programming

Discussion in 'Trading Software' started by will_jay, Apr 26, 2004.

  1. Here is a quick tip.

    Fundamentally, every program is composed of

    1. Input
    2. Conditional Branches
    3. Output
    4. Loop

    In my understanding, basically, that's all.

    For system trading programming,
    1 "Loop" corresponds to 1 Candlestick, say, 30min or 1day bar.
    "Input" may be values of OHLC of the candlestick, MAs, or/and volume etc.
    Based on this "Input" information, the program shall perform "conditional Branches" which is the system core logic or the strategy. For instance, if the <50MA value> at the candle is bigger than <Close price> of the candle, then it should generate [BUY Signal]. Actually, this becomes "Output".
    Here, the one loop is completed, and the same loop shall be repeated.

    1. Input [Row data > various technical indicators]
    2. Conditional Branches [System Logic/Strategy]
    3. Output [Buy-Sell Signal/Position Management]
    4. Loop[Repeat the Logic Every N sec/min/day/week...]
     
    #12     Apr 28, 2004
  2. mmillar

    mmillar

    For a no-programming approach to backtesting this might be a solution. I have no experience of it - just saw the advert in S&C. Maybe someone who has used it could give some feedback. :)
     
    #13     Apr 28, 2004
  3. ramora

    ramora

    Here is an interesting way to learn to program; learn to program using any browser. Interesting discussion recently on Slashdot....

    http://books.slashdot.org/books/04/02/05/1929234.shtml


    From javascript taught in this book, to being able to understand WealthLab or EasyLanguage scripts is not too difficult. C++ will require too much time to master and will be more of a distraction than a help.

    Both EasyLanguage and WealthLab have 100's of examples to copy and learn from.

    Good luck,
     
    #15     Apr 30, 2004