Best C# or C++ platform - backtesting and shorting?

Discussion in 'Automated Trading' started by torewy, Aug 13, 2020.

  1. hotfoot

    hotfoot

    I guess there is only debate between python and C++. If you write C#, then why not go directly to C++. Both are strong typed and requires compilation. However, C++ should be way faster if you know how to write correctly.
     
    #11     Aug 18, 2020
  2. userque

    userque

    Do you do any serious coding in either?

    https://www.bitdegree.org/tutorials/c-sharp-vs-c-plus-plus/
    "...However, specialists believe that the differences in the C# vs. C++ performance are minimal and exaggerated.

    The speed of programming languages is not always the priority. If you can reach your goals much faster in C#, you do not need to spend more time trying to figure out the principles of C++. ..."

    __________________

    Of course, if you are already skilled in C++, use it.

    I know that most here are using servers one block from the exchange, and are trading in microseconds, and are writing their own trading strategies, and thus should use assembly/C++/C for all their stuff. :rolleyes:

    The rest of us should go with what's easier, and quicker to code/debug/update, as long as it's fast enough for the individual needs and trading strategies. K.I.S.S.
     
    #12     Aug 18, 2020
    fan27 likes this.
  3. hotfoot

    hotfoot


    I have professional experience with both C# and C++. For the easier option, python is better. Python has tons of data analytics tools and performance can also be boosted by using some techniques.
     
    #13     Aug 18, 2020
    userque likes this.
  4. userque

    userque

    I agree. Python is fast enough, unless you're doing something unique (or could possibly be doing something unique in the future) where the algo would need to make a large number of loops through custom code (not using the python pre-built libraries etc.).

    (Another consideration for new coders is that it's easier to right bad code with python vs c#. So some suggest, as I recall reading somewhere, that a new coder should learn c# before python--if choosing between those two.)
     
    #14     Aug 18, 2020
  5. Apologize about jumping in with a slightly different scenario: I would like to backtest bonds/bond spreads and get questions answered which normal platforms usually don’t give - like best hold time, best time window of the day, best mean reversion ticks from a value for a spread that resets every day

    any ideas on a platform for that which will allow to load my minute or bid/ask data since getting this accurate data for bond spreads seems next to impossible. I was thinking of some custom python coding piggy backing on backtrader

    any thoughts/alternates would be very helpful since I don’t want to go in a wrong direction
    (I have Sierra charts and have tried multiple times with little success)
    Would welcome anyone with knowledge of ICS spreads to message me as well
     
    #15     Aug 18, 2020