ريتيدج نظام التداول


تطوير أنظمة التداول في ريتدج.


المصالح ذات الصلة.


التقييم والإحصاءات.


خيارات المشاركة.


إجراءات المستند.


لا يتم عرض الصفحات من 2 إلى 17 في هذه المعاينة.


المستندات الموصى بها.


وثائق مماثلة لتطوير أنظمة التداول في رايتدج.


وثائق حول النظام (الصرف)


المزيد من فيليب توماس.


تذييل القائمة.


القانونية.


وسائل الاعلام الاجتماعية.


كوبيرايت & كوبي؛ 2018 سكريبد Inc. تصفح الكتب. موقع الجوال . دليل الموقع. لغة الموقع:


هل أنت واثق؟


قد لا يكون من الممكن التراجع عن هذا الإجراء. هل تريد بالتأكيد المتابعة؟


هل تريد بالتأكيد حذف هذه القائمة؟


كما سيتم إزالة كل ما حددته من القوائم.


ستتم إزالة هذا الكتاب أيضا من جميع القوائم.


لقد قمنا بتنسيق العناوين التي نعتقد أنك ستحبها.


بقية هذا العنوان سوف تكون متاحة قريبا.


تطوير أنظمة التداول في رايتدج ستكون متاحة على.


لماذا أفضل ريتيدج لنمذجة الاستراتيجية.


اختيار منصة جيدة لنمذجة الاستراتيجية، والمحاكاة وتوليد إشارة أمر بالغ الأهمية. الحقيقة القاتمة هي أن معظم برامج اختبار الظهر سيئة بشكل فظيع. وهي موجهة نحو المستهلكين مع المعرفة والخبرة محدودة وأنها تلبي ما متوسط ​​الخاص بك الغنية الغنية الغنية التحليل الفني يدعي المعلم الذي تحتاجه. أنا غالبا ما سألت عن وجهات نظري على منصات المحاكاة، وفي هذا المنصب أنا & # 8217؛ سوف تظهر لك وجهة نظري الخاصة والخيارات.


غير المبرمجين لا تحتاج إلى تطبيق.


نسيان نظام السحب والإفلات. هذا ليس كيفية إجراء نماذج تداول حقيقية. إذا لم تكن مستعدا لتعلم البرمجة البسيطة لبناء الاستراتيجيات الخاصة بك، حتى تتمكن من فهم والتحكم في كل التفاصيل، ثم ربما كنت لا ينبغي أن تفعل هذا على الإطلاق. لا يجب أن تكون مبرمج خبير، ولكن عليك أن تكون قادرا على كتابة بعض التعليمات البرمجية. واسمحوا لي أن أقول ذلك مرة أخرى.


إذا كنت لا ترغب في معرفة المزيد عن الترميز، يجب أن تتخلى عن كل الجهود للدخول في مجال التجارة المنهجية.


هذه ليست جراحة الصواريخ. تعلم ما يكفي من البرمجة ليست صعبة، على افتراض أن كنت & # 8217؛ من متوسط ​​الذكاء أو أعلاه، ولا تخشى من كسر فتح كتاب. كان هناك وقت يعتقد فيه المهنيون أنفسهم جيدا جدا لمعرفة كيفية الكتابة. لماذا نوع المحامي؟ هو & # 8217؛ ق سكرتير. أيام الرجال المجنون هي في الماضي والمحامي الذي يمكن & # 8217؛ ر نوع بشكل صحيح هو الآن خفضت إلى طفل عاجز كبير. تعرف على كيفية الشفرة. افعل ذلك.


ما أهمية في منصة المحاكاة؟


نحن جميعا قيمة أشياء مختلفة قليلا. هذه المادة مكتوبة بطبيعة الحال كثيرا من وجهة نظري. أنا قيمة المرونة.


معظم منصات مستوى المستهلك رسم مربع ضيق جدا من حولك. لم يتمكنوا من فعل أي شيء خارج هذا المربع. يفترضون أنك تريد أن تفعل البديل الثانوي من بعض نظام قياسي ولا شيء آخر. انهم & # 8217؛ لا للاستخدام المهني.


وهناك مشكلة كبيرة مع هذه المنصات الصف المستهلك هو منطق مستوى المحافظ. ومعظمهم ليس لديهم. بعض لديها ذلك، ولكن فقط كما الرهيبة بعد تنفيذ الواقع صفعوا على رأس منصة قديمة فقط للحصول على محفظة في خانة الاختيار التسويق.


بنية التنمية والبيئة مهم جدا كذلك. وكلما تبسيطها لتلبية احتياجات الناس كسول، والأسوأ من ذلك أن منصة يميل للحصول على. لدي حساسية شديدة ضد لغات البرمجة الملكية ومنصات مغلقة.


هنا & # 8217؛ s ما أريد أن أرى:


صناعة لغة تطوير القياسية. لا & # 8220؛ بيئة النمط C & # 8221؛ أو بطريقة أخرى ليقول أن لديك بنية البرمجة النصية المغلقة التي تشبه غامضة لغة حقيقية. أريد الصفقة الحقيقية. لغتي المفضلة هي C #. ليس بالضرورة لأنه أفضل & # 8217؛ s، ولكن لأنه & # 8217؛ s بالتأكيد جيدة بما فيه الكفاية، وإذا كنت & # 8217؛ إعادة في بيئة ويندوز كل شيء و رسكو؛ s s لغة كبيرة لتوحيد على. بنية مفتوحة للغاية. أريد أن أكون قادرا على القيام بأي شيء على الاطلاق. الأشياء التي لم يحدث حتى للشعب تطوير منصة. أريد أن أكون قادرا على تغيير أو إضافة أي وظيفة أحب. أكره يجري محاصر في الزاوية عند الترميز. لا أحد يضع كلينو في الزاوية. إمكانيات غير محدودة. ديدن & # 8217؛ ر أقول فقط أنه في النقطة الأخيرة؟ نعم، ولكن الأمر يستحق قوله مرة أخرى. أريد أن تكون قادرة على جعل والمكونات في دلل & # 8217؛ ق لأي شيء. تصورات جديدة، محولات البيانات، محولات وسيط، اتصال قاعدة البيانات الخ الخ منطق المحفظة المناسبة. هذا أمر نادر في منصات بأسعار معقولة. القدرة على دعم نماذج التداول اختبار على الآلاف من الصكوك، ومحفظة حقيقية. وينبغي أن يتم ذلك بالطريقة الصحيحة، في الترتيب الصحيح. المزيد عن ذلك لاحقا & # 8230؛ التعامل مع العملات. تفترض معظم الأنظمة الأساسية أن هناك عملة واحدة فقط في العالم. الدولار الأمريكي. إذا كنت التجارة الأدوات عبر مناطق متعددة، وهذا الافتراض ينهار بسرعة.


ويالث لاب مقابل رايتدج.


I & # 8217؛ ذكر ويالثلاب و رايتدج في الماضي. كلاهما جيد جدا، ولكن تفضيلي وضع بوضوح مع رايتيدج. أنا أحبهم لأنهم على حد سواء على أساس كلر، مما يعني أن تكتب رمز C # الصحيح. يمكن أن تكون على حد سواء تمديد وتعديل عن طريق توصيل دلز الخاصة بك. ويمكنهما إجراء عمليات محاكاة على مستوى المحفظة، على الرغم من اختلافهما في عمليات التنفيذ. على الرغم من أوجه الشبه الواضحة، فهي مختلفة جدا للعمل مع.


الاستخدام العام.


ويالثلاب هو سهل الاستعمال. الرسم البياني التلاعب هو سهل. جعل أول نظام بسيط لا & # 8217؛ ر تأخذ الكثير من الوقت. يبدو وكأنه بيئة مريحة. الوثائق جيدة وهناك الكثير من العينات التي يمكن أن تعمل من. إذا ارتكبت أخطاء، كنت تميل إلى الحصول على تقارير خطأ مهذبا جدا، مما يجعل من السهل على المبرمجين المبتدئين لتصحيح.


ريتيدج يبدو كمترجم عند فتحه. هذا & # 821؛ s لأنه أساسا مترجم. إذا كنت لا تستخدم لمترجم التحويل البرمجي، فهذا قد يشعر وكأنك في حالة غابة. هناك بالتأكيد منحنى التعلم أكثر انحدارا للبدء مع رايتيدج.


معالجة البيانات.


قبل أن تتمكن من فعل أي شيء حقا، تحتاج إلى الحصول على البيانات الخاصة بك في التطبيق. كلا المنصات بطبيعة الحال تأتي مع بعض المحولات الافتراضية للحصول على البيانات من مصادر حرة مختلفة. للاستخدام المهني، أنت & # 8217؛ من المرجح أن ترغب في الحصول على البيانات من بعض مصدر مخصص على الرغم من. بعد كل شيء، يمكنك & # 8217؛ ر الاعتماد على بيانات ياهو ومثل للاستخدام في الحياة الحقيقية.


والخبر السار هو أنه من السهل جدا لبناء محولات البيانات لكل من المنصات. لا يوجد فرق حقيقي هناك. هناك عينات المتاحة التي يمكنك تعديلها. أساسا، يمكنك جعل دل الخاصة بك في فيسوال ستوديو الذي يقوم بتنفيذ واجهة. سيكون هناك واجهة مشابهة ل (الرمز الزائف): بوبليك داتاسيريز جيتثداتا (رمز، ستارتات، إنديت) وكنت وضعت للتو التعليمات البرمجية الخاصة بك أن سكور قبالة وجلب من قاعدة البيانات الخاصة بك أو أي مصدر كنت تفضل ذلك. سهل.


الفرق الرئيسي هو ما يحدث للبيانات بعد دل الخاص بك. سوف ويلثلاب نسأل دل الخاص بك لتقديم بيانات جديدة في كل مرة يحتاج التطبيق ذلك. في كل مرة تقوم بفتح مخطط أو تشغيل محاكاة، دل سوف تكون ازعجت.


رايتيدج من ناحية أخرى لديها تخزين البيانات الأمثل الخاصة بك. عندما دل الخاص بك بإرجاع البيانات، سوف ريتدج وضعه في تخزين البيانات. عند طلب رسم بياني أو إجراء سيم، سوف تحصل ريتيدج على البيانات من هناك. أسرع وأكثر كفاءة، ولكن يمكن أن يؤدي إلى ازدواجية البيانات والصيانة القضايا.


حل بلدي هو مسح تخزين البيانات يوميا واستبدالها مع بيانات جديدة من مصدر بلدي الأساسي (بلدي في منزل ميسكل). ويتجنب ذلك مسائل ازدواجية البيانات والتناقضات. أفعل هذا مع البرمجة النصية بسيطة، وذلك باستخدام ملف الخفافيش القديمة الجيدة.


كتابة محول البيانات الخاصة بك يتطلب بعض المعرفة C # الأساسية. مجرد. تعلم. ذلك.


نمذجة المحفظة.


هنا نبدأ ضرب الضعف الأول من ويالثلاب. ومن الواضح أن بنية ويالث لاب لم تبنى لاختبار المحفظة. ومن الواضح جدا أن هذا كان بعد الفكر. ويالث لاب يعالج أداة واحدة في وقت واحد، ويذهب كل يوم لهذا الصك قبل الانتقال إلى الصك التالي. هذه ليست الطريقة التي يعمل بها العالم الحقيقي. وله دلالة مؤسفة على أن منطق التداول نفسه لا يدرك تماما أي شيء يحدث لأدوات أخرى. وهي لا تعرف حيازات الحافظة الحالية أو حتى قيمة المحفظة. وكيف يمكن ذلك، نظرا لأن جميع الصكوك لم تتم معالجتها بعد.


ويالث لاب يتكرر الحانات في ل / الحلقة التالية. وهذا من المرجح أن صدمة المبرمجين. هنا كيفية عمل العملية ل ويالثلاب:


نعم، هذا يبدو بدائيا تماما & # 8230؛


ومن ناحية أخرى، فإن التنفيذ الصحيح والحديث. انها مدفوعة الحدث، معالجة كل شريط كما يأتي في. وهذا يعمل بنفس الطريقة سواء كنت تستخدم البيانات اليومية ثابتة أو ديناميكية تدفق خلال الوقت الحقيقي. طريقة رايتدج تبدو أكثر منطقية. ويسمى نيوبار في كل مرة يأتي شريط جديد في، مهما كان تردد قد يكون.


وهذا يعني أيضا أن ويالثلاب لديه إمكانية خطيرة للتطفل البيانات. عندما تكون & # 8217؛ في تلك الحلقة، لديك حق الوصول إلى جميع البيانات. هل يمكن أن تقرأ فقط سلسلة كاملة. إذا كان شريط المتغير في ل / الحلقة التالية أعلاه 5، هل يمكن أن تحقق ما شريط 6 أو 7 أو 500 يحمل. يمكنك قراءة المستقبل. يمكنك أيضا التجارة في المستقبل في ويالثلاب. أو الماضي.


رايتيدج ليست على علم بأي بيانات لن تكون على علم بها في الواقع. عندما يأتي نيوبار في 10 يونيو 2018، لديك أي وسيلة للوصول إلى البيانات اعتبارا من 11 يونيو. أنت أيضا لا يمكن التجارة على الأسعار الماضية أو على الأسعار في المستقبل. يمكنك التداول الآن، أو يمكنك تعيين أوامر الحد / وقف. كما هو الحال في الحياة الحقيقية. وهذا يتجنب الأخطاء الشائعة جدا للتجارة على المعلومات التي لم تكن متوفرة في الواقع.


موضع التحجيم.


كل موقف التحجيم ألغوس شحنها مع منصات محاكاة سيئة. دون & # 8217؛ ر استخدامها. بناء بنفسك ليست صعبة. حسنا، هو في ويالثلاب.


دع & # 8217؛ ق أقول كنت تريد أن تفعل بعض بسيطة مستوى محفظة التحجيم ألغو. اتخاذ التحجيم أتر الكلاسيكية، نمط السلاحف. الرياضيات سهلة. كنت تأخذ فقط أتر الحالي كبديل ل فولا وحجم موقفكم لديك بعض المخاطر مستوى محفظة. هناك مشكلة واحدة فقط. لهذا الحساب بسيطة، تحتاج إلى معرفة قيمة المحفظة. الآن، من الواضح، الطريقة التي ويثلاب لاب يتكرر أداة واحدة في وقت واحد، وفاز رمز الخاص بك & # 8217؛ ر الحصول على تلك المعلومات. في الوقت الذي تقوم فيه التعليمات البرمجية بعمل التجارة، فإنه لم يعالج أدوات أخرى، وبالتالي فإن قيمة المحفظة غير معروفة.


