OpenQuant - SmartQuant's new product for the retail market

Quote from chinook:

Anton,

With OpenQuant, may I build a portfolio of different markets with different strategies, backtest the portfolio and trade it in real-time? Let's say for the portfolio I have 10 different strategies for 10 different markets....

Thanks.
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Yes, you can do this, though your broker should support all 10 different markets since you can set one broker / one data provider per strategy mode.

Regards,
Anton
 
Quote from qtip:

Hello -

I have been trading for years and am looking into building an ATS system. I am not a programmer, but was wondering if any of you thought this was too dificult of a program to learn. Also, do they offer any documentation for someone like me where I can start learning.

Thanks in advance!
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It is learnable, I'm getting pretty far up the learning curve after 5 weeks. The C# coding can be frustrating but if you search the 3 available help documents packaged with the software and search the forums you can find enough example code to get things written. Programming is greatly enhanced by the event driven design of the software framework, I spent more time working out flow problems with Easy Language than I do learning C# things with OpenQuant. I have been able to put together a system that is backtesting in the win region in the last week. Personally, it's like when I test drove my Camaro, I recall thinking "they got a few things way more right than anybody, this thing is so sold", it's similar with OpenQuant...
 
Hi Anton,

I tried to put 2 futures with 2 different expiring dates into the Instrument Panel and it did not work. For example, I already have ES (expire in March,2008), and try to put ES (expire in June, 2008). The two can NOT co-exist in OQ. Can you give us an option to put it in this way: ESH08 for contract expires in March 2008, and ESM08 for contract expires in June 2008?

Thanks,
 
Gun,

yes in the instruments section make 2 instruments. ESMAR and ESJUN. Then in the properties section filll in AltSymbol to ES (or whatever your broker's symbol for the ES is). Change the exchange, maturity, and alt source to the appropiate settings
 
Quote from maxpi:

It is learnable, I'm getting pretty far up the learning curve after 5 weeks. The C# coding can be frustrating but if you search the 3 available help documents packaged with the software and search the forums you can find enough example code to get things written. Programming is greatly enhanced by the event driven design of the software framework, I spent more time working out flow problems with Easy Language than I do learning C# things with OpenQuant. I have been able to put together a system that is backtesting in the win region in the last week. Personally, it's like when I test drove my Camaro, I recall thinking "they got a few things way more right than anybody, this thing is so sold", it's similar with OpenQuant...
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Maxpi,

That's great you love Open Quant. You're right it does take a while to learn, but once you do it's hands down the best platform I've seen.
 
Hey max and gun.

I think I saw both of your names on the openquant forums. I'm rollthedice by the way.

Check out the post under General Discussion written by bluesky. I think this would be a fantastic addition. What do you guys think?
 
Quote from maxpi:

It is learnable, I'm getting pretty far up the learning curve after 5 weeks. The C# coding can be frustrating but if you search the 3 available help documents packaged with the software and search the forums you can find enough example code to get things written. Programming is greatly enhanced by the event driven design of the software framework, I spent more time working out flow problems with Easy Language than I do learning C# things with OpenQuant. I have been able to put together a system that is backtesting in the win region in the last week. Personally, it's like when I test drove my Camaro, I recall thinking "they got a few things way more right than anybody, this thing is so sold", it's similar with OpenQuant...
More...

maxpi,

I'm a Tradestation user and testing OQ these days. The optimizations are taking forever with OQ. Calculations that take a minute with Tradestation is taking 20 minutes with OQ. Did you have problems with optimization speed in OQ too?

Thanks
 
Quote from Sky123987:

Hey max and gun.

I think I saw both of your names on the openquant forums. I'm rollthedice by the way.

Check out the post under General Discussion written by bluesky. I think this would be a fantastic addition. What do you guys think?
More...

I should say the post is titled premium support
 
Quote from chinook:

maxpi,

I'm a Tradestation user and testing OQ these days. The optimizations are taking forever with OQ. Calculations that take a minute with Tradestation is taking 20 minutes with OQ. Did you have problems with optimization speed in OQ too?

Thanks
More...

chinook you should check out that post too. I saw your ? in the OQ forums, but I don't know why it is taking so long. It should be much less time as OQ is compiled as TS is not
 
Quote from chinook:

maxpi,

I'm a Tradestation user and testing OQ these days. The optimizations are taking forever with OQ. Calculations that take a minute with Tradestation is taking 20 minutes with OQ. Did you have problems with optimization speed in OQ too?

Thanks
More...

No, it seems to be faster than what I recall with Tradestation. It is a lot slower if you click the "update gui" button...
 
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