FYI. We've just released a version with better performance stats, including roundtrip analysis http://www.smartquant.com/forums/viewtopic.php?t=6113 Multiple strategies support is scheduled (and already announced, so we just can't retreat ) for Christmas. I agree about documentation, especially API docs. We will work on it. As for stability, I think the core framework is stable enough, but it looks like we are adding features too quickly (release early, release often). But as you say those small bugs are non-critical and we fix them as soon as customers report them. Cheers, Anton
I haven't been paying much attention to platforms for a few months but I just noticed that WL's latest version is written on Net 2.0. It will be interesting to compare the three head to head sometime early next year after OQ and WL have had initial feedback and debugged their new feature sets. Apparently, competition can be a good thing.
This is a natural development for WL. The platform was slowly dying, but don't you think it's a bit too late?
I actually don't have an opinion as I haven't monitored what you (Anton) or the RE people have done in the last 3-4 months. I think the ability to easily run multiple strategies in real-time is going to be on every significant platform. That meets a major competitive and personal milestone in my upgrade/migration checklist. The ability to code in .Net is also now a standard feature across the board and that's a good thing as well for end users. As a rule WL tends to be very good on documentation and support so that will be a plus there -- assuming of course that trend continues. I think the fact that they rewrote the platform from scratch probably says excellent things about the new product. But since I haven't seen it yet I'm really not in a position to say more. But like I said, I'm going to wait until January and let you guys sort out your various upgrade and documentation issues before I reevaluate the latest options. All I can really say is that the competition has been quite healthy and I hope it continues. Best wishes and good luck!
Will WL be available to non-Fidelity clients in the US? Although I liked the forum over there, (there were a lot of useful discussions) I've been limiting myself to platforms that use non-proprietary languages (Java, C++, .Net ) I don't want to get into a discussion about whether C#/VB.NET are proprietary. I mean that I want a programming language (and compiler,...) not invented and maintained by a platform vendor. I'm not a financial systems developer, and as I've been doing my research I've discovered that there appears to be a rough division between the languages / OSes in the retail world and professional trading world. Pros have / are largely using C++/Java on a flavor of Unix / Linux, and retail has a mismash of proprietary and .NET, with .NET become the framework of choice for new development. I know I'm just dreaming, but I'd sure like to see one of major institutional products get ported to .NET. There must be someone out there leveraging the Visual Studio shell with integrated debugging, and tick-by-tick data replay. That would rock.
Just to add I tested out OpenQuant and it looks very good.. but I've decided not to buy it purely due to the poor documentation. I'm surprised how lightly OQ users are taken.. even for a pro C# programmer a decent usable API methods/functions doc is needed to make it worthwhile to use it. I'm talking something similar to what Ninja has and how they can be used. I've now decided to try and achieve what I want in Delphi. I will definately consider buying OQ in the future if more useful practical doc becomes available. I still think for the price it saves alot of hassle and time for what it does. plus thers hardly anything out there that I like for the price.
FWIW, I have a lifetime license at Ninja Trader, and am going to purchase Open Quant, once my free trail expires. I'm just about getting done writing all my strategies at Open Quant, and have been running all my strategies for a week. I honestly could not be happier with the software, especially for the price. I agree that the documentation isn't Open Quants strong suit, however support is willing to answer your questions and they do answer them clearly and in a timely basis. I probably have about 40 posts on their message boards, and I'm able to code quite fairly complex strategies. I am so glad I made the switch