ويالث لاب أولا يعيد جميع الصكوك كما هو مبين أعلاه، يسجل عندما نحن & # 8217؛ من المفترض أن تشتري وبيع، وأول عندما هو & # 8217؛ القيام به مع كل ذلك، فإنه يعود إلى معرفة عدد الأسهم / عقود لشراء أو يبيع. البشعة.


في ويالثلاب لديك لجعل الموقف الخاص بك التحجيم دل. نعم، أنت غير قادر على تغيير بشكل صحيح أحجام الموقف في التطبيق وعليك أن برمجة دل الخاص بك في فيسوال ستوديو فقط لتعيين حجم الموقف. مجرد فوضى، إيسن & # 8217؛ ر ذلك. أنا جعلت تقلب الموقف تعديل حجم منذ فترة وجيزة ونشرت مع شفرة المصدر الكامل هنا: التجار / مخزن / تقلب القائم على موقف-الحجم-لل-الثروة /


فماذا عن ريتدج؟ الشيء نفسه الذي يحتاج إلى القيام به في ملحق دل معقدة ل ويالثلاب يمكن القيام به في سطر واحد من التعليمات البرمجية ل ريتدج. لا حاجة للحلول القبيحة، منذ رايتدج تنفيذ محرك البيانات الحق من البداية.


العملات.


إذا كنت ترغب في القيام بعمل محاكاة خطيرة، تحتاج إلى حساب للعملات. وأنا لا يعني تداول العملات، أعني إحالة العملة. إذا كنت تتعامل في الأسهم الدولية، سوف يكون لديك تعرض العملات على المراكز المفتوحة في الأسواق الخارجية. بالنسبة للعقود الآجلة فإنه أقل من ذلك بالطبع. هناك لديك فقط التعرض فكس على الخاص P٪ مفتوحة L. ومع ذلك، تحتاج إلى التعامل مع هذه المشكلة.


ريتدج يفعل ذلك واقعيا مرة أخرى. يمكنك وضع علامة على كل أداة مع العملة الأساسية، وتوفير سلسلة زمنية لترجمات العملات، تعيين العملة الأساسية حسابك وسيتم محاكاة الخاص بك بشكل صحيح. بالتأكيد، وثائق لكيفية القيام بذلك هو نقص قليلا، لكنه لا يزال يعمل بشكل جيد. نعم، إذا كنت علة لي بما فيه الكفاية أنا & # 8217؛ ليرة لبنانية إرسال البرنامج التعليمي لكيفية استخدام هذه الميزة.


أما بالنسبة لل ويالث لاب، ومع ذلك، فهناك عملة واحدة فقط. هناك ببساطة أي وسيلة لحل هذه المشكلة ل ويالثلاب. يجب أن تكون جميع أدواتك في نفس العملة، أو أنك ستنتهي بخطأ كبير ولكن غير مرئي.


سياسة الأسعار والمبيعات.


ويالث لاب تكاليف 800 $ مقدما ولها رسوم الصيانة السنوية من 150 $. مقارنة مع العديد من المنافسين، والتسعير هو بعيد جدا. المشكلة الوحيدة هي أنه إذا كنت تعيش في أمريكا الشمالية، أنت & # 8217؛ يسمح فقط لشراء هذا المنتج إذا كان لديك حساب مع الإخلاص. هذا & # 8217؛ ق قيدا جدا.


ريتدج غير منتسبة مع البنوك أو السماسرة، وليس له رسوم سنوية. لا يكلف سوى 500 دولار مرة واحدة. في الواقع، أنت & # 8217؛ ليرة لبنانية الحصول على خصم 50 دولارا على ذلك إذا كنت تستخدم رمز القسيمة ترادرسبلاس أو نقول لهم العبارة السحرية كلينو أرسلت لي.


قابلية التوسع.


ويالث لاب ليس نظاما سيئا لنمذجة سريعة وقذرة. ومن السهل جدا الحصول على شيء فعلت بسرعة ومجرد محاولة كيف يبدو. انها & # 8217؛ ق ليس في رأيي نظام جيد للخدمة الثقيلة، الاشياء العالم الحقيقي على الرغم من.


لقد حاولت تنفيذ نماذج معقدة للغاية على كلا المنصتين، وأنه من الواضح جدا أن ويالثلاب تكافح من حيث الأداء الوظيفي والأداء.


هنا مثال على استراتيجية تشغيلها يوميا على رايتدج:


نموذج اقتناء أسهم الزخم في الأسهم. ينظر أكثر من 4 & # 8217؛ 000 الأسهم في جميع الدول المتقدمة، بما في ذلك الأسهم الملغاة. الشيكات التي الأسهم هي جزء من فهرس معين قائمة المكونات في أي وقت وتداول تلك فقط. يصنف جميع الأسهم التي كانت في المؤشر في يوم تداول معين على مجموعة معقدة من المعايير. تنفيذ المنطق طبقات، وتتبع أي طبقة الأسهم هو جزء من، استنادا إلى الترتيب. يحدد حدود المحفظة من حيث الطبقات، والتوزيع الجغرافي، وتخصيص القطاع الخ يبني تلقائيا محفظة واقعية من أفضل الأسهم، في إطار القيود تخصيص مجموعة. إعادة التوازن المستمر للمخاطر والالتزام بقيود التخصيص.


استغرق القيام بذلك في رايتدج بعض الوقت والترميز، ولكن لم تكن هناك أي مشاكل تقنية. في ويالث لاب، ركضت إلى جدار سريع جدا. عدة جدران. في النهاية، فقط للحصول على منصة الثانية الذهاب، واضطررت الى وضع الكثير من المنطق داخل خادم قاعدة البيانات، كما ويالثلاب فقط كانن & # 8217؛ ر التعامل مع شيء من هذا القبيل.


هل يمكنني الحصول على أموال مقابل بيع هذه الأنظمة الأساسية؟


لا، على الأقل ليس بعد.


اتصلت بشركتي لمعرفة ما إذا كان يمكنني التوصل إلى اتفاق معهم. كنت أوصي لهم على أي حال، فلماذا لا. كان اقتراحي هو أن يقدموا خصما للأشخاص الذين أشير إليهم وأنهم يعطونني شيئا قليلا في المقابل. دانيال في رايتدج وافق بسرعة وعرضت 50 $ الخصم للمستخدمين الذين يدخلون رمز القسيمة & # 8216؛ ترادرسبلاس & # 8216؛ عند الطلب. أحصل على نفس المبلغ نفسي. حتى الآن، لا أحد يستخدم فعلا أن رمز القسيمة. أعرف أن الناس اشتروا بعد أن أوصيتهم، ولكن حتى الآن أنهم جميعا نسيت أن أدخل هذا الرمز & # 8230؛ اوه حسناً.


و ويالثلاب؟ حسنا .. فهي منظمة أكبر قليلا والتي يمكن أن ينظر إليها في ردودهم على هذه الطلبات. استغرق الأمر بضعة أشهر بالنسبة لهم للعودة لي، ثم جاءوا مع اقتراح العداد. واقترحوا أن أغير نموذج عملي. واقترحوا أن أصبح مزودا بدوام كامل على الانترنت مزود ندوة، والقيام بدورات تدريبية حول كيفية استخدام برامجهم. هم .. حسنا، انها & # 8217؛ ق جيدة أن أعرف أن لدي خيارات في حالة أنا تفجير صناديق التحوط بلدي.


استنتاج.


إذا كنت ترغب في أن تكون جزءا من مجال التداول المنهجي، فعل الأمور بشكل صحيح. دون & # 8217؛ ر جعل نصف حلول أسيد. ويالث لاب هو دواء بوابة جيدة للبدء مع، ولكن رايتيدج هو الأشياء الجيدة. وجود منصتين ليست فكرة سيئة إذا كان لديك الوقت والصبر لذلك، ولكن إذا ذهبت مع واحد اقتراحي هو ريتيدج.


الإبداع مهم في هذا المجال. الخروج مع فكرة عقول الشعر واختبار ذلك. أحيانا الغريب من فكرة مربع قد يؤدي في الواقع إلى انفراجة ضخمة. إذا عثرت على منصة محاكاة لا تسمح لك بأن تكون مبدعا بالكامل، فلديك مشكلة. ثم أنت & # 8217؛ تمسك تنفيذ نماذج التحليل الفني عصر الحجر.


مقالات ذات صلة.


كيف تصبح تاجر المهنية.


فصل المراكز من المخصصات.


لماذا تركت إدارة مريحة الوظيفي.


الشروع في العمل مع بيثون موديلينغ & # 8211؛ جعل نموذج الزخم الإنصاف.


29 يناير 2017.


وهناك نوع مختلف جدا من الاتجاه الاتجاه.


28 نوفمبر 2018.


نورغيت داتا فور ريتيدج ريفيو.


129 تعليقات.


شكرا، حقا جديرة بالاهتمام & # 8211؛ I & # 8217؛ م في المراحل الأولى من النظر في هذا & # 8211؛ هل لديك أي رأي حول كوانكونيكت أو نينجاترادر ​​/؟


أسمع أشياء جيدة عن نينجاترادر، ولكن أنا لم تستخدمه. أود أن ألقي نظرة فاحصة قريبا.


أنا & # 8217؛ م لست متأكدا حتى عن كوانتكونيكت على الرغم من. ما هو هناك لكسب من الانتقال إلى المتصفح؟ كل ما تنجزه هو فقدان السيطرة والمرونة. انها تكنولوجيا أنيقة و كودوس للرجال الذين جعلوا ذلك، ولكن أنا لا & # 8217؛ ر لماذا لماذا أي شخص يريد استخدام مثل هذا الحل.


يا أندرياس، لماذا استخدام كوانتكونيكت؟


& # 8211؛ لدينا 15 عاما القراد بيانات القرار فكس والأسهم وتنمو هذه المكتبة في كل وقت. ومجانا.


& # 8211؛ لدينا كومة سحابة موازية على نطاق واسع مما يسمح لك باكتست 5-10 سنوات من بيانات القراد في دقائق مقابل أيام. السماح بتكرار أسرع من أي وقت مضى.


& # 8211؛ لها الأصلي C # & # 8211؛ بلا حدود الموسعة وقوية. هناك & # 8217؛ ق القيود لغة الصفر على عكس النينجا أو تراديستاتيون. لا توجد وسيلة لفقدان المرونة.


& # 8211؛ لدينا المئات من خوارزميات المصادر المفتوحة الناس تقاسم للمجتمع للآخرين للتعلم والنمو من.


& # 8211؛ نحن نقدم كل شيء مجانا ونتطلع إلى نقد من إيرادات التداول مع السمسرة.


& # 8211؛ نحن نقدم مقدمات شراكة هيدجيفوندز عندما يولد الناس استراتيجيات مع أكثر من 3.0 شارب وأقل من 5٪ السحب. ضع مقياسا لاستراتيجيتك بمجرد حصولك على عمل واحد لتحقيق أقصى قدر من الأرباح.


& # 8211؛ نحن تجار خوارزمية وجعلنا كل خطأ مبتدئين ممكن قبل أن تبدأ استراتيجياتنا كسب المال. وبالنظر إلى هذا وبالنظر إلى كوانتس قضاء 90٪ من الوقت بناء المحرك عندما ينبغي أن تركز على استراتيجيتنا نعتقد أننا يمكن أن تساعد الناس على الوصول إلى السوق بشكل أسرع.


لديك 15 عاما من بيانات القراد؟ هم .. هذا & # 8217؛ s فعلا كبيرة جدا.


وعادة ما يكون الوصول إلى البيانات ضعيفا بعيدا عن متناول الغير بسبب التكاليف وصعوبات وضع اإلعداد المناسب لتحليل مستوى القراد.


يمكنك مشاركة حيث تأتي البيانات من؟ يمكن أن تكون بيانات القراد التنظيف صعبة كما تعلمون، لذلك سيكون من المثير للاهتمام أن تعرف من & # 8217؛ ق تزويده لك.


للحصول على بيانات القراد، أنا & # 8217؛ ليرة لبنانية إضافة لك إلى مواقع أنا مثل هنا.


كما ذكرت لك من قبل، جاريد، وأنا أحب ما كنت & # 8217؛ القيام به. لا يزال لدي بعض التحفظات حول الانتقال إلى متصفح، ولكنني لا أكون حقا جمهورك المستهدف. قد تكون منصة جيدة للآخرين.


فقط من الفضول المشبوه: إذا كان النظام الأساسي الخاص بك حقا قيود الصفر اللغة، ولها كل هذه البيانات قيمة القراد جدا قيمة، ما هو & # 8217؛ وقف لي من كتابة & # 8216؛ نظام التداول & # 8217؛ الذي في الواقع مجرد مقالب قاعدة البيانات الخاصة بك القراد إلى خادم بلدي؟


شكرا أندرياس، ونحن نقدم قائمة مصادرنا هنا: هتبس: // كوانكونيكت / البيانات لدينا القراد الصفقات تختتم الوقت إلى أقرب الثانية، والحانات التجارة على مستوى الثانية والدقيقة لجميع الأسهم 16،000 (أي التحيز البقاء على قيد الحياة).


كوانتكوت ديه خوارزميات الملكية لتنظيف البيانات & # 8211؛ أنها قبل تنظيفه وتعطينا الأدوات إلى الوراء ضبط البيانات للانقسامات وأرباح الأسهم.


ري-كوريوسيتي & # 8211؛ بل هو مصدر قلق ونحن & # 8217؛ كان لديك لإغلاق بضعة حسابات. نحن نراقب حركة المرور وسجلات، واقترح الاشتراك مع هويات حقيقية ولكن لحسن الحظ الناس قد الكثير من النزاهة.


اللعنة لك لإجبار لي على التساؤل بلدي مفاهيم مسبقة مريحة، جاريد! كنت محتوا تماما مع رفض الحل الخاص بك منذ البداية.


أنا & # 8217؛ م ليس مجموعتك المستهدفة، ولكن أنا & # 8217؛ م بدأت في التفكير أن الحل الخاص بك يمكن أن تكون في الواقع مثيرة جدا للاهتمام لكثير من الناس.


