4. Optimization (Part 2) The problem with the approach described is that it doesn't necessarily work in different languages. More specifically,...
4. Optimization There are a couple of approaches I can think of to take for optimization. One is perhaps more OO than the other. I'll start...
3. Access to OrderManager and PositionManager The most logical thing to do would be for Strategy to provide references to these two objects to...
Thanks for that. I will read more docs. Unfortunately, QuantDeveloper is not open source so I can't examine the implementation and make...
I'll start out of sequence with the Event Handlers. 2. Event Handlers These are the hooks that get invoked when certain events happen in the...
OK, back to the Strategy class and associated issues. To recap: Strategy is configured and instantiated based on an XML configuration file. The...
Yes, I think that is the way I see it. There is a one-to-one mapping between Strategy and Position Manager. The Position Manager manages the...
Feel free to steal/borrow ideas generated from the following thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=81666 Any...
Zooming out for a moment to look at the bigger picture, here is a higher level overview. The system is based on the following premise: "Any...
Tell me about it! Looks like you are making excellent progress nonetheless.
Good question. The answer is: it's probably not wise at all. However, what I had in mind is a situation where you could run a strategy in "live...
Okay, so far so good. Let's walk through this basic Strategy class: It has a static factory method getInstance() which is responsible for...
As I alluded to in the previous post, the Strategy configuration may end up being quite complex. It is quite possible that it will be one of the...
I envisage desribing the configuration of a strategy declaritively perhaps in an XML file. This has a few benefits; the main one being that black...
Assuming the provider subsystem deals with input/output with the external world I'd like now to focus on what is done with the incoming market...
I have obviously omitted an interface for Historical Data providers in the UML above. Whilst I'm working away on the specifics of the provider...
Yes. You can have multiple API clients connected to TWS at the same time.
Not sure if this is what you mean, but Pairs Trading goes into some details on this matter:...
Looks pretty neat so far. The default namespace for the web service needs to be updated though. The service details:...
I just dropped a DataGridView component from the toolbox on the form and gave it a name (resultsGrid). No initialization or headers required. The...
Separate names with a comma.