Open Source Black Box Trade Platform in C#?
- Thread starter greaterreturn
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One little note about the differences between indicators and strategies. If one can access their broker with a dll or ActiveX by inserting some calls in their indicator code there is no need to differentiate between indicators and strategies. A strategy would be an indicator with some code added in to place orders. Indicators are easier to debug because the script author can see what the script is doing right on the chart. Personally, I would not do it any other way. I would be doing that today but the dll I used to use for that is long gone and unsupported, Dynaorder was the greatest, I ran it with TS2000 for a while, best of all worlds for my way of doing things..
Nabble, good points! Could you please repost this on nabble as a separete thread? That way we can keep topics organized. You will love my answer to this. I promise.
Thanks
find tick zoom on nabble by searching for tickzoom at http://n2.nabble.com
Quote from OpenQuant:
http://www.smartquant.com/openquant.php ?
This is a former open source project btw
Cheers,
Anton
Cool. But I think the key word here is "former".
Wait. Wait. Wait.
I TOTALLY have the license solution. The issue finally became clear.
Until just now, I couldn't understand why people are so concerned about contributions to TickZOOM because the tick engine of TickZOOM is soooo complex that hardly anybody will ever bother learning it well enough to make significant enhancements. They might dig in to fix a bug here or there. Or they can just report the defect and wait. Simple choice.
However, NOW, I understand suddenly the issue. People are dreaming up all kinds of add-ons and plugins they could make for TickZOOM like GUI's, neural nets, broker interfaces, and would enjoy sharing with other users so other people test, fix, and support too, as a community.
Well. Now that's a different story altogether. I'm happy to support all those kinds of add-ons and contributions to be permanently free and open source without any restrictions or limitations whatsover. Maybe something like a Berkely BSD license. Something without all the complexity of GPL.
That means anybody can do anything with it they so desire. They can sell it, copy it, burn it. Who cares. It will always be completely free to everyone.
That way people can contribute strategies, indicators, other broker interfaces or whatever they wish into that source repository. I already have some examples, etc that I can contribute.
By the way, all the charting engine is LGPL code I got from source forge anyway. So that's already open source. I'm happy to make the 2 GUI files I have so far open source too. So people can feel free to add some stuff into the default GUI you get with TickZOOM.
So you see? All that I'm concerned about protecting for commercial use is the engine itself, the execution platform, and quote server.
So let's stop fretting about contributions. I completely misunderstood the concern.
Sincerely,
Wayne
I TOTALLY have the license solution. The issue finally became clear.
Until just now, I couldn't understand why people are so concerned about contributions to TickZOOM because the tick engine of TickZOOM is soooo complex that hardly anybody will ever bother learning it well enough to make significant enhancements. They might dig in to fix a bug here or there. Or they can just report the defect and wait. Simple choice.
However, NOW, I understand suddenly the issue. People are dreaming up all kinds of add-ons and plugins they could make for TickZOOM like GUI's, neural nets, broker interfaces, and would enjoy sharing with other users so other people test, fix, and support too, as a community.
Well. Now that's a different story altogether. I'm happy to support all those kinds of add-ons and contributions to be permanently free and open source without any restrictions or limitations whatsover. Maybe something like a Berkely BSD license. Something without all the complexity of GPL.
That means anybody can do anything with it they so desire. They can sell it, copy it, burn it. Who cares. It will always be completely free to everyone.
That way people can contribute strategies, indicators, other broker interfaces or whatever they wish into that source repository. I already have some examples, etc that I can contribute.
By the way, all the charting engine is LGPL code I got from source forge anyway. So that's already open source. I'm happy to make the 2 GUI files I have so far open source too. So people can feel free to add some stuff into the default GUI you get with TickZOOM.
So you see? All that I'm concerned about protecting for commercial use is the engine itself, the execution platform, and quote server.
So let's stop fretting about contributions. I completely misunderstood the concern.
