New trading platform collaboration C# .NET, anyone?

tendimsol said:
Yeah I hope OP is active, but i'm guessing others may contact also. You know its a interesting thing the politics behind creating such a thing. In reality it is effectively a license to 'print money'. As such I am already cautious about who I work with / sell code to or collaborate with. For example I asked a friend if they wanted to invest in the platform for a small one off fee (to help me start funding 'actual serious go live account with sufficient capital to cover all the instruments being traded (after all I am just a broke entrepreneur trying to fund an actual unrelated product release)) I know his story in wanting to make money etc for his kids future etc etc, and since I know my platform is profitable - I proposed to provide all upgrades also to strategy files etc. I explained to him as best I could the system, and all he can ask is 'what is the % profit daily/weekly like in the emails we used to get'. I don't plan to reply because I now understand that that is 'too easy' an option. Nobody ever came to me offering guaranteed results, saying here is free money with no risk/effort required. I now reply by saying ok, so do the calculations yourself from my signals if you can be bothered. This is from someone who actually enjoys helping people. I am guessing this is the same dynamic many people on these types of forums have picked up on. Where are all the people making money and what tools/codebases are 'they' using and why they are so quiet. (well to anyone appropriately aligned reading this (my) exception to the rule and looking to become part of this exclusive hidden class of traders hopefully reply haha) All I can say is stick with it an align yourself to people with similar goals. Also from your approach you should probably take a step back with a whiteboard in terms of 'what matters' and then base your coding around this. 3 providing 2 does not exist by rule of nature I just described. We live in an interesting age. Personally with advent of quantum computing / laws banning them for personal use etc etc. I think this type of trading has a definite time limit, beyond this it is AI and systemic breakdown of traditional systems. Think of it like this , if someone releases to public the perfect algorithm and simple method of application, this will spread like wildfire. Very soon its strategy across many players will 'MAKE' the market. It will do this up to a point, much like the time to sell is when interest is at its maximum; however beyond this - the market will then quickly adapt, and said strategy will no longer function as it once did.

You may find it is actually less code than you think and if you know what you are looking for its just a search away. for example indicators. why be limited by one single api computing them for me or the range they have available. better to source from open source libraries and compile your own library of 100's to choose from. Also, how much % of their exposed features will actually be useful? One tip I can give, is just to stress the real-time monitoring 'in conjunction' with your applied strategy 'rules' or signals. before i created the 'signals' dashboard it was very difficult to perform any meaningful tweaking of indicators relative to different timeframes and get them in meaningful alignment. Whilst not 100% necessary - this visual type feedback is very helpful to determine what combination of indicators/settings/processing variables works best. such a dashboard is really small amount of work in reality. I guess i should clarify that my approach to 2, is to KISS, and only add things you actually need to help achieve positive returns reliably. Everything else, including many of the features / subscription services offered, and including things like charting etc is really not necessary but just a value add on top. Just don't get bogged down in platforms/libraries. Formulate or adopt/adapt a strategy of your own and then build the platform 'around it'. This will be way less work than you are imagining in terms of actual effort. Another tip would be don't rely on other peoples recommended settings. Always experiment with your own values in order to morph them to your needs. So understand that again with these online platforms, may of the functions or template recommendations are just that, recommendations. So whilst someone might recommend 70% training/20 evaluation and 10% dataset split as a industry recommendation (understand they are reciting what they were told) and whilst in 'general' these things are true - may not always be accurate to the model outcome you are trying to produce. so for example in above machine learning data if one were to use this 'recommendation' for any price movement outside known boundaries no matter how much past historical data you have - your adjustment is going to up to 30% lagged in time. Lets take recent oil over 80 scenario... it will fail epic-ally.
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Good info. I am working on a soon to be commercial product for algo discovery and should have it in a deliverable state in less than two months. If you are interested I will send it your way to check out...no financial obligation on your part. Just interested in collecting some feedback.
 
Interesting, sounds like you have already formed a strategic plan to tackle your observations. Glad to hear it, and perhaps a brief description of method of application. Likewise, happy to reciprocate and share this code base under a no resale NDA. (soley due to the commercial value of the per instrument state-full LSTM processing engine framework). I think ultimately the success in this game is to merge the best of each resource which is out there. If we could be a source for one for eachother . great.
 
tendimsol said:
Interesting, sounds like you have already formed a strategic plan to tackle your observations. Glad to hear it, and perhaps a brief description of method of application. Likewise, happy to reciprocate and share this code base under a no resale NDA. (soley due to the commercial value of the per instrument state-full LSTM processing engine framework). I think ultimately the success in this game is to merge the best of each resource which is out there. If we could be a source for one for eachother . great.
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This describes the concept of the product. There are other apps out there that are similar geared toward non programmers but what I plan to offer will be an app and tool solution with source code (the core SDK component will be compiled with no source code). I have also added automation capabilities to intelligently combine strategies which I have not seen in other products. Basically, I deconstructed how I would manually code and backtest a strategy and wrote a platform to automate that process.

https://www.elitetrader.com/et/thre...esting-algorithmic-trading-strategies.323189/

I am pushing hard to get live trading in the next several weeks but would be interested in a "show and tell" after that.
 
fan27 said:
https://www.elitetrader.com/et/thre...esting-algorithmic-trading-strategies.323189/

I am pushing hard to get live trading in the next several weeks but would be interested in a "show and tell" after that.
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Wow, dude I don't think you give yourself enough credit. This is an amazing concept and code discovery articulation/implementation. You know I think you would like re-reinforcement learning very much and I can already see in your code you have the aptitude to actually 'code' at a lower (better) level than I can - and I think what I find most interesting is the concept itself. A lot of what I am seeing is also very relevant to creating/working with agents exploratory order functions. Also, even on my existing platform - I can already see how such factors when dynamically calculated over time, could substantially improve the 'values' or discover better ones for the more traditional indicator analysis derived strategy components. This would be a major value add for any automated trading platform imo. Yes these things can be done with linear regression as you point out, but I think your approach and stated processing times are something to boast about. Look forward to a show and tell.
 
tendimsol said:
Wow, dude I don't think you give yourself enough credit. This is an amazing concept and code discovery articulation/implementation. You know I think you would like re-reinforcement learning very much and I can already see in your code you have the aptitude to actually 'code' at a lower (better) level than I can - and I think what I find most interesting is the concept itself. A lot of what I am seeing is also very relevant to creating/working with agents exploratory order functions. Also, even on my existing platform - I can already see how such factors when dynamically calculated over time, could substantially improve the 'values' or discover better ones for the more traditional indicator analysis derived strategy components. This would be a major value add for any automated trading platform imo. Yes these things can be done with linear regression as you point out, but I think your approach and stated processing times are something to boast about. Look forward to a show and tell.
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Thanks! Will keep you posted.
 
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