Looking for C# programmer to build strategy on CQG, Rithmic, or Similar API

Discussion in 'Automated Trading' started by traderzhang, Mar 7, 2024.

  1. rb7

    rb7

    How much are you willing to pay?

    Why C#?

    Is your strategy profitable? If yes, what are the metrics and over what time period?
     
    #11     Mar 8, 2024
  2. fan27

    fan27

    Fair enough. From the programmers perspective, he only cares if the strategy correctly executes the strategy rules.
     
    #12     Mar 8, 2024
  3. RedDuke

    RedDuke

    the end goal is to make money I assume. C# is great, and I would suggest using ninja trader, continuum api connect to CQG easily.

    what I learned in all years I coded algos is that curve fitting is where most models end up. It is insanely hard to develop profitable algo with positive expectancy. Once algo is turned on, it is very interesting how reality comes into the picture.
     
    #13     Mar 8, 2024
  4. Have you spent some time very carefully WRITING UP in extremely clear English what you want the algo to do in full detail.

    Hardest part of coding is for the programmer to get the clear picture of what the client wants... It is shame that Vulcan Mind Melds are only hollywood.

    You might find this web page helpful...
    https://miltonfmr.com/how-to-develop-test-and-optimize-a-trading-strategy-complete-guide/#section1
     
    #14     Mar 8, 2024
    Sekiyo likes this.
  5. ZBZB

    ZBZB

    #15     Mar 8, 2024
  6. RedDuke

    RedDuke

    coding is the easier part of equation. Strategy with positive expectancy is the hardest part.
     
    #16     Mar 8, 2024
    SimpleMeLike and rb7 like this.
  7. Businessman

    Businessman

    Positive expectancy is easy.

    High enough positive expectancy to make it worthwhile is harder..

    Things like sharp ratio above 2 and 80% or more winning months.

    Haha would be nice to be able to match Rentec Medallion and have those kinds stats for any automated system.

    Finding sharpe ratio of around 1.0 and 60% winning months.. is easier.. But that is similar to the S&P 500, although without the 50% drawdowns the S&P can give you..
     
    Last edited: Mar 8, 2024
    #17     Mar 8, 2024
    carlossouza likes this.
  8. RedDuke

    RedDuke

    I meant positive expectancy over long period of trading. Sharp ratio means shit, one black swan can kill account. The beauty about algo trading tons of trades where black swan can not happen. You still can die by a thousand cuts of course.
     
    #18     Mar 8, 2024
    taowave likes this.
  9. Businessman

    Businessman

    Thats not a problem with sharpe ratio, it applies to all metrics to measure trading results. If your system is susceptible to black swans then eventually one will get you regardless..

    Its almost impossible to die by a 1000 cuts in trading if you have enough capital, eg. you can cut your size down to micro lots if you have too.

    If you only have $10K or less then even 1 micro lot without any edge will eventually whittle your account down to zero.
     
    Last edited: Mar 8, 2024
    #19     Mar 8, 2024
  10. hilmy83

    hilmy83

    Just go to https://www.mql5.com/en/job. Few devs work different platforms there, so I'm sure you can find what you need. Great thing is you'll pay 3rd world country rate. :D

    upload_2024-3-8_11-52-14.png
     
    Last edited: Mar 8, 2024
    #20     Mar 8, 2024
    traderzhang likes this.