Sincerely,
Wayne
Nothing wrong with OpenQuant I'm aware of other than comparing to TickZOOM.
In contrast, OpenQuant is former open source where TickZOOM is future open source as soon as I get a software license drafted.
TickZOOM will have full source available and you can connect directly to the repository used by developers to get fixes minute by minute rather than wait for a package to be created.
In other words, TickZOOM will follow the "early and often" methodology fore ever.
That way if you're using a new version, report a bug, it gets fix, you get it, instantly.
By the same token if you find and fix a bug, you can submit it directly to the code.
A lot of projects limit who can commit new code. I'll err on the side of letting anyone who requests access. Obviously, if someone abuses it or just goofs too often, then they can have a separate sandbox to play in so they don't hurt everyone else.
And anyone who wants to work on a bunch of changes and do it separately. I'll give them another separate branch to play in.
This is how professional software developers are accustomed to working. We going to just "open the doors" to the development so any can see and join in any way they like.
Basically, it will be a true community.
Sincerely,
Wayne
After joining this discussion and exchanging PMs, I'm getting a bit skeptical about this project...
As always, I end up doing shit on my own. Time to work on improving my tick engine. Seems like there's a lot of things I can do improve performance...
Anyways, I'm out. And it's my loss right?
Good luck with the project.
As always, I end up doing shit on my own. Time to work on improving my tick engine. Seems like there's a lot of things I can do improve performance...
Anyways, I'm out. And it's my loss right?
Good luck with the project.
Just curious what makes you skeptical? I'm guessing it's when I'll get around to releasing it? Or is the licensing issue?
I'm open to advice.
Wayne
TSGannGalt, here's a great idea.
I'm actually working on stuff that's getting TickZOOM ready to release.
You have been so helpful and responsive, I'm willing to give you the first wack at it, TSGannGalt.
But I don't want to waste your time with some of the obvious things I know I can fix first to make it easier for you to install and try it to begin.
Does that make sense?
As far as the license, I'm not worried. I will just get a book of forms on licenses and draft one up from there. We can always get a lawyer later.
And it'll be free to you. So I still think I can do that before or during holidays. What will your availability be? Maybe it's better to shedule a day where you work on installing everything and I can be ready to resolve any issues you have.
BTW, I'll try first, installing it on my laptop and testing to make instructions of everything you need to install to get the environment working with step-by-step guide.
Then I'll be able to support you if you run into an install step that doesn't work or error in the guide and update the wiki with any corrections.
Then it'll be ready to try on the second parson with those clarifications and improvements in the documents.
After a couple of people successfully install it, I could open it up to around 5 people and then start working on bugs or issues that you report.
And of course, discuss enhancements.
During that time, I would go on a black out to communicate with elite trader or anyone else to focus on getting the major issues resolved quickly.
Sincerely,
Wayne
I'm actually working on stuff that's getting TickZOOM ready to release.
You have been so helpful and responsive, I'm willing to give you the first wack at it, TSGannGalt.
But I don't want to waste your time with some of the obvious things I know I can fix first to make it easier for you to install and try it to begin.
Does that make sense?
As far as the license, I'm not worried. I will just get a book of forms on licenses and draft one up from there. We can always get a lawyer later.
And it'll be free to you. So I still think I can do that before or during holidays. What will your availability be? Maybe it's better to shedule a day where you work on installing everything and I can be ready to resolve any issues you have.
BTW, I'll try first, installing it on my laptop and testing to make instructions of everything you need to install to get the environment working with step-by-step guide.
Then I'll be able to support you if you run into an install step that doesn't work or error in the guide and update the wiki with any corrections.
Then it'll be ready to try on the second parson with those clarifications and improvements in the documents.
After a couple of people successfully install it, I could open it up to around 5 people and then start working on bugs or issues that you report.
And of course, discuss enhancements.
During that time, I would go on a black out to communicate with elite trader or anyone else to focus on getting the major issues resolved quickly.
Sincerely,
Wayne
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