Okay...but you don't have the crutch that is the garbage collector to lean on, so if your going to blow up... atleast you'll do so quickly
Sounds good! But rather than try to message you (which I'm not sure how to do) I forwarded you a private thread titled: "Here is what I have in mind," though I'm not sure I figured out how to do this correctly either, so I hope it works...thanks.
jaxb, I'm hoping to be able to contribute to get Interactive Broker's API worked into UT and then maybe I can learn the OOP hierarchy from that experience. Your programming brain works much faster than mine which is probably another reason (human memory code structure retention) why I "retreated" to Clojure and Racket after a lifetime of C/C++/Java (pre-2004)/C# where, now, the data is stripped more bare from code structure and you just use the same functions with maybe only small mods, over and over, to manipulate it.
expiated, I'd encourage you to seek help here on ET for free. There a many highly skilled programmers here who can help you help yourself. You don't have to reveal what you're specifically doing. Just figure out what the basic process is you want to do in a generic way, get help for that, and then you can apply it to your specific trading case. Open up a public thread and you can build up a "programming cookbook" there, specifically suited to your needs without giving away your trading mojo.
I don't know how right it is to count on some system to work in the market. Still, there are so many nuances there. I am sure that there are good passive systems of earnings. But I would prefer to get into the question myself and understand the business in which I invest my money. Maybe I'm wrong, but I've changed my strategy in the course of trading, just because I've seen for myself that it does not work in this situation and I need to change something. And it helped me to save my capital and sometimes to increase it. The robot can't cope with such a situation, so it doesn't think it's following the path that people gave it to follow.
jaxb, I have no in-depth experience with InteliJ or Visual Studio Code, but it's amazing how far VSC has come for polyglots and working across OS's just in the past year. All I did was download Maven for Win 10, the needed Java extensions for VCS, had my JAVA_HOME and JAVA_JDK environment variables pointed correctly, opened up your top level UT directory from git and WOW, VCS just slurped it all up from the pom.xml and processed the code auto-magically so I can cruise around the code base easily. Nice!
That's great, I can help you out. Once you get something done on a public fork I can take a look and lend a hand.
@jbax Any plans on adding the ability to backtest / live trade multiple strategies concurrently where you would have a risk management component that would "approve" the trades before they are sent to the broker?
The "approval" bit is what the OrderManager and StrategyMonitor are for but there is no pre-built risk management routine. You need to provide your own implementation. Backtesting and live trading run concurrently. It was built from the ground up to run concurrently and you can trade live against multiple exchanges, accounts and instruments at the same time.