هنا & # 8217؛ s ما أراه الآن:


نقطة البيع الأساسية هي، أو يجب أن تكون، الوصول إلى البيانات. وبصرف النظر عننا التحوط الخنازير، عدد قليل جدا من الناس لديهم إمكانية الوصول إلى بيانات القراد أو بيانات توزيع الأرباح بشكل صحيح. (الانشقاقات والإجراءات كورب سهلة)


أن تكون قادرة على نموذج في مثل هذه البيئة يمكن أن تكون قيمة جدا للأشخاص خطيرة الذين يريدون اقتحام الأعمال التجارية، مطوري هواية والشركات التجارية الصغيرة وحتى للشركات الكبيرة باعتبارها بيئة رمل.


إذا كانت البيئة الخاصة بك تسمح فعلا لسرقة البيانات، من وجهة نظر تقنية، فإنه لا يبدو مرنة جدا. كنت قد توقعت بالطبع أن أقول أن هذا لم يكن ممكنا، وبالتالي ينفي بيانك السابق حول صفر القيود & # 8230؛


حسنا، جاريد، أنت & # 8217؛ تبدأ في إقناع لي أن كوانتكونيكت قد تكون في الواقع جيدة حقا.


أندرياس & # 8211؛ شكرا جزيلا لمقارنة مفصلة، ​​موثوقة وأحيانا روح الدعابة من ريتدج إلى ويالثلاب. وقد تم ذلك بشكل جيد. كما شخص ما & # 8217؛ ناضلت مؤخرا لتقييم كلا المنصات المسلحة مع مهارات الترميز فقر الدم فقط، تقديرك هو محل تقدير كبير.


التركيز الخاص بك على حافة ري (العقاب المقصود) في التعامل مع المحاكاة على مستوى المحفظة هو المفتاح. هذا قد يفسر، على سبيل المثال، لماذا حصلت على نتائج مختلفة على ري و ول تشغيل اثنين من أنظمة التداول شيدت بشكل مماثل باستخدام نفس البيانات وقواعد إدارة المال مطابقة. الفرق بينهما كان فقط 20-60 نقطة أساس & # 8212؛ ولكن لا يزال، بما فيه الكفاية لجعل لكم تقلق أن شيئا & # 8217؛ ق ليس صحيحا. شكرا لشرح ما هو & # 8217؛ s يحدث حقا تحت غطاء محرك السيارة.


أيضا، لاحظت شيئا آخر غريب مع ول & # 8212؛ إذا قمت بتشغيل نفس النظام الدقيق عدة مرات على التوالي، أنت & # 8217؛ d تحصل في بعض الأحيان نتائج المحاكاة مختلفة.


نعم، انها صحيح أن الفلسطينيين هناك (بما في ذلك لي) دون، حتى الآن، جيدة C # الترميز المهارات لن تكون قادرة على الاستفادة من ري لأي شيء آخر غير الأساسية جدا اختبار النظم. ومع ذلك، أنا & # 8217؛ م التخمين أن العديد من هناك لا تزال تفضل لتجاوز ول تماما واستخدام ري باعتبارها النظم الأولية اختبار البيئة & # 8212؛ حتى مع تقدم مهاراتهم في الترميز.


نقطة مضيئة واحدة هي كيف يضمن ري أن رمز اختبار النظام هو نفسه & # 8212؛ سواء كنت & # 8217؛ إعادة إنشاء في السحب والإفلات، أو بلغة. وهذا يسمح للمستخدم ري جديد & # 8212؛ الذي & # 8217؛ s تكافح لإصلاح مشكلة باستخدام دند واجهة المستخدم الرسومية & # 8212؛ لمجرد سد العجز في وتشغيل بعض التعليمات البرمجية التي بنيت خصيصا التي تقدمها أعضاء المنتدى ري الأخرى. في المقابل، داخل ول، أنا & # 8217؛ لم تكن قادرة على الحصول على هذا للعمل بشكل متسق.


يبقى أن نرى إذا & # 8212؛ وعندما & # 8212؛ سوف ريتدج تكون قادرة على جعل تطبيقه أكثر ملاءمة للمستخدمين دون التملص أسفل التطبيق & # 8217؛ ق مرونة هائلة والقوة. لا أعرف إذا كان هذا فعلا يستحق المخاطرة & # 8212؛ ولكن إذا كانت ناجحة في هذا، فإنه سيؤدي إلى قاعدة أكبر بكثير من المستخدمين، والتي من شأنها أن تعود بالفائدة على الجميع.


بشكل منفصل، أنا & أمب؛ 8217؛ م أخذ مجموعة لشراء أندرياس تي شيرت الذي يقرأ & # 8220؛ لا أحد يضع كلينو في الزاوية! & # 8221 ؛. الرجاء الاتصال بي لمزيد من التفاصيل.


ماذا تقصد، أحيانا.


هاها. حافظ على عملك اليومي.


ها! كنت أعتقد أن لدي وظيفة اليوم!


هذا هو السلوك المتوقع فعلا في الثروة. يحدث ذلك عند إنشاء أوامر متعددة في نفس الوقت ولكن لا تملك الأسهم لتنفيذها جميعا. ثم عشوائيا أي أوامر لاتخاذ. الطريقة التي تجنب هذا هو تحديد الترتيب للأوامر في وقت واحد ثم سوف تحصل على نتائج متسقة لكل اختبار الظهر.


صحيح. اعتدت أن أفعل ذلك بالضبط عندما كنت تستخدم ري لنمذجة الأسهم منذ سنوات عديدة. حساب قيمة الترتيب واستخدام ذلك لتحديد أولويات الصفقات.


أتمنى لو كنت قد كتبت هذا العام قبل ذلك.


أنا أيضا جاء إلى الاستنتاج كما كنت أن معظم سو المتاحة لا تسمح لك أن تفعل ما تريد استراتيجية للقيام به. لجعل الأمور أسوأ، أنا أفضل لاستخدام لينكس مما يقلل من اختياراتك لا شيء.


بدأت بناء جهاز محاكاة، واختبار الظهر وإدارة محفظة أداة باستخدام بايثون واستخدام الباندا (بيثون لمكتبة تحليل البيانات) للقيام معظم الترميز. حتى الان جيدة جدا. أنا بدأت للتو دمج العقود الآجلة، ونأمل، وأنا سوف الانتهاء منه قريبا.


ومع ذلك، بعد قراءة مقالك، أشعر أنني ارتكبت خطأ واحد. تماما مثل ثينكلاب، أعمل على تشغيل إستراتيجيتي & # 8220؛ & # 8221؛ على كل أداة على المدى المطلوب من التاريخ (ل باكتستينغ) ومن ثم بناء محفظة للأدوات التي أثارت. اعتقدت أن هذا كان أسرع لسبب ما. حسنا، هو ما هو عليه الآن، ولكن سوف أبقي في ذهني ما كنت قد المدونات أثناء بناء النظام المقبل.


شكرا للكتابة.


قبل بضعة أشهر، بعد قراءة كتابك، قررت شراء رخصة ماتلاب كخطوة دخول، لأن النسخة المنزلية رخيصة جدا وهناك الكثير من الوثائق المتاحة للمطورين، مما يقلل من خطر التعلق وقتا طويلا، في محاولة لبرمجة أداة للقيام بما تريد.


ريتدج تبدو قوية حقا ومناسبة كحل طويل الأجل، ومع ذلك وجدت بعض الاستعراض السلبي حول نوعية وثائق المستخدم، لذلك أخشى منحنى التعلم قد تكون شديدة الانحدار في البداية.


في تجربتك، كيف هي نوعية المواد النامية مع رايتيدج؟ وبصرف النظر عن القضايا C # البرمجة، عند البدء من الصفر، يمكنك الاعتماد فقط على وثائق المستخدم والأمثلة رمز المتاحة على الخط؟


الوثائق ليست كبيرة، ولكن المشكلة الأكبر هي من حيث التوقعات.


معظم تجار التجزئة تستخدم لكونها عقدت من قبل برامج المحاكاة. نقطة وانقر، طريقة سريعة وسهلة للقيام بهذه الأمور. تم بناء ريتدج بوضوح للأشخاص الذين يرتاحون مع بيئة نوع المترجم.


ريتيدج لا يحاول أن يعلمك كيف يعمل C #. فهو يوفر لك نموذج الكائن ويسقط لك في نهاية عميقة. هناك & # 8217؛ s لا محاولة لإرشادك عن الاختلافات بين استخدام مصفوفة، جديلة، كومة، قاموس، إليست الخ. أن نكون منصفين، لا & # 8217؛ ر أعتقد أنه من مسؤولية ريتدج لتعليم C #.


هناك مثال الأنظمة المدرجة فضلا عن المكونات الإضافية عينة لأشياء مختلفة. وسوف تخيف الناس الذين لا يعرفون أي شيء عن البرمجة وليسوا على استعداد للتعلم، ولكن إذا كنت & # 8217؛ على دراية أساسيات استخدام فيسوال ستوديو، أنت & # 8217؛ ليرة لبنانية يكون الحق في المنزل.


أنا تشمل أمثلة التعليمات البرمجية العادية في تقريري التحليل الأسبوعي أيضا، مع حلول نوع الحياة الحقيقية.


مادة كبيرة أندرياس.


أنا أتساءل الفكر، يمكنك حقا أن تفعل أي شيء مع رايتيدج؟ واسمحوا & # 8217؛ ق يقول أنا أريد أن استخدام بعض باري المكتبة الإحصائية الثالثة، ربما تشغيل غارتش أو شيء، كرر ذلك عدة مرات مع متفاوتة المعلمات ومن ثم مؤامرة النتائج كدالة المعلمات مع بعض باري ثالث مكتبة الرسم البياني، القيام ببعض مونت كارلو ويدير وبعد ذلك وضع بعض إدارة المخاطر المتطورة على رأس كل ذلك، وتحسين المعلمات لذلك، وما يمكن أن تفعل أشياء من هذا القبيل مع رايتيدج؟ هي خيارات لا حدود لها حقا طالما كنت تعرف كيفية رمز؟


نعم، أعتقد أنك يمكن أن تفعل أي شيء. بطبيعة الحال، إذا كنت تحصل في الأشياء المتطرفة حقا، قد ينتهي بك الأمر باستخدام القليل جدا من التطبيق الأصلي أن تبدأ السؤال لماذا لم 's بنيت من الصفر & # 8230؛


إذا كنت تفضل ذلك، يمكنك عرض ريتيدج مجرد مجموعة من المكتبات. يمكنك أن تفعل استراتيجيتك بأكملها في فيسوال ستوديو إذا أردت، مجرد الرجوع إلى ليبس ري. اختيار الاشياء التي تريد، مثل المحرك سلسلة الوقت الأساسية، وبناء الحل الخاص بك من حوله.


ما يجب وصفه من الممكن أن يكون ممكنا في تطبيقات إيد. إما بناء كل شيء الحق في هناك، أو جعل المساعد دل لرعاية بعض الواجبات. أنا في كثير من الأحيان بناء هذه دلز المساعد للراحة.


جيد. إنه & # 8217؛ s دائما لطيفة أن نعرف أن الخيار هناك إذا لزم الأمر. كتابة الأشياء الخاصة بك من الصفر يمكن أن تكون مضيعة للوقت وعرضة للخطأ وربما لا يستحق ذلك (بالنظر إلى ثمن ريتدج)، إلا إذا كنت في، كما كنت وضعت، والأشياء المتطرفة حقا.


مرة أخرى، شكرا لك على أخذ الوقت لكتابة هذا. انها كبيرة لسماع كيف المهنية يفعل ذلك. لقد رسمت كيف كنت أود أن تطوير نظام بلدي، ولقد اخترت أن تبدأ على الأقل مع الثعبان والمكتبات المرتبطة (مجانا مقارنة مع 500 $) لبناء إطار المحاكاة بلدي. يمكنني بسهولة سحب البيانات من قاعدة بيانات، رمز حتى إشارات، تتبع المواقف وإدارة المخاطر في صفائف نامبي. هل لا تزال توصي شيء مثل ريتدج على إطار مخصص في الثعبان (أو ماتلاب إذا كنت ترغب في إنفاق المال)؟


أيضا، اعتقدت كتابك كان رائعا. ربما تم الإجابة على هذه الأسئلة في مكان ما بالفعل، ولكن أنا & # 8217؛ م مهتما في سماع المزيد عن الخلفية والتقدم الوظيفي. أيضا، يبدو كما لو أن الاتجاه التالي الرسوم يتم ضغط وتقدم أكثر وأكثر كمنتجات التجزئة. ما هي وجهات نظركم حول مستقبل هذه الصناعة؟


شكرا، J. العديد من صناديق التحوط بناء الأطر الخاصة بهم من الصفر. ومن المنطقي إذا كان لديك ميزانية لذلك. إذا كنت تاجر التجزئة أو أصغر تاجر المؤسسات، فإنه من الصعب تبرير الوقت تنفق على بناء والحفاظ على هذا الحل على الرغم من.


من حيث التكنولوجيا، أنا & # 8217؛ م الملحد تماما. أبحث عن حلول عملية فقط. C # يجعل من المنطقي بالنسبة لي في بيئتي، ولكن هناك العديد من الخيارات الصحيحة من البيئات. ضع في اعتبارك الوقت الذي ستنفق فيه كلا من البناء والحفاظ عليه على الرغم من ذلك. انها & # 8217؛ ق ربما لا يستحق إنقاذ بضع مئات، إلا إذا كان بالطبع متعة الترميز هو جزء من الدافع الخاص بك.


خلفيتي هي واحدة غير عادية. ربما أنا & # 8217؛ ليرة لبنانية كتابة بعض اليوم عن تجربة مذهلة ومسار غير المحتمل أنا & # 8217؛ لقد تم المشي. القصة قد تجعل في الواقع لكتاب جيد، إذا كنت سوف تتحول إلى أن تكون قادرة على كتابة كتاب حقيقي في الواقع. وبالنسبة لك جميعا الذين سقطوا فقط من الكراسي الخاصة بك (أو الجاهزة بنادقكم) دون & # 8217؛ ر تقلق كثيرا. أنا & # 8217؛ ليرة لبنانية إبقاء الأسماء الخاصة بك من ذلك & # 8230؛


العمل يتغير بالتأكيد. والأهم من ذلك، أن الأنظمة تخلق حواجز ضخمة أمام الدخول وتعوق اللاعبين الصغار. فالاستراتيجيات تزداد تعقيدا مع توطيد الأصول مع عدد قليل من اللاعبين الكبار. وأصبحت استراتيجيات تكاثر منخفضة التكلفة متاحة، مما يضغط على مديري استراتيجية واحدة. العالم يتغير ونحن معه. أولئك الذين لا & # 8217؛ ر، يذهب الطريق من دودو.


