Building a TradeEngine, need syntax advice!

Discussion in 'Automated Trading' started by januson, Jul 21, 2010.

  1. you actually achieve the opposite than what you wanted. Your code snippets show you want to specialize functions and events instead of keeping things as open and flexible as possible. Not sure whether you ever heard of a "state machine", but thats something that you may want to google and look up.

     
    #11     Jul 21, 2010
  2. januson

    januson

    Hello asiaprop, thank you for answering, well.. only one so far has misunderstood the question, but yes.. it could easily be me who wrote the original post in a wrong manner. Everybody is however still free to ask more thorough.

    I had hoped my question could open up for a nice discussion on what and how you people think that the syntax inside a trading engine should be... pitfalls, tedious ways etc.
    RE are not open source and if it was it still cannot do what I want :)
     
    #12     Jul 22, 2010
  3. januson

    januson

    Now we are talking... positive helping, I love it :)
    Please correct me if I'm wrong on this, but isn't a state machine performing some actions in response to some events.
    - I would think that the override methods would be appropriate for such behavior? i.e each time a tick/ trade / quote is received some event is raised.
     
    #13     Jul 22, 2010
  4. then maybe you should tell us what you actually want, because RE does everything I want with some additional coding effort. What is missing that RE cannot do but you want it to do?


     
    #14     Jul 22, 2010
  5. As if syntax is going to be your biggest problem.
     
    #15     Jul 22, 2010
  6. agree, it clearly is not. Its what to chose as underlying setup. Which database structure, how the engine handles historical data, including bar factory, how trades are simulated, how the whole risk management engine comes in place, how to implement a complete indicator/signal library and how to apply it to data, graphical implementation, statistical toolbox,....those are the issues the OP should think about, not what name to give to functions.

     
    #16     Jul 22, 2010
  7. januson

    januson


    Just forget the initial question... I can see clearly now that the majority of people here are losing money, have no success in automated trading and just are being ignorant and happily calling all other for idiots.

    Find a mirror and look into your own eyes, think carefully about what you see.
     
    #17     Jul 22, 2010
  8. dloyer

    dloyer

    You might want to consider using tradelink, openquant or one of the others. It would save you a lot of time and trial and error.

    There is nothing wrong with rolling your own. It is really not that big of a deal. But, if you learning as you go along, then expect a few blind turns.

    I built mine in Java and am happy with it. Nothing fancy, but it meets my needs.
     
    #18     Jul 22, 2010
  9. unbelievable this prick. He is asking for help, and then flames. If you cannot take the heat while criticizing all others, then you should maybe fuxx off. This is not the way to ask for help for sure. And just because you do not agree with my opinions does not correlate at all with the fact of whether I make money or not, that is why I actually do consider you an idiot, at the very least someone with very limited trading and finance experience. Man, I love those IT pricks, who come to trading and think they make all the money in the world just because they know how to code an app. Good luck, I wasted enough time on you.

     
    #19     Jul 22, 2010
  10. I had this typed in a PM, but then I thought Hell I'm not embarrassed:


    Hey dude, thanks for understanding where I was coming from in that syntax advice thread. That guy posts like a young kid. Might be old in years, but young in forum posts. lol

    Rare is the forum poster anywhere who doesn't occasionally have a thread backfire. I know I sure have. There's always a tiny group on any forum who handle themselves uncannily well (NoDoji and Arthur Deco are my favs here) and thank God that Baron is as intellectually honest as they come for site owners.

    Anyways, I truly enjoy your posts. Don't change.
     
    #20     Jul 23, 2010