in thsi subset.
More...

yes Lee, that is part of the problem, as well as the way that the system calls orders.

I have asked tirelessly if they had adapters so that I could use my current platfrom and the answer was an emphatic NO.

And Tradestar, my code stinks, it doesn't suck! :D :D
 
Is hiring a developer to write such an adapter an option at all? If you have budget for that, this might be the easiest and most convenient approach. Assuming the platform in which the strategy is implemented is 3rd party (not broker-specific platform) and has API for this ( developers of some platforms like NinjaTrader don't want users to develop their own broker interfaces while other developer teams welcome it and provide quality broker API documentation).
 
Quote from LeeD:

Is hiring a developer to write such an adapter an option at all? If you have budget for that, this might be the easiest and most convenient approach. Assuming the platform in which the strategy is implemented is 3rd party (not broker-specific platform) and has API for this ( developers of some platforms like NinjaTrader don't want users to develop their own broker interfaces while other developer teams welcome it and provide quality broker API documentation).
More...

No I would be open to hiring a programmer... but I'd have to be sure that they could get the job done. This has proven to be more difficult than originally thought.
 
In code reviews, it is important to depersonalize problems in code.

It is NOT ok to say YOUR code sucks!

It IS ok to say THIS code sucks!
 
Quote from 4EXJOE:

Ok so I have an automated system that I am migrating from one platform to another. Due to some complications in order entry, I need some help changing the code to fit the new platform. Language is C#.
More...

That's easy. Just add or remove a few "bogus" rules to your strategy that will make it unsuccessful.

For instance add "and DaysInTrade > 10"

or change your profit goal to .01

Most strategies involve investment and committment and I seriously doubt someone is going to steal your strategy. I think it is an unfounded concern.

If you actually have someone who will do the conversion for you, then you should GO FOR IT before they change their mind.

Ed
 
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