الكود & # 8221؛ كلينو سينت مي & # 8221؛ ديدن & # 8217؛ ر العمل! 😉 (لذا اعتدت على التجار بدلا من ذلك


ما يكفي من النكات. أنا حقا أحب الطريقة التي تظهر لي كما بعد عمل المتداول رؤى في عمل الموالية. أنها تلهم إلى حد كبير ويحسن كل من تفكيري والتداول بلدي. آمل أن تكونوا هنا بعض المزيد من الوقت!


على أي حال، اضطررت للانتقال من بلدي البرامج التجارية القديمة كما كان محدودا جدا. سعيد حصلت على كتابك في اللحظة المناسبة، تعتبر كلا، ول و ري واشترى ول لأنني حصلت على سهولة الوصول إليها (المستخدم ودية). لا يزال الشعور على الرغم من أن ري هو أكثر & # 8220؛ التداول & # 8221 ؛،


أنا أتعلم الحبال مع C # الآن & # 8230؛ وبعد قراءة مقالك تعتبر ري مرة أخرى & # 8211؛ وشرائها فقط. أنا أقدر كثيرا ما فعلت بالفعل لتسهيل منحنى التعلم معها ولكن إذا كنت تستطيع تحمل بعض الوقت ولها المزيد من الأفكار & # 8211؛ إبقاء & # 8217؛ م القادمة!


راجع للشغل: بدء البحث عن الكتاب الثاني من قبل الكاتب أندرياس كلينو. كما أحب النمط الذي تكتبه، أراهن أن هذا سيكون عظيم كما قرأت واحدة الفعلية.


I & # 8217؛ ليرة لبنانية القيام ببعض المزيد من الوظائف في وقت لاحق حول كيفية جعل الأنظمة والمكونات الإضافية في رايتدج. أنا أيضا تخطط لتشمل المزيد من النظم الكاملة وتصميم الأفكار مع رمز ريتيدج في تقريري البحثي الأسبوعي. هل ذكرت أنني أقدم تقريرا بحثيا أسبوعيا؟ وأنه يمكنك الاشتراك هنا؟ followingthetrend / clenow الآجلة الاستخبارات /


I & # 8217؛ ليرة لبنانية ربما القيام كتاب الثاني عاجلا أو آجلا. يستغرق وقتا طويلا لكتابة واحدة على الرغم من & # 8230؛ I & # 8217؛ م التفكير في الدخول في استراتيجيات الأسهم مع كتاب المتابعة. ويزداد التعقيد بشكل ملحوظ في هذا المجال، ولكن لسبب ما يبدو أن معظم الناس يتخطىون ذلك. التعامل مع الأرباح، الناجي-- سفينة التحيز الخ يفتح كل جديد من الديدان.


أ. أحب كتابك.


B. I have a license for Ami-Brioker that I have let expire and am contemplating the upgrade. Do you have any insights to possible short comings of that platform? Would this product be a comparable to WealthLab for a back up to RightEdge?


Thanks in advance for your response.


Thanks, Brian. I never used AmiBroker, but I know some people who do. Nick Radge (https://thechartist. au/) for instance loves it.


My understanding is that it uses some proprietary scripting language, and for me that’s a deal breaker. It might not be for everyone of course, depending on what you need.


I never used it, so I might be wrong here, but it seems to me as if AmiBroker is a pretty strong platform. The core weakness is likely that it seems to be a closed platform, which triggers an allergic reaction for me. If anyone reading this has interesting experiences to share, please chip in.


I got your book, just starting to read it. Any thoughts on developing on Seertrading, Multicharts, Tradestation, Ninjatrader, Trading Blox or Trade Navigator?


Also, what is the name of the hedge fund you manage?


I’ve got limited experience of them. You can’t try them all, or you’d spend all your time learning and testing new platforms.


Seer Trading: Never heard of it. R integration seems interesting though. The native multi system simulation seems interesting as well. Seems like you have to use FXCM or IB though, which is a huge negative.


TradingBlox: Seems to have very good functionality built in. Too closed platform for my taste. Extremely overpriced. Who pays $4,000 for retail trading software?


MultiCharts: Looks quite interesting. Over priced, but a little less extreme than TradingBlox. Hard to tell from the docs if it can do complex tasks or not. Built in Bloomie real time adapter is a nice extra.


TradeStation: Last time I used this, admittedly some years ago, it was strictly low end retail. I’d be very surprised if they managed to enter the field of complex portfolio simulations.


NinjaTrader: Seems ok and I know people who use it. A worrying phrase in the docs is “C# based NinjaScript”, which makes me worry. Either its real C#, or its a proprietary scripting language similar to a real language. And I’m allergic to scripting languages.


TradeNavigator: Never heard of it. Doesn’t look promising from their own marketing: “Unlike other analysis platforms that use Pascal, C# and Java, Trade Navigator uses English and simple math symbols to allow for easy implementation of strategies”. That seems to say “We think you’re an idiot who don’t understand computers or simulations”.


My funds: The only fund I manage that open for new investments is the Globalanced Systematic Fund. I very deliberately avoid mentioning my asset management business on this website, as regulations around hedge fund marketing are getting very strict and I don’t want this website seen by regulators as fund distribution.


I use Trade Navigator and my experience using it has been excellent. I’ve been using it for 2 years now. I do not use overly complicated functions but for what I use it for it has been fantastic. I am technical trader, use of EMA’s and support and resistance in the futures, forex and CFD markets.


I know one of the best futures traders in the world ( Peter L Brandt) uses their platform…that’s where I learned of them.


Hi Andreas, hi all,


1.) Absolutely outstanding book you’ve written, Andreas. Many thanks for writing it.


2.) AmiBroker: When reading the part about Wealth Labs’s portfolio-level testing, you could as well described AmiBroker portfolio testing.


As with Wealth Lab, the portfolio-level testing part has been added late in AB’s development (the old – individual instrument-based – backtester is even still there as an alternative). So as with WL – two separate runs, the first one calculating the entry - end exit-signals within the single instrument’s array (AB is heavily array-based), the second one doing all portfolio-based calculations (position sizing, etc).


Thus, the first run (the one in which your “normal” code is run) has no clue about all portfolio-based variables (equity, cash, etc), the second – porfolio-based – run (that can be accessed via AmiBroker’s “Custom Backtester Interface” – which AmiBroker’s manual regards as “the advanced stuff”, and which is a completely separate part of code within the main code file) has no clue what instruments are or have been processed. So the difficulties come in when a calculation needs information from both of these runs (i. e. position sizing, risk management, etc).


Of course there are ways for solving this. The easy ones are fixed functions like “SetPostionSize()” which bridge the gap between the first & the second run with some simple out-of-the-box position sizing algorithms which are rather inflexible, the more complex ones involve many rather awkward & errorprone workarounds.


If you have a knack for slightly more complex position sizing & risk management algorithms, AmiBroker can be a real pain in the a**.


The favorite sentence from AmiBroker’s developer is that “you can do *everything* with AmiBroker”. While this might be true, oftentimes the process of reaching an often rather simple goal is surprisingly and unnecessarily complicated, error-prone, time-consuming, and in the end frustrating.


On the other hand, primarily because of AB’s heavy use of arrays (generally, you don’t loop through the bars, but rather manipulate the complete e. g. price array of a given instrument with one single function), it’s very easy to code indicators, scans, and quantitative research (the kind Cesar Alvarez or Quantifiable Edges’ Rob Hanna does). But imho it’s really not ideal in the way of efficient for serious portfolio-level system backtesting.


Thanks, Torsten! Excellent write-up on Amibroker.


I’ve got a couple of people I trust who are urging me to try out AmiBroker, so I might have to test it myself. It sounds very much like they’ve landed in the same trap as WealthLab though.


One thing that puzzles me is that people I trust are claiming that AmiBroker has a built in method for only considering stocks that were part of a given index at a given date back in time. Taking historical index constituents joiners/leavers info into account. I’ve got a pretty complex solution for that myself, so I’m quite curious if this is really solved by Ami.


The position sizing and risk management mess created by the dual run hack makes it a non-starter for heavy duty work though. Still, from what I hear, it sounds like a good competitor to WL. I’ll have to give it a spin soon.


Funny enough, I replied to a thread on LinkedIn recently about C# trading platforms. A guy working for WealthLab quickly jumped in, assuring everyone that with their platform you can get rich in no time by spending just five minutes every evening at the computer. Amazing that they don’t just fire people dumb enough to make such claims in public. It reflects very poorly on their organization.


Historical index constituents: Yes – but it’s not really a build-in functionality of AmiBroker. I guess your friends are using the Norgate Premium Data database ( https://premiumdata/ ) – which currently is the database of choice for AB users (as it’s of good quality & nicely integrated into AB).


While the version of the database offered on Norgate’s site (v3.x) doesn’t have the historical index constituents functionality, the non-public alpha version of v4.x does (plus some more improvements). Norgate’s developers have written a plug-in for AmiBroker which adds a couple of historcial index constituents related new functions to AB’s scripting language (AFL).


While this version has been labeled “alpha” for several years now (don’t ask me why), generally it’s working pretty well. As a Norgate subscriber, you can just send them a message about being included as an alpha tester.


Speaking of Norgate, RightEdge sounds pretty promising, and I really would like to test-drive it sooner or later with Norgate’s database. But in order to do that, I obviously have to code a data plug-in. And coding plug-ins generally sounds somehow intimidating. While I’m sort of confident that I can learn C# (I coded assembly language as a hobby as a teenager), in order to play & learn with RightEdge, I need something to play with, i. ه. البيانات. For which in turn I need a data plug-in… Additionally, I guess one has to solve that historical index constituents thingy by oneself, as there’s no related plug-in for RightEdge as there is for AmiBroker (yet?).


Regarding AmiBroker, in order to get an overview of its concepts, you could just read the following pages of its manual:


Understanding how AFL works [concept of arrays in AB]:


Back-testing your trading ideas:


Pyramiding (scaling in/out) and mutliple currencies in the portfolio backtester:


Interesting, thanks. I’ll take a look at Norgate as well. My current data sources are priced beyond reach for retail traders and I’ve been searching for a good equity data provider accessible to retail.


As for plugins, data providers etc: RightEdge comes with enough sample code for most people to figure it out. Of course, you’ll need Visual Studio to make the compiled DLLs. If I like the Norgate data, I might even make an adapter and publish the code here. I’ll check with them if they have an API for the historical constituents data. Should be easy to make a RightEdge adapter for that too.


In my current solution, I’ve made a RightEdge indicator that shows 0 for days where the stock was not part of the specified index and 1 if it was in. The indicator queries my MySql db in the constructor and builds a time series out of it.


Ah, I think I found the Achilles heel of Norgate. They don’t adjust for dividends, nor do they provide dividends info. Oddly enough, they say that the reason for this is to “stay in sync” some index providers who don’t adjust for dividends… Sounds like a pretty poor excuse for not handling data properly.


In reality there are dividends which can greatly affect returns over time. Portfolio models using stock ranking and selection mechanisms will end up picking the wrong stocks without this info.


Not so fast :-). Both of these issues have been addressed in the alpha of v4.x (that’s what I’ve been refering to when speaking of “some more improvements”).


The plug-in has an “options” window where you can change the behavior regarding a) date padding and b) adjustments for corporate actions. While v3.x only adjusts for Capital Events and Special Cash Dividends, in v4.x you additionaly can choose to adjust for Ordinary Cash Dividends.


Historical dividend info is there as well; the Norgate plug-in puts it into the “Aux2” array for each symbol in AmiBroker.


Now it’s getting interesting! They really need to update their website with this info.


You’re welcome, Andreas. I would contact Richard Dale of Norgate – he’s pretty open to sensible suggestions.


I’ve asked them about supporting RightEdge some time ago, but they’ve never heard of it at that time (but obviously it’s been put on some “to-do” list).


بس & # 8211؛ just a personal observation: I am aware that AB has plenty of very happy users. But over time, I’ve got the impression that this user-base – apart from the basics – is not very interested in (dynamic) position sizing and more complex risk management (e. g. dynamic control of position risk, sector risk, portfolio risk, directional risk, etc). I. e. I’ve very rarely seen discussions (let alone code examples) about such topics within AmiBroker’s community. Personally, I’m very interested in those things, which probably is the reason why I tend to constantly run into walls with AB. Another topic would be multiple systems with AB. While I’ve seen several discussions about it, I’ve never seen a real solution (AB’s developer said it would be “possible”, though).


I just spoke with Richard at Norgate and I’m very positively surprised. Their low prices and quite horrible website set my expectations low, but they actually seem very professional and their data looks very interesting.


They seem to have some critical data that to my knowledge no other retail data provider holds. If they can deliver what they promise, they seem severely under priced.


I’m going to try out their data and if it all seems as good as it sounds, I’ll help them integrate it into RightEdge. I’ll report back with my findings later on…


Great to hear that, Andreas! I think I’ve made a good decision when choosing them as my data provider – imho they’re absolutely excellent.


Just don’t persuade them to increase their prices – we small-timers need some affordable quality data as well 😉


Also, it would be fantastic if you could help them integrating into RE. When one is just starting out on a new platform and/or programming language, having to do one of the harder things (i. e. coding plug-ins) right at the beginning is probably sort of challenging.


What about Matlab, or Matlab + C#? Since most trading ideas go nowhere, a fast prototyping language that is flexible seems ok.


إطلاقا. Matlab is just fine, when used by someone skilled in the platform. I know of at least one billion dollar hedge fund using Matlab as their main modelling platform.


Matlab might not be the most intuitive language environment for beginners of course. For those who already learnt Matlab during university studies, it’s a great platform to continue using.


I’m all for quick prototyping. Getting the job done is more important than getting all the details right from the start.


Thanks for the great book it’s now one of my favorite books.


I am new to systematic/strategic trading after going through your book I came to know about Rightedge. As of now for I been using Amibroker but I am currently working on developing my own automatic trading system. Currently bit confused and require a little help.


1st I am planning to buy rightedge , but as I still own Amibroker lifetime license I am not able to make the decision if should explore rightedge or continue with learn Amibroker AFL language (I do not really like the AFL codes).


