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Eight
Registered: Mar 2009
Posts: 3365 |
07-12-12 11:53 PM
You mentioned AFL though... if I had to pick another package right now I'd probably go with Amibroker for awhile to see if I like it.
I can, have not quite bothered yet, but could, bring Event Driven Architecture to any of the packages. I wrote my own functions to implement that in Sierrachart but it's a hokey way to go, I want it done at a lower level. Ninja has a little bit of it and Openquant has it in spades...
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mcgene4xpro
Registered: May 2010
Posts: 741 |
07-12-12 11:58 PM
Quote from Eight:
You mentioned AFL though... if I had to pick another package right now I'd probably go with Amibroker for awhile to see if I like it.
I can, have not quite bothered yet, but could, bring Event Driven Architecture to any of the packages. I wrote my own functions to implement that in Sierrachart but it's a hokey way to go, I want it done at a lower level. Ninja has a little bit of it and Openquant has it in spades...
AFL is a powerful concise language indeed. But very few are depending on it for live trading. Only for backtesting and optimizing. It is one of the least priority on list. It would be another plus for me to be able to play with it one day. But to be realistic, i have to focus on one thing at a time.
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dom993
Registered: Jul 2008
Posts: 544 |
07-13-12 03:21 AM
Quote from mcgene4xpro:
Agree. To balance between " waiting to get everything optimal" or " get in quicker with an acceptable arsenal of tools" is crucial. That is why i decided to : 1- not learn C++. I know C++ is more powerful but it will be nearly impossible for someone like me to learn it enough to get the benefit.
2- To start working on an already tested framework and not to reinvent the wheel.
I'd say C++ is more open than C#, but in everyday terms that means more opportunities for uncaught (by the compiler) mistakes.
C# provides a safer development environment, its main feature - vs C++ - (imo) is the garbage collector (which is a double-edge sword), its main limitation - vs C++ - is the single inheritance.
On the trading platform side, already tested framework doesn't mean bug-free or even fast-fixes ... I have generated a fair number of tickets with Ninja, and I have yet to see an answer different from "this is expected behavior" ... even when it is followed by "it will be fixed in the next major release". To be fair, in all but one case, I found a workaround (in one case, that workaround takes 1000+ lines). Sadly, you'll only find out about platform bugs usually late in the game.
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mcgene4xpro
Registered: May 2010
Posts: 741 |
07-13-12 03:30 AM
Quote from dom993:
I'd say C++ is more open than C#, but in everyday terms that means more opportunities for uncaught (by the compiler) mistakes.
C# provides a safer development environment, its main feature - vs C++ - (imo) is the garbage collector (which is a double-edge sword), its main limitation - vs C++ - is the single inheritance.
On the trading platform side, already tested framework doesn't mean bug-free or even fast-fixes ... I have generated a fair number of tickets with Ninja, and I have yet to see an answer different from "this is expected behavior" ... even when it is followed by "it will be fixed in the next major release". To be fair, in all but one case, I found a workaround (in one case, that workaround takes 1000+ lines). Sadly, you'll only find out about platform bugs usually late in the game.
I can not seek the perfect .. If i do, this will
1- Delay me from getting into the game.
2- Make the learning curve brutally high for me.
Regarding my specific situation, i believe i have to make compromises but the valid question is to which degree?
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mcgene4xpro
Registered: May 2010
Posts: 741 |
07-13-12 03:32 AM
Quote from mcgene4xpro:
I can not seek the perfect .. If i do, this will
1- Delay me from getting into the game.
2- Make the learning curve brutally high for me.
Regarding my specific situation, i believe i have to make compromises but the valid question is to which degree?
My understanding is
Retail + Millisecond ---> C# or Java
Institutional + microsecond -----> C++
fair enough
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amazingIndustry
Registered: Aug 2009
Posts: 570 |
07-13-12 03:34 AM
single inheritance in C#? Care to elaborate?
Quote from dom993:
I'd say C++ is more open than C#, but in everyday terms that means more opportunities for uncaught (by the compiler) mistakes.
C# provides a safer development environment, its main feature - vs C++ - (imo) is the garbage collector (which is a double-edge sword), its main limitation - vs C++ - is the single inheritance.
On the trading platform side, already tested framework doesn't mean bug-free or even fast-fixes ... I have generated a fair number of tickets with Ninja, and I have yet to see an answer different from "this is expected behavior" ... even when it is followed by "it will be fixed in the next major release". To be fair, in all but one case, I found a workaround (in one case, that workaround takes 1000+ lines). Sadly, you'll only find out about platform bugs usually late in the game.
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