2nd how an ideal algo system should look like.


قاعدة بيانات عن نظام منفصل ميسكل؟


For charting, strategies and backtesting rightedge or amibroker ?


Whats for Trade execution?


يمكنك الرجاء المساعدة.


I never used AmiBroker, but I hear it’s good if you’re not much into programming. I prefer standard architecture and strong APIs, so RightEdge is more for me.


Please tell the guys at RightEdge that I referred you, and you’ll get a discount. Use my coupon code, ‘tradersplace’. I get a small fee ($50), but more importantly the more people I refer the more they’ll listen to my improvement suggestions.


I’m planning on doing a post about my views on how to set up the infrastructure, databases etc. In brief, I get my data from various sources and have my own C# applications collect, standardize and push into a MySql. From there I make data adapters for RE to fetch data from my DB.


You can do execution straight from RE if you like. I don’t though. Mostly because I’m a control freak and I don’t want a computer to take over my executions. We execute everything manually here.


I guess you’re already in the process of evaluating Norgate – but at least for everyone else – Cesar has recently written a nice post on their “eternal alpha” software:


Hi Thorsten, i know this is almost two years since your post but as an AmiBroker user who is also interested portfolio management, dynamic position sizing and more complex risk management i was wondering if you stuck with AmiBroker?


If yes, I’d be happy to get in touch to discuss how to best use Amibroker for those purposes.


Hi Larry P, I am also very interested in this topic. You can contact me at jofnilsen@hotmail.


I truly enjoyed reading your book. It really made me curious to learn more about trading based on trend while at the same time focusing on volatility and diversification. However, your book focuses on the professional with an institutional investor base.


Personally, I find it hard pitching to investors a simulated result without any hard track record. Thus, I would like to ask you how a ‘newbie’ without any coding and future trading experience can become a ‘professional’ trader. In fact, one of the major hurdles is the small cash base in a retail portfolio.


I would like to implement strategies for my own personal retail portfolio resulting in sane, realistic investment returns. I would be interested in your opinion pertaining to starting in this field with a retail portfolio constraint by a low cash base while at the same time having no experience in this market. Is it possible to replicate your strategy i. e. with mini futures? And how to gain in a quick manner coding and future trading experience without allocating to much time in coding rather than in finding profitable strategies.


Again, I would like to point out that your book is superb and that it really motivated me.


With scandinavian greetings,


Getting in is tough. I’ve never taken the traditional route with anything, so I’m sure if my own path is of much help.


I generally believe that having a solid science background is very helpful. It’s more useful to have a degree in physics than in economics. I say that despite the fact that I have a degree in economics myself.


Since you’re in Europe, you could use CFDs to trade in smaller scale. It’s a little more expensive to trade, but would enable you to take smaller positions. Expect to lose money early on, so don’t trade big.


My view is that you need to have a good understanding of coding in order to be a systematic trader. You’d be helpless without it. This is the core of the business and if you don’t fully understand every detail, you’ll be at the mercy of others.


Overall, focus on the portfolio level. The idea of single systems for single markets is amateur world. You need to focus on overall portfolio returns, not on position or instrument level.


Thanks for the comparison of Wealtlab and RE, that is truly helpful!


At the moment I’m using several platforms to backtest my trading strategies (AmiBroker, Investox, Excel/VBA) and every platform has its limitations.


Especially in the area of risk based position sizing and portfolio back testing I came to the limits of Amibroker and Investox pretty fast, so I used good old Excel/VBA to program my future trading strategy.


Regarding Amibroker I totally agree with Thorstens statement. The tool might be capable of everything but sometimes you spend 3 days to achieve a rather simple objective and it is frustrating if you just want to test your trading ideas (e. g. ATR based position sizing in the custom level backtester).


At the moment I am taking a more detailed look at RightEdge and there are two topics I would appreciate your (and all others) opinion on, before switching platforms:


RightEdge Community: The RightEdge forum looks quite abandoned to me. There are a handful users and the developer discussing several topics. I understand you talked to the developers. Do they have a roadmap for the further development and maintenance of RightEdge?


Availability of plugins: I’m surprised that even standard data connections (e. g. metastock) are not part of the RightEdge installation. It seems that several users have the same issues and have developed plugins for themselves. Besides the Right Edge forum, do you know a place where users share their experience regarding plugin development or even share their plugins?


شكرا لمساعدتك!


I’m concerned as well with the low activity in the RightEdge forums and the lack of improvements and developments of the product.


I really like RightEdge. I think it’s a great piece of software and I’d gladly pay ten times the asking price for it. But, it’s not without worrying elements. It seems to have gone from a ‘real’ company to a hobby project. The developers are not focusing full time on this product, but rather have other jobs in the software industry and see RightEdge as a side revenue.


That makes RightEdge more of a boutique software. The current version, which came about around four years ago, is really good. It’s just a pity that they don’t continue and built upon it, making new versions.


The problem with the overly commercial competitor platforms is the opposite. They keep doing new versions, usually making them less useful for high-end developers and catering to the get-rich-quick retail crowd. Of course, that’s where the volume is for charting/systems software.


For me, the issues you point out are clearly a concern and something to be taken into account. It’s not however a showstopper for me.


As for a dedicated forum for high-end RightEdge developers, perhaps I should just start one. If there’s interest, I could set one up on this site. For such a forum to be useful though, we would need several people willing to contribute ideas and help answer questions. I’d be happy to help out, but I wouldn’t want it to become a “Q&A with Andreas”. It would have to be based on everyone helping out.


If there’s interest, I’d be happy to host such a site though.


As a long time user of another ‘comercial’ software I, I moved to WL / RE after I read your book. As I have a full time job, I am still in the learning stage with everything, the software, C# and programming my systems. Some things are trial and error but fort me this is where I learn the most for myself. I’d be happy to share and contribute (although it isn’t that much atm ;-).


If we can build a large enough base of eager traders, this could be a useful resource for all of us.


On a side note: I’d like to get an adress as I’d be glad to have signed my copy of your book. You may PM me if that is OK.


Hi Torsten, i know this is almost two years since your post but as an AmiBroker user who is also interested portfolio management, dynamic position sizing and more complex risk management i was wondering if you stuck with AmiBroker?


If yes, I’d be happy to get in touch to discuss how to best use Amibroker for those purposes.


I have been using RE since about day dot when it started and helped develop some of the ideas they have in there now. I am one of the old forum users who lingers around every now and then.


I also use it with Norgate data (metastock) so it can be done with a bit of work.


I like there platform for every reason Andreas lists but also agree it looks a bit abandoned at the moment.


I believe the biggest problem for RE is actually the low price. 500 once off, with no maintenance fees, means that there’s a limited economic upside for the developer. I’d much rather see a yearly fee of 500 bucks and a more active development cycle. I’ve told Daniel my view on that in the past.


I’ve even contemplated making a bid for the whole thing and turn it into a much larger business, but frankly I’ve got far too much going on at the moment to be able to commit proper time to oversee it.


I’m hoping my articles are getting them enough new users to increase the activity a bit. It’s an amazing platform with great potential.


Shoot me an email –I can’t find yours – Just about your last post. I have though about the same thing as well.


Great article again, Andreas! And good follow up discussion! As i’m new to portfolio level simulations, it had saved me lots of research time.


This was such a good article, it has inspired me to try to use RightEdge for our own trading! I just created a post where I lay out some of our use cases:


Perhaps you have some insight or opinions you would be willing to share? Also, feel free to email me.


And thanks for the excellent work!


I heard great things about Genesis Trade Navigator. Have you ever heard about them? They offer tick data for backtesting back 30 years because they have own database. And also a very simple programing language.


I looked into them briefly after someone asked a while ago. I believe my conclusion was that it seemed like just another simplistic retail package. ‘Simple programming language’ is actually a bad thing. All these proprietary languages are all horribly bad. They are all severely limiting and they’re not fit for professional use.


Can one execute live trades via RightEdge or WealthLab? What do you use for executing live trades? Saxo Trader?


Thank you in advance for your reply!


WealthLab is gimped after they limited themselves to one single broker.


With RightEdge you can execute automagically with any broker you like, as long as they support some sort of API. RE has a strong API for making your own broker plugin if you need.


We use several different brokers. I’ve worked with most large banks over the years. We do all execution trading manually and don’t use automated software for that.


I thank you for your reply! Does it mean you use RE for charting? That you see your signals and then execute them manually? Since I am looking for a good software where I could also manually execute my trades.


I use RE for a number of things. It’s a great platform for simulation work of course, to develop strategies in. Then I also use it for signal generation for trading models, where I let RE output the alerts to email, database, popups boxes etc.


RE can also be a pretty good portfolio management tool, if you extend it a little. Pre-load the exact real positions and perform analysis from there.


Finally I also use it for automated reporting and analytics. For instance, the ‘trends of the world’ page on this site and many similar things are done with RightEdge.


Andreas, in terms of signal generation, is RE aware of the current portfolio when it generates signals? For example, if one has remaining capital for one more position only, will RE generate only one signal? I know it can be done in backtesting, but what about the live trading?


Yes, it can be done properly. By default, the application is aware of the current (simulated) portfolio, and takes it from there. It prioritizes trades in the order that they were submitted and takes the ones that are possible given cash constraints etc.


If you want to improve it further for live use, you can load your actual live portfolio to get a real life starting condition before signals are generated. You’d have to code that functionality yourself of course, but it can be done.


Andreas, how are things going with the RE’s PremiumData adapter? I thought you were beta-testing it last year. It seems its development has stalled. Perhaps, building industrial-strength adapters for RE is not that easy after all. It’s a pity as this is a major road blocker for me.


Last I heard, it was delayed but still on the way. Premium Data is attempting something very different, going far beyond just a regular data adapter. They’re doing instrument selection based on current and historical index constituents, cash dividends adjustments etc. Quite complex work. I should know, we’ve built the same for our own in-house environment, using a different data source…


Good to hear the project is not abandoned.


Interesting discussion re Amibroker as I’ve been attempting to replicate Andreus’ back tested results using virtually the same market set he states in the book and keep hitting a brick wall in the Amibroker results. Despite being reasonably confident in the code I’m using and a quality Norgate data supply there always seemed to be a disconnect to the backtested returns which you demonstrate in the book so it’s interesting to hear from Thorsten that description of how Amibroker position sizes and why it potentially would not be accurate. The big question mark over my mind now is whether to start again from scratch with Right Edge (and learn how to code in C# which sounds like a very long road ahead) or to continue to attempt to code in Amibroker. As I’ve already got a data subscription and the data itself I’m not sure how difficult it would be to get that data into Right Edge and it doesn’t sound as though it’s as supported as the Norgate/Amibroker currently is…


I spoke with Richard Dale at Premium data last week. He tells me that they’re almost done with a fully integrated RightEdge adapter. They were waiting for some improvements to the symbol watchlist API, which was just released in build 34 a week or so ago.


You don’t need any deeper knowledge of C# to write trading models. Get the trial, drop me a mail and I’ll send you some sample trading models for you to start off with.


Thankyou so much for this update and your kind offer. I will kindly bite your hand off to that suggestion and will be in touch once that Premium Data adapter is released. Have already purchased my C# Programming Yellow Book and as this is a medium/long term path I’m on this help is enourmously appreciated. I’ll keep you updated along my journey as being based in London I’m using SAXO CFDs also whom I understand you have a business relationship with…


I got the same experience as you Simon, I just can’t see to get the same results as Clenow, I get in the proximity of his results, but that is not good enough for me, I can’t trade not knowing that my system is 100%. Now Im converting to rightedge.


Since I have paid for premiumdata for amibroker, I will try and use them, they said they had a plugin for rightedge, but they still had some minor bugs needed fixing… Im waiting a few more days, if they can’t fix it I will use quant quote and mySQL solution.


I think they’re finally done with the RightEdge plugin. They’ve given me an access code for it, but I didn’t have time to try it out yet.


You mentioned Saxo Bank Switzerland as a honest bank/broker to go. I don’t know how the Swiss branch, but almost all other branches of Saxo Bank are terrible, especially the Danish one. I read several terrible reviews on Saxo. I laso asked a few friends of mine who used Saxo for some time.


I found that they manipulate with price and their support is terrible. Also the Saxo Trader has a lot of bugs.


I hope it is not the case for the Swiss branch. I guess you know their trading platform well. Can traders add new indicators into the platform if they are programmers?


Thank you in advance for your reply!


All I can say is that I’ve dealt with quite a few investment banks around the world and I’ve got nothing but good experiences with Saxo.


I’m also aware of this trend of hating on Saxo by the anonymous kids in the hobby trading forums. Frankly, all I’ve seen is a bunch of people hiding behind fake names throwing random accusations in anger. They even keep spamming the comment section on Tradersplace with these ‘saxo stole my money’ كلام فارغ. They sound like every other internet child trash talking Rebecca Black, Justin Bieber or whatever the hate object of the day is.


Bottom line is simple. If you’ve got something real, then present it. This is Europe. Saxo is a regulated bank. If there’s price manipulation, go sue them. تقديم شكوى. Get a lawyer. Instead these people are behaving like little children throwing tantrums, hiding behind fake screen names and throwing vague accusations around.


This is a grownup game. I have no patience for these childish internet troll cultures. If these people can’t play a grownup game, perhaps they should do something else.


Now, I have no idea of whether Saxo has ‘manipulated prices’ whatever these people mean by that. I also have no idea if Goldman has done so. But if I thought a bank had ripped me off, they would hear from my lawyers. Not from my anonymous hate comments on some daytrading site.


I thank you for your reply! I will give them a try! I trust you since I really like your book and I tested everything mentioned in the book and everything is as you said … you are definitely not a scam artist! 🙂


I tried their demo, but I couldn’t find the ATR stop indicator in Saxo Trader 2 you mentioned in the book. I want to program it. Do you think is it possible? I worked as a programmer over 2 decades, so it shouldn’t be a big deal for my programming skills.


Thanks, Tom. I should mention that while I do have a business relationship with Saxo, I have no economic interest in them gaining clients (like you). My relationship with them is both that they’re one of several banks we use for my firm and that I write occasional paid articles for their website.


As for their platform, I don’t use it much. We do some execution via that but I wouldn’t use it for charting, analytics etc. Most banks have pretty horrible platforms for that, even the big prime brokers.


If you have no problem with programming, I’d get RightEdge instead.


Using Saxobanks platform you’d use the trailing stop function based on the x multuple of ATR(xx) that you’re getting from another data source which you’d need to update periodically for changes in ATR.


I don’t use Saxo for thier data, just for their brokerage services, for data I use Norgate Premium.


thanks for sharing your thoughts and insights on this site an in your books!


A question regarding software platforms. I use Matlab for my models which is fine but not always the nicest way to go if you want to try some new ideas. I wonder if it could be worthwile to use a more “ready to go” platform for protoyping? I was thinking of trying Mechanica as it seems to offer some relevant features (PF Simulation, Multi-Systems). There may be other platforms offering the same, but my question is not product related. Do you think using a different platform for prototyping could make sense?


I can’t say that my MatLab skills are very good, but as far as I know MatLab is really meant to be a prototyping environment. It’s fine for production as well of course, but prototyping is supposed to be where it really shines, right?


I’ve never used Mechanica, but I absolutely balk at the price tag. I haven’t seen any explanation of why it costs so much and what makes it better than more moderately priced solutions. Their website looks like it hasn’t been maintained since 1999, which isn’t a very good sign for a software company. They charge 25 thousand bucks for a product that they absolutely fail to explain on their site. Their pitch is kind of a one liner about how they are the most powerful on the markets, with zero substance to back it up. I can’t really take that seriously.


We work primarily with RightEdge, using our own quite substantial modifications and additions to it. Standard language environment, open architecture, easy to extend… I take that over some 25k black box product any day.


thanks for the quick response!


“I take that over some 25k black box product any day.”


نقطة جيدة. It’s indeed amazing how little details they offer.


MatLab ist fine, especially in the derivatives space, but I don’t know if it would be my number one recommendation for trading systems, if had not had to learn it earlier on anyway. But of course you can extend the possibilties quite freely.


The features of RightEgde, especially the use of a real programming language, are fine, although their site does not look as if they were earning a lot of money. Anyway, as C# ist even more versatile and your work is speaking for itself I think I will give RightEdge a shot then.


Great blog and very useful information. I am just getting started with RightEdge but given I have a compsci background I love the fact that I can build plugins and add funtionality.


2 quick questions.


1. How are you accessing general meta data from within your strategy? Are you directly accessing your SQL database from your strategy code or are you loading this meta data into the symbol information somehow? One example would be “Point Value”. I have a lookup table in my database for each product and all the relevant data associated with it but I’m just figuring out the best way to make this available. The new SymbolSource service allows me to load symbols from my database into a Watchlist but that relies on the RightEdge Symbol class having fields for all the data I might want to load. I was therefore wondering if I could/should just load my meta data from my SQL database directly into my strategy (perhaps in the SystemBase startup?). Im sure there will be more data other than just contract details that I will want later so having this ability seems like it would be useful.


2. How are you configuring contracts such as Eurodollars. RightEdge only has contract size and tick size but if you input contract size = $1,000,000 then I would guess the PL calculations will be wrong as 1 point move should be $2500 per contract and not $1,000,000. Do you just configure RightEdge’s contract size to be the PointValue in these cases?


Apologies if these have been answered before. I have been googling around and looking at other posts and I couldn’t quite see anything.


Exactly the reason why I love RE. You can do whatever you want, as long as you’ve got a decent tech background.


MetaData: I load all the fields that RE are designed to hold, using a script of course. There’s an xml file in the user profile called something like symbolconfig. xml. You can write to this to auto add large amounts of metadata, populating from your db etc. Just be aware that RE is a bit touchy about this file, and if you make a mistake in the XML RE won’t start. So be sure to back it up… Anyhow, editing is easy if you’re familiar with XML.


Use this to populate point value, sector, industry etc. Don’t set a tick value, since that wouldn’t work well with back adjusted series. Setting tick value forces that minimum move, and with back adjusted data you might get something very different.


For other metadata, I just let the system ask the db directly. Could be market cap for a stock, dates where a stock is part of a particular index etc.


Eurodollar (and all rates markets): Use the point value, not the contract size. The two are the same for almost all markets, but not for rates. But you already know that, because what you say is absolutely right. For ED, divide by 100 and then by 4. For bond futures, divide by 100 (for most of them anyhow). Your numbers are absolutely correct, Dan, 2500 for ED etc.


Thanks for the quick response! Sounds great. For all the other data I will just setup some sort of clean way for strategies to request data directly from my SQL database.


Have you noticed that CSIData “PointValues” seem strange? I think the issue is that what we really want is what they call “Whole Point Value” (I’ve seen this in some CSI Future factsheets) but it doesn’t seem to be available as part of the download. I think I will just configure these myself. There aren’t all that many and it will just be a one off setup.


There are so many things that I will want to do both for backtesting as well as daily trade generation and keeping track of live trading systems and risk but because it seems so flexible I don’t see any reason they wont be possible with RightEdge and Visual Studio… I mean…the strategy code is clean C# with full CLR/ capabilities meaning I can pretty much do whatever the hell I like inside the strategy code…. (within reason 🙂 )


I seem to remember some oddities with how CSI label their meta data fields, but it was a long time ago. We make our own lookup tables, and just ensures that the incoming data is in the right format. (heads-up for classic dollars vs cents issue…)


The first time I set up all the symbols in RightEdge, I made an Excel spreadsheet with all data, and then a quick little VBA hack to make the necessary xml changes. For futures, it’s at least possible to do manually. Try entering a few thousand stocks with names, sectors, industry, currency etc 🙂


An interesting thing with RE is that you can use it for much more than it’s intended to. Among other things, we use it as a reporting engine, calculating analytics and pushing results into databases. The premium report on this site (which by the way is really neat and everybody should sign up to right now!) is almost completely automated with RightEdge. We make results plugins for RightEdge that really just gather relevant data, inserts into databases and generates nice looking reports.


Just FYI while were we’re talking about PointValue etc. I noticed that your PointValue for JPY CME futures in Following The Trend appears to be wrong…


As far as I know the contract is quoted in cents (ie. currently 1 yen.


0.8 USc) and the contract size is 12,500,000 unless you trade the minis/micros.


I would therefore expect the pointvalue to be for a 1 cent move (ie. from 0.8 USc to 1.8 USc) which would change the value of the contract by 12,500,000 yen.


In your table you have it as 1,250 but in units of MM JPY. That would make it a 1.2Bn Yen PointValue.


It would make sense if your your point change was a $1 change (ie. 100 cents). Maybe I’m missing something.


Also, the EUR/JPY future has a Unit of CHF in your table in the book.


ملاحظة I wasn’t sure if there was an errata published anywhere but couldn’t find one on Wiley website.


so I gave RE a shot! Here are my impressions from the first 12 days (ok, 4 active evenings to be honest) of evaluating the software.


What you do need to get ahead are basic programming skills in a higher language like JAVA or sth like that. Any language of this kind will do, C# is very easy to learn if you know the basics of any similar language.


If one does not know anything about coding then I think learning the language on this system is not the easiest way. If somebody does not know a lot about coding, I think it to be smarter to learn the basics of C# separately for some weeks before trying RE. This will slower you in the beginning but will be a lot more motivating to keep going.


After reading through the documentation it was quite easy to create the first simple model. I just recreated one of the simple trend following models and used the historical data of the Dow 30 Stocks. I also implemented the ATR based position sizing. These steps are very easy, and apart from looking up something in the API reference to really understand, how the system works, there are no bigger obstacles. Taking some time to review the possibilities given for adjusting the result output, I may say that after some days of serious trying one is able to test ones own ideas.


I will now install mySQL, get some real data feed and try to put it all together. Andreas, if you have any suggestion or could tell me about some possible problems, please let me know. شكر!


The RE website should not discourage anybody. The software is fine, the documentation is good and the flexibility is great.


Sounds about right, Nick. It matches my own experiences with it.


Frankly, the largest hurdle for most will be to get the data into the application to begin with. That’s something that they could have made so much easier.


Be sure to look into the class MySystem. It opens up for many interesting tricks. Most people only use MySymbolBase. Really horrible class names, btw…


Just wondering if you have any experience of CSI’s applications or RightEdge on Windows 8/Windows10? I am currently running Windows 7 and am, for now, ignoring Microsoft’s free Win10 upgrade as I don’t really have a need but just for future planning it would be good to know if it works…With RightEdge being CLR/ I expect it should but you can never be sure and I have no idea about CSI’s apps.


I cant find any comments anywhere so wondered what version you run/have tried. No problem if not, I can just email and ask.


I’m running both on Windows 10 without any problem.


So far, I’m very happy with Windows 10. They took out the annoying parts of Windows 8 and everything just works.


Do you know of a provider who has got adjusted data for European stocks (LSE in particular)? Norgate looks great but only covers USA & AUS.


Assuming you would like something resembling reasonable pricing, I don’t really know. I haven’t bothered researching it too much, since I don’t like trading UK stocks. The stamp duties is a huge problem, and the market in the UK has been performing horribly bad for a very long time…


If budget isn’t a problem, Bloomberg or Data Stream should be able to sort you out. That’s not exactly retail pricing territory of course.


Thanks for the comparison. Have you heard or used OpenQuant, any comments on this platform? Recently they published OpenQuant 2018, which provides much more flexibility. I’ve tried the software for several days(trial version), and it does provides all the advantages that you mentioned about RightEdge, like built-in database, portfolio level backtest, dynamic position rebalancing, self-implemented GUI dlls and data/execution providers.


I haven’t used OpenQuant, but I hear good things about it from friends in the business who use it. It seems to be a solid platform.


Of course, the price tag is a little different from RightEdge. Their lowest tier version cost about as much per month as RightEdge cost in total, and their full package will set you back about $22,000 per year. It’s unfair to compare that to the once off $500 for RightEdge.


I have demo’ed RightEdge and I quite like it but my only concern is that there doesnt seem to be to many active users of it or much new development going into it. Have you taken a look at NinjaTrader 8? It is in public beta and is much more extensible than the prior version. Take a look at the AddOn extensions which essentially allows you to leverage their low level objects to build your own mini applications within Nt8. Another platform to take a look at is Iqbroker which is in a closed beta(email them for access). It has an excellent object model for portfolio level back testing and even lets you construct portfolios of strategies. I would be interested what your thoughts are on these platforms.


I’ve looked at NinjaTrader briefly a few years ago, but I don’t have enough knowledge of it to have an intelligent opinion to share.


I also wanted to mention after reading the comment chain is that ninjascript isn’t a proprietary language. It is essentially just the base class that strategies are based on in NinjaTrader.


Big fan of Following the Trend, and I just finished Stocks on the Move. I am currently learning to program, and I’m trying to decide on system development software. I was thrilled to see your recommendation for RightEdge, because the features are ideal and the price is very affordable. I’ve heard very good things about Bob Spears and his Mechanica Software. Have you used Mechanica and have any opinions about it?


I find the pricing of Mechanica to be somewhere between insane and laughable. I don’t get how these software packages can sell at such outrageous prices. There are many similar ones in this segment, with horrible 1998 style websites and no real explanations about why they’re worth the crazy money they ask for. Same with things TradingBlox and PowerSt.


If you charge a very steep price, at least you need to be able to explain why.


A few years ago I asked the guy behind PowerSt why his software was worth something like 50 times RightEdge (per year). He listed only standard features which every serious (even free) simulation packages have and got really upset when I wasn’t convinced.


I’ll going to try RightEdge. One thing that I’ve heard that Mechanica does differently is to Automate the system and execution. I’m assuming if one is running an investment management company or fund, and uses Separately Managed Accounts for clients, the necessity to execute the strategy on each account gets inefficient eventually. Have you experienced this, or is it not a large problem in the professional management arena?


You could automate execution with RE too if you like.


I find that the industry is more or less split down the middle on automatic executions. Some automate everything, some have trading desks with execution guys. I prefer do have the execution handled manually, but I see nothing wrong with either approach.


For managed accounts you can also get the execution workload down significantly with platforms like DB Select.


I will keep in touch and update you on the journey.


Hey Andreas, hope your new years was enjoyable!


I am running through the steps for system development and backtesting. Obviously the first step in any strategy test is to get the data. I was working on a version of your momentum strategy from the book, but wanted to test a futures strategy as well. Is the data import much simpler? It seems that all I would need is the historical end of day data for my chosen universe of futures. I’m assuming CSI would be sufficient for this purpose, but I’m struggling with finding out the step from data import to the beginning of the backtest. Are there any adjustments that need to be made? Can I simply import the historical data and run the system code? Would I have to create my own database or plugin to get the CSI data into RightEdge? I know there are too many questions, but I appreciate any time and effort you spend on any advice. شكرا لكم مقدما.


The data handling (and everything else) is immensely much simpler for futures. Proper equity simulations are painful. Futures are easy.


The data from CSI is just fine. You remembered to use my discount code when you bought it, I hope? 🙂


You could just import the data without a real data adapter. That might open for a few issues that you’ll need to address though. My preference is to use a MySql database in between, which makes the data handling much easier.


Some markets may be quoted in cents, and that’s always a pain. I do automatic conversions to major currency units, feeding dollar values to RightEdge instead. Don’t forget the metadata too. You need to set up each market with the correct metadata for the simulations to work. You also need to configure currency time series, so that the fx impacts will be correctly accounted for.


You don’t have to use a database in between like I do, but in my view it makes life so much easier.


Matt, sounds like we are in about the same place with RightEdge. I’m using binary data store that ships with RE, not a MySql database (project for another day). For the CSI data adapter, I started with the example code provided by Andreas and tweaked it to convert the markets provided in cents and to correct bar data errors. CSI doesn’t seem to provide exchange rate data (am I wrong?) so I found another source for that and was able to use import data tool under tools tab to suck it all into RE. Had to set up symbols and metadata manually (a real pain!). I believe Andreas said there is a way to populate metadata automatically with a. xml file but that is beyond my programming skills at the moment. As for backtesting, I started with replicating the trendfollowing strategies from chapter 4 of Andreas’ book. حتى الان جيدة جدا. Good luck, Matt! If Andreas doesn’t mind, happy to share experiences and questions on this board since the Rightedge forum is pretty dead. Greg B.


Feel free to share what you like here, Greg.


I was, and still am, planning to make a proper discussion site. I had a brand new vBulletin forum set up on this site recently, but during testing it got overrun by spammers and hacked several times, and I don’t have time to deal with that… Perhaps I should revive the old Tradersplace site again, but in a less complex implementation this time around. I took that site down for the same reason, that it was taking far too much time just to keep the hackers and spammers at bay.


I believe you can get exchange rates from CSI, but I haven’t done that myself. I’m pretty sure someone recently told me that works though. Else just get it from Yahoo Finance or Quandl.


Populating metadata isn’t that difficult really. I’ll write up a post for the premium section on how to set up an Excel sheet that automates these metadata xml files. And I’m not mistaken, you’ve already got access to those articles, Greg. 🙂


Btw, the model from my first book is in the premium section of the research library. You can download the full source code there and compare with yours, Greg. Of course, keep in mind that the model for that book was never meant to be some sort of optimal system, just a demo model to show how trend following works. It’s an ok model, but not a great model, and easy to improve.


Do you have the code that you use to rank all stocks in the book ‘Stocks on the move’ shared somewhere on the site? or could you share it here or by email to download it and have a trial with RightEdge to see how it all works?


Or if it’s a code that could be used in a different software, that would help as well as most platforms offer a few days of trial where we could try things.


My current code makes use of my local environment, making direct database calls etc, so it wouldn’t be of too much use to others.


But I’m planning to fix that soon. I’ve been working with Norgate Data to help them make a RightEdge plugin that solved the issues that I used direct database calls for. Their plugin looks very good so far, though there are a couple of bugs to sort out before it’s released.


Once this plugin is released, I’ll publish source code for the momentum model in the book.


Thanks for the how-to articles in premium section. I guess a couple more such articles and you’ll have only a fraction of your subscribers left, as the whole trading game turns out to be very complex and not something magical like Forex ads promise)


I have a suggestion if you don’t mind. Apparently the stock market environment is really volatile at the moment, and the Momentum strategy is moving to cash. You have mentioned in your book that being in cash means allocating funds to money instruments. Would be great if you provided more info on this topic.


Thanks, Vitaly! Yes, that could make sense for an article.


Bring back PTSD style flashbacks from 2008… There was a time when we were analyzing banks daily, moving cash in the late afternoon into whatever bank had the best chance of surviving the next 24 hours. It’s hard to imagine now just how bad the situation was back then.


I should mention of course that most countries have some sort of depositor guarantee, and if someone has a lower amount of cash than their local limit, the cash is guaranteed by their government. So this is an issue that affects professional money managers and HNWIs.


Hi Andreas, do you have any recommendations for software that keeps track of trades/performance/statistics of a live trend following system? RightEdge is great for backtesting but not sure it can be used to track live system(s) without some very heavy customization. Excel could work too, but again, lots of unnecessary work if there is a ready-made product out there. Thanks for your thoughts.


Yes, I should write something about that soon. A proper market data system can be very important and tracking portfolios is just one of many things they can do for you.


It’s essentially a rebranded Reuters Eikon, normally sold for about 2k/month. This rebranded version is sold for around 100/m but only non-professionals are allowed to buy it. It has a great market data application as well as the best financial Excel addin in the market.


Hello Mr. Clenow:


I just purchased your book Stocks on the Move and would like to try using your system. I have a MAC computer, but neither RightEdge nor WealthLab run on a Mac.


1. Can you recommend a Mac-friendly trading software package or website that I can use to SCAN for stocks with high Adjusted Slope (cf Table 7-1 Top Stocks Ranking) in both the US and the Canadian markets?


2. Can you recommend a Mac-friendly system that I could use to do BACKTESTING?


Andreas has created a subscription service that performs all the number crunching for you and provides all the rankings.


If there is an alternative application for Apple, I’m not aware of it. It might be difficult to find financial software for Apple environments, since the industry runs off Windows on the front end side.


I suppose you could dual boot into Windows, if that’s a viable solution. Or, as Ed kindly suggests, subscribe to this site and get the data there. I only cover US markets though.


Thank you for your replies, Ed and Andreas. Your S&P-500 subscription service is very appealing and I may start using it. I am looking at both the US and Canadian markets, however, and at the stock of companies smaller than those in the S&P-500.


I have been inspired by your book “Stocks on the Move”, and also by Antonacci’s book “Dual Momentum”, and the idea that a stock tends to do better if its Sector is going up.


I am developing an evaluation system that takes Price slope and Smoothness into account (Clenow), along with Earnings growth and Revenue growth (Antonacci) as well as Sector strength.


I now have a basic technique with rules but a lot of manual work is involved, and I would really like to automate it. If I could also do do some backtesting, that would be a great bonus!


Any comments on the above would be most welcome! (I could send you more details if you wish.)


PS: I may try to run RightEdge on my Mac with a Windows emulator or some-such, or purchase a PC.


Ken / Andreas – I had exactly the same problem in trying to automate the strategy in an Apple environment. In the end, I coded it up in Java (I’m a professional software engineer) and developed a web front end for visualisation.


Essentially I wrote everything from scratch in Java, getting historical data, cleaning the data, ranking the stocks, applying position sizing, applying buy and sell rules, applying slippage and commissions, tracking stock and portfolio PnL, equity, etc.


I essentially wrote my own backtesting engine. I’m running it against UK stocks and backtesting a UK stock portfolio from Jan 2006 to May 2018 I get 18% CAGR and 16% Annualised Vol.


I’m going to expand it so it covers multiple stock exchanges (US, EU, UK, SG, etc) and supports multi-currency portfolios. I’m also looking at implementing interfaces to my broker so I can automate the trades.


Happy to share any details if anyone is interested.


If what you developed is a self-contained backtesting engine, I would be very interested. How can we get in touch?


Ed – For now the backtesting engine is used primarily for equity momentum strategies. However, there is no reason why it can’t be modified to accept other types of strategies. The core architecture has been designed so that it can handle large amounts of data concurrently, that we otherwise be too large to fit into memory. In fact my next project is to backtest mean-reversion strategies aka ‘pairs trading’. I will be setting up a blog very soon to demonstrate it. You can contact me via LinkedIn – https://uk. linkedin/in/ravi-cheema-1bbb60.


Awesome article, thanks so much.


I’ve been (discretionary) trading for many years – now looking to get serious with modelling and back-testing, etc.


I’m going to learn to code, so I think it makes perfect sense to choose a platform that uses ‘real’ code and not waste time and energy on the wrong platform (just because it may be easier to begin with).


So, it’s early stages but given the top 10 products that are out there at the moment, I’m thinking that Quantopian and QuantConnect seem to be the ‘new breed’ that offer everything that, say an RE does, and more?


From what you know of them, would you imagine much downside in going this way? What would RE have that these don’t? A better reporting environment perhaps? Can I run “scans” as well as “back-tests” in these applications? (I would like to replace my scanning software with a single platform that can scan and back-test if possible?).


ما رأيك؟


The online environments are certainly improving, but they are in a very different category than RE.


I looked into Quantopian in detail before going to speak at their conference in NYC a few months ago. They have done a remarkable job, I’ll give them that. The integrated data access alone is worth a lot, as is the cloud based calculation engine. It’s a great environment if you’re just starting out or if you have no desire to do anything customized.


In terms of openness and flexibility though, there’s no way any online environment can compete with RE. It’s just not a fair comparison.


With the online solutions, you only get exactly what they give you. Nothing can be added or changed. So in this case, you get only US equity data and only from 2003. No futures, no currencies, no custom continuations, no spread series etc.. You get only the system results analytics that are built in and you cannot do creative things. The first thing I built for RE was a historical portfolio allocation and attribution analysis plugin.


And what if you want to output your data? Say you want to run a complex portfolio model in a bunch of different iterations, spit out the daily equity curve and differences in portfolio allocation to a local database or a text file for further analysis? Possibilities are limitless in an open environment.


RightEdge is an open API while Quantopian and Quantconnect are closed websites. They are very good closed websites, but that’s still what they are. That’s great for a lot of people, if you don’t want to do much coding, if you don’t need any flexibility, if you need exactly what they provide for you, if you can’t afford a local setup etc.


Yes, Quantopian is a great platform but they can never play in the same league as RightEdge. That’s not what they’re trying to do and that’s not the technology choices that they have made. They’re going for a different audience.


Thanks very much for that Andreas, that has helped a lot.


Next I need to consider the choice (and trade-offs) between ‘easy language’ applications (particularly interested in Amibroker) and a package that requires a ‘real’ لغة. I’ve got a huge preference for jumping in and learning C# or Python due to the longer-term benefits, but I’m also mindful that it might take me a lot longer to generate something productive and useful.


I’m wondering how much I will need to ‘re-learn’ if I start with Amibroker and run with that for say, a year, and then move over to a RE later on, and whether that would ultimately be less productive. I know that’s probably impossible to answer. Let me ask this:


What other packages such as RE are out there that utilise C# or Python? Do you feel RE is the “easiest”?


Can I use RE to conduct basic stock market scans? Is that fairly straight-forward? This would be the perfect entry for me, as I could use it to replace my scanning software, and get into back-testing and then strategy construction from there.


Thanks so much once again,


I haven’t used AmiBroker, so I can’t help you there. I hear it’s pretty good. For a proprietary scripting platform. 🙂


There are a few other platforms using CLR, but I haven’t gone into real depth with them. NinjaTrader and MultiCharts, I believe.


Using RE to scan stuff is easy. No, it’s not a built in features, but I wouldn’t want it to be. You want to output something? Just write a few lines of code. Just build a normal system run, calculate what you need calculated and output it. You want it displayed in the application? Fine, make a little plugin to show your stuff after a system run. سهل.


Thanks again Adreas,


Really enjoyed your interview on Top Traders Unplugged by the way.


I’ll have a good look at Multicharts and compare it against RightEdge.


It’ll interesting to see your opinions on Mulitcharts. I’ve heard less than a stellar opinion from a systematic portfolio speculator. Individual instruments tested fine, but portfolio didn’t, compared to WealthLab. This was a few years back, though.


RightEdge Plugin Configuration Guide.


Changing to the Norgate Data Store and Watchlist.


Set "Data Store" to "Norgate Data Store". Set "Watchlist" to "Norgate Data Watchlist". Click Setup to configure the plugin settings for "Date Padding" and "Price & Volume Adjustment". Please note that these settings can be changed at any time by way of RightEdge > Tools > Options.


Referencing the Norgate Data plugin in your trading systems.


The NorgateData-RightEdge assembly now needs to be referenced in all of your trading systems. You can either do this via RightEdge's GUI or via editing your trading system. rep file.


Trading System Software.


As I continue to get more and more interested in building and backtesting trading systems, I am beginning to look into purchasing trading software. This is an overwhelming experience, to say the least. There is a seemingly endless selection of different software packages, and there doesn’t seem to be any clear guide to selecting which one would best fit my needs. To be honest, I don’t even know what my needs are at this point.


Products I Have Seen Recommended.


In Following The Trend, Andreas Clenow recommends Wealth Lab and RightEdge. My friend @Systemstrader95 suggested I check out Wealth Lab or Trading Blox. I have another acquaintance who programs systems using MetaTrader4 and NinjaTrader. I have seen and heard about Tradestation. In a personal email, Clenow also recommended OpenQuant, but noted that it has a high price point. I received a few emails recommending Amibroker, which I know Woodshedder uses and recommends.


With this as my universe of possibilities, I began to explore the details of each of these systems.


Products I Quickly Disqualified.


Wealth Lab.


Since Wealth Lab was the highest recommended product and is supposed to be the easiest to learn, I decided to start there. The pictures on the website look like the software is really cool, and I can even register and download a free trial. However, when I dug a little deeper, I discovered that US residents are required to have a Fidelity account to access Wealth Lab. The fine print specifies that this account must have a minimum balance of $25,000 and place at least 120 trades per year. That means I’m not going to be using Wealth Lab.


TradeStation.


I like the idea of software that is already linked to a broker, so I decided to try Tradestation next. Here again, I ran into very high minimum account requirements, although they do offer a software only version for $250 / month that is limited to simulated trading. I think we can probably do better than that. I would prefer a one time fee to a monthly subscription.


TradingBlox.


I next looked at TradingBlox, which Clenow mentioned was started by former turtle Curtis Faith, who wrote a good book on system trading. At this point, I realized that my first question for each software package should be about the price. For TradingBlox, I found out that there were three different versions. The $1000 model came with a few systems already programmed. The $3000 system, which was “on sale” for $2490, came with 11 systems and the ability to adjust them. Then there was the big daddy $4000 system that came with all 11 systems and the ability to program your own.


I just couldn’t see the point of buying anything that I would eventually grow out of, and certainly not at those price points. I have read enough to know that in order to be successful, I will need to build my own systems from the ground up. I would never be successful trading someone else’s system.


At $400 / month, OpenQuant was out of my price range, and it didn’t help that their website looked like it was designed by a third grader.


في MetaTrader4.


This software appears to be limited to Forex, Gold, Silver, and Oil.


Products That Warrant Further Consideration.


NinjaTrader.


NinjaTrader is available for a one time fee of $1000, or you can lease it for $50 / month. I felt that both of these price points were more than reasonable, so I decided to download the free version that limits to simulation only and give it a spin. The problem was that it told me the license key they emailed me was not valid and I wasn’t able to get the software open to begin with. This makes me think that there might be bigger problems with the software.


Amibroker is highly recommended and sells an entire package of software for $409. This is the software that Woodshedder used to backtest my SPY 10/100 Trend Following System. The software came with data for the 30 Dow stocks preloaded, which let me play around a bit. Since I’m new at this I obviously had no clue how to use anything, but the software appears to have a decent help file and loads of videos under the support tab of its website. I could see this software working just find for what I would like to do.


RightEdge is available for a one time fee of $500 or a monthly subscription of $50. Both price points seem incredibly reasonable for software that was so highly recommended. There is also a 45 day free trial available. The software seems slightly more polished than Amibroker, and it appears to have an extensive help file as well as a PDF manual. I was able to load some charts and pull free data from Yahoo. Based on the strong recommendation from Andreas Clenow, I am probably going to move forward with this software, but will experiment further with Amibroker as well.


شارك هذا:


The DTAYS Newsletter.


Sign up to receive weekly DTAYS post roundups sent straight to your inbox!


RightEdge.


Welcome to the RightEdge uservoice forum. Here, you can suggest improvements in RightEdge, and vote on which ones are most important to you. This will help us decide what to focus on in future releases. نريد أن نسمع منك!


Vote for an existing idea ( ) or Post a new idea…


Support running multiple strategies at once.


At the moment, RightEdge seems geared around the idea of trading a single strategy. It would be nice to be able to trade multiple trading strategies simultaneously. It would also be nice if the different strategies, when run live, could be enabled/disabled in real-time without affecting the others. Also, might be nice to be able to re-allocate capital between them in real-time and view their individual performances.


Support re-syncing between RE and a broker.


At the moment, as far as I understand it, when re-connecting a broker plugin has the option of accepting the last known state from RightEdge (regardless of the state of orders/positions at the broker) or to update the state of orders/positions within RightEdge. The problem with the latter option, as I understand it, is that RightEdge will no longer actively manage those positions. ie, it won't submit stops or profit targets for them or automatically cancel them after X bars which may come as a surprise to the trader who is expecting RightEdge to automatically do this. Could the syncing api be improved somehow so that the RightEdge could be updated with the state at the broker during a re-connect and RightEdge could then continue to manage all the resultant orders/positions as per normal?


At the moment, as far as I understand it, when re-connecting a broker plugin has the option of accepting the last known state from RightEdge (regardless of the state of orders/positions at the broker) or to update the state of orders/positions within RightEdge. The problem with the latter option, as I understand it, is that RightEdge will no longer actively manage those positions. ie, it won't submit stops or profit targets for them or automatically cancel them after X bars which may come as a surprise to the trader who is expecting RightEdge to automatically do this. Could the syncing… more.


This is planned for RIghtEdge 2018.


Allow symbols to be added or removed from running systems.


Hopefully some of us are already or will soon be leaving our systems automatically running for weeks and months. When trading equity indexes (ASX200, FTSE200) stocks get added and removed from these indexes periodically. It would be nice to have the ability to update a symbol list and trading strategy with the new symbols and tell a strategy that an old symbol has been removed (so that it can stop monitoring it and/or close any open positions in the symbol). At the moment, the only way to do this is to monitor a larger universe of stocks and to source the data externally into the trading strategy so that it can only place trades in the correct constituents. This could work but could increase memory usage significantly because indicators would have to be calculated for the larger universe and hence more memory would be required to accommodate all the extra data + indicators. Also additional bandwidth would be required to monitor the larger universe. Probably workable but perhaps not ideal.


Hopefully some of us are already or will soon be leaving our systems automatically running for weeks and months. When trading equity indexes (ASX200, FTSE200) stocks get added and removed from these indexes periodically. It would be nice to have the ability to update a symbol list and trading strategy with the new symbols and tell a strategy that an old symbol has been removed (so that it can stop monitoring it and/or close any open positions in the symbol). At the moment, the only way to do this is to monitor a larger universe of stocks and to source… more.


Support If / Then OCO orders direct to Broker.


I'd really like the ability to submit stop-loss and profit-target orders to the broker along side the initial market/limit order. ie, submit an If / Then OCO order to the broker so that if the market/limit order is filled, the stop/proft orders are automatically activated and the execution of one cancels the other - all done by the broker. Many brokers support this type of order and for those that don't the existing process within RE simulates it easily enough and would be backwards compatible. However, for those brokers that can support it, it reduces the risk of losing money in the event of a network disconnect or system crash because the stops/profit targets are automatically lodged with the broker along-side the initial order. At the moment, there is a risk that a limit order could be hit but network problems, etc could prevent RightEdge from submitting the stop-loss or profit orders.


I'd really like the ability to submit stop-loss and profit-target orders to the broker along side the initial market/limit order. ie, submit an If / Then OCO order to the broker so that if the market/limit order is filled, the stop/proft orders are automatically activated and the execution of one cancels the other - all done by the broker. Many brokers support this type of order and for those that don't the existing process within RE simulates it easily enough and would be backwards compatible. However, for those brokers that can support it, it reduces the risk of losing money… more.


Planned for RightEdge 2018.


Support updating limit orders without cancelling them first.


It would be nice to be able to update a limit order (or stop-loss or profit-target order) without first having to cancel the old one and then submit a new one. At the moment there is a window of time when no limit order exists at the broker (after the old one has been cancelled and before the new one has been submitted). Many brokers now support the ability to update a limit order with new values to reduce this risk. It sounds like it may be possible to support this in a backwards compatible manner (similar to the one above). ie, if the broker can update a limit order, then great; if not, default to the current behaviour of cancellation and re-creation.


It would be nice to be able to update a limit order (or stop-loss or profit-target order) without first having to cancel the old one and then submit a new one. At the moment there is a window of time when no limit order exists at the broker (after the old one has been cancelled and before the new one has been submitted). Many brokers now support the ability to update a limit order with new values to reduce this risk. It sounds like it may be possible to support this in a backwards compatible manner (similar to the one… more.


Planned for RightEdge 2018.


Ability to specify Initial Margin for a Futures Symbol as a percentage.


Currently, for a futures symbol, we can specify initial margin as an amount. So, this would be the margin amount required as of today. But when backtesting for over a few years, this does not give the correct picture for System Result statistics like Max Exposure. This is because the initial margin amount varies from time to time, generally depending on the contract value at that time. So instead, the suggestion would be to have a way where we can specify the initial margin as a percentage of the contract value rather than an absolute amount. Thanks, Ishwar.


Allow parameters to be defined in code.


I suggest that RE allow the parameters in a trading system to be defined in code and not required to be done in the GUI. فمثلا:


This way the parameter list creation and the values can be done in code.


GUI User-Event Button.


Define an event to be handled in user code that gets invoked when a "User" button is clicked on the GUI.


Multithreaded SImulation.


Current simulation times are lengthy using intraday data. Enable RightEdge to use a selected number of processor cores on a system to expedite the simulation.


support tdameritrade as a broker.


you need to support a reliable broker with a lower account minium. All the supported brokers have a high minimum or don't work right.


وGT؛ & GT. Nija trader & quotetracker do it so it is avalable.


Allow "System Parameter" with type string.


At the moment, only type double is allowed for System parameter. It'll be much more useful to have parameter with type string.


Orders/Trade persistence.


RightEdge store the active state of all orders and positions in an XML file and then uses this when re-starting to manage previously submitted orders and fills. I encountered a problem where this file became corrupt and hence RightEdge wasn't able to restart. Is it possible that a backup of file could be stored somewhere and RightEdge could automatically fallback to the backup if the main one becomes corrupt? Or could all writes to the file be made synchronously so that the risk of corruption is reduced? Or else, if the file is corrupt, perhaps log an error somewhere, remove the old file, and continue. This would allow a system to automatically restart without needing manual intervention and/or hopefully reduce the chance of the file getting corrupt and thus losing all the details associated with previous orders/positions.


RightEdge store the active state of all orders and positions in an XML file and then uses this when re-starting to manage previously submitted orders and fills. I encountered a problem where this file became corrupt and hence RightEdge wasn't able to restart. Is it possible that a backup of file could be stored somewhere and RightEdge could automatically fallback to the backup if the main one becomes corrupt? Or could all writes to the file be made synchronously so that the risk of corruption is reduced? Or else, if the file is corrupt, perhaps log an error somewhere, remove… more.


Have a more flexible API to import data.


I guess you have the data connectors but it would be good to have the ability to take data from vendors like CSI and use it to populate the tick size, margin requirements etc for continuous futures contracts when loading into the system.


Perhaps a scripting process/api or some worked examples in the docs on how to do this.


Support for 5, 15 ,30 sec frequencies out of the box.


ED 2 build 11 users still need to code plugins for these high frequencies (example TWSplugin). I suggest RE delivers these frequencies as optional parameters straight out of the box so users can easily pick them from already existing menus for Plugin and Chart frequency without going into advanced coding.


This would enable easy support for high frequency scalping strategies.


As first candidate I suggest RE to enable this for the TWSPlugin in ED2.


End of day trading: Let a user update historical data at the end of the day.


End of day trading: Let a user update historical data at the end of the day, then run the new bars in "Live" mode, and submit corresponding orders to the broker.


Support for TT FIX Adapter.


Interactive Brokers Support is important, but if one wishes to trade futures cost effectively support for TT FIX Adapter is even more important. The number of FCM's supporting TT network is much larger than IBKR and one is able to hedge connectivity and network failures by dealing with multiple accounts across multpiple FCMs.


Support for renko in strategies and charts.


Support more brokers - like SterlingTrader.


sterlingtrader/ - Need more broker choices. Check out TradeLink open source project for C# implementations of many brokers already -> code. google/p/tradelink/


Double Clicking on a row in Pending Orders, Open Posn or Closed Posn opens chart for clicked symbol.


Simulation Features.


1 Strategy Simulation:


In scale-in trading systems possibility to see summary results based on PositionSettings CustomString.


In scale-out trading systems possibility to see summary results based on OrderSettings Description.


2 Position Sizing Simulation:


Option to only run different position sizing models with the same set of signals.


3 Portfolio Management Simulation (MultiSystem Backtest):


GUI able to select the strategy, the symbol, and the portfolio management model.


5 MonteCarlo Test.


Don't see your idea? Post a new idea…


يمكن للمستخدمين الجدد والعائدين تسجيل الدخول.


RightEdge.


ردود الفعل وقاعدة المعرفة.


إعطاء ردود الفعل.


RightEdge.


تم إعادة تعيين كلمة المرور الخاصة بك.


لقد أجرينا تغييرات لزيادة أماننا وأعدنا تعيين كلمة المرور.


لقد أرسلنا إليك رسالة إلكترونية إلى. انقر على الرابط لإنشاء كلمة مرور، ثم عد إلى هنا وسجل الدخول.

Comments

Post a Comment

Popular posts from this blog

ستامب سو فوريكس ميلانو

ستامبا سو بانيلي فوريكس ميلانو. # 1 تصنيف التطبيق التداول. في 20 بلدا * * وفقا لتصنيف أبستور الحالي (يونيو 2018). بما في ذلك ألمانيا، أستراليا، كندا، فرنسا، روسيا الخ. صفقات كل يوم. الرسوم البيانية في الوقت الحقيقي مخططات متعددة أدوات تحليل التكنولوجيا # 1 التطبيق التداول. حساب تجريبي مجاني $ 10 الحد الأدنى للإيداع صفقات من 1 $ 24/7 الدولية. منذ رتب البرمجة ينطوي على مزاد، ونحن عادة نفكر في السعر، وليس توقيت، كعامل محدد. أو يمكن واحد فقط دريمل بعيدا الفراش الذي يمس برميل وإعادة السرير ذلك. انهم يحبون مدربهم. تحتاج إلى البقاء قبل ثبيتيتيون وبانيلي في الجزء العلوي من اللعبة. بناء موقعه على الانترنت المعلومات وبناء. يتم تعيين إيداع التداول الأولي في 100،000 يورو والحد الأدنى للمبلغ التجاري لكل جلسة هو 480 يورو. مرات ظهور الإعلان المخبأة - تسليم إعلان إلى ستاما من ذاكرة التخزين المؤقت المحلية أو ذاكرة التخزين المؤقت لوحدة خدمة البروكسي. يرجى مراجعة تتبع المكدس لمزيد من المعلومات حول الخطأ وحيث نشأت في رمز سيامبا. معدل العائد النقدي الشهري هو من 0. نحن أداء كل من الانحدارات بانيل والانحدار ...
Read more

بلاتافورما الفوركس الفقرة الروبوت

بلاتافورما فوريكس الفقرة فون. بلاتافورما فوريكس الفقرة فون. بلاتافورما فوريكس الفقرة فون. ميتاترادر ​​4 إن يوس، إفون، إيباد. فوريكس 2018 - يوتيوب. أبليكا & # 231؛ & # 227؛ o سويس فوركس الفقرة - فون ™ الفقرة فيريفيكار بلاتافورما دي نيغوسيا & # 231؛ & # 227؛ o فون من أجل صالح زمرة أكوي. سي تيفر ألغوما دوفيدا سوبري إست سيرفي & # 231؛ o، محطة التداول موبايل التطبيق لتداول الفوركس موبايل - فكسم. ¿إن qué ديبيرياس إنفرتير؟ ¿إن فوركس o إن أكيونيس؟ سيغ ليندو إيست أرتيكولو بارا كونوسر لاس كاراكتيريستيكاس دي كادا أونو دي إستوس ميركادوس. نيجوسيا & # 231؛ & # 227؛ o الفوركس S & # 227؛ o فيسينت: بلاتافورما الفوركس. (الفوركس)! ميتاترادر ​​4 -. ميتاترادر ​​4 الروبوت. تحميل ميتاتريدر 4 بيسي، آي باد، فون أوو الروبوت فيرس & # 227؛ o دو سيستيما أوبيراسيونال بارا أوبتر بوديروسو e كونفينينت بارا. ميتاترادر ​​4 بارا بلاتافورماس دي ترادينغ دي إفون y إيباد. Новые оригинальные ابل اي فون 8/7 / 6S. Бесплатная доставка по России. ميلهور بلاتافورما دي نيغوسيا & # 231؛ & ...
Read more

أورانج يانغ برهاسيل داري الفوركس

أورانج يانغ برهاسيل داري الفوركس. الخيار الثنائي - # 1 تصنيف التطبيق التداول. في 20 بلدا * * وفقا لتصنيف أبستور الحالي (يونيو 2018). بما في ذلك ألمانيا، أستراليا، كندا، فرنسا، روسيا الخ. صفقات كل يوم. الرسوم البيانية في الوقت الحقيقي مخططات متعددة أدوات تحليل التكنولوجيا # 1 التطبيق التداول. حساب تجريبي مجاني $ 10 الحد الأدنى للإيداع صفقات من 1 $ 24/7 الدولية. كل هذا يقال، لأنه يجب أن يتم تصفيته أولا قبل أن يتم تحديد أي اختلافات نشأت حديثا، أو الطفرات. 6548 25 0 لوستبوت 22691475 زوم ترادر ​​غبببي 06102018 00:10 182. الأدب المتاح على هذا النقد الدارجي يانغ برهاسيل غالبا ما يتكون من دراسات استعادية صغيرة وتقارير حالة. وقد غطت الأنهار الجليدية واسعة النطاق أجزاء كبيرة من الأرض مرات عديدة على مدى 2 مليون إلى 3 أوراني أورانج يانغ برهاسيل داري الفوركس. هناك بعض الفوائد العظيمة التي تذهب مع هذا النوع من الحساب، بما في ذلك المشاركة في المسابقات التجارية، والمكافآت تصل إلى 80، وأكثر من ذلك. يحدث انتكاس وجيزة في 10-15 في بيرهاسل من المرضى. وينبغي أن تساوي المدخلات اليومية للطاقة النفقات الأيضية ...
Read more