Depends on the complexity of the code, and whether the programmer can use a library where all the used indicators and oscillators, if any, are readily available, or whether he/she has to code that too first. Then incorporating it into the new environment, ie. one must first learn the interface (reading the docs and studying the source/API of the destination platform too)... I would guess at least 2 weeks.
I don't know EasyLanguage at all, and it depends on the broker. There are open source libs for interfacing with IB, stuff for signal processing, etc... Of course, now you have to read their code and trust your interpretation of it See, this rabbit hole is infinitely deep.
I'm glad you're getting what u want from your participation here. Humor is healthy. Someday u might see the fact every price extreme doesn't include the same set of confluence. Some extremes don't have any recognizable confluence, depending of course ...on an individual traders ability to recognize any of a multitude of independent signals, before ever even considering if the possibility some price extremes could be only randomly associated with a signal that's normally viable. I hope that helps u see the value in a list of entries and exits from other traders who have already filtered out signal from noise to the best of their profit driven abilities.
u should rethink if this is logically correct or false logic within the context of unfiltered data which includes noise vs a filtered list of the precise locations where other traders have found viable signals. Then we can conclude our debate about the value of concealing entries and exits.
I notice you make a lot of conclusory assumptions. I never said what I wanted from my participation here. Thank you for the laughs, nonetheless. Fascinating. Thanks again.
I think it's appropriate to post another conclusory assumption. I assume the list of precise times and prices where successful traders enter and exit is going to be SLIGHTLY ASKEW, tho not much, just a tad ...from the swing extremes. For humor sake, I will make another cluesorry assumption just for laughs I assume the really smart, what might b called 2nd mice entry and exits will be clustered in the same location. Like they're all feeding off the same small range bars with limited risk stoplosses, but only when all those rats are anticipating a huge return. I'm not asking for much. I just want everyones list of entries and exits. I don't need anyones code, just knowing the time and price of your signals will b more than enough for me.
For almost every top or bottom you can find a viable signal. But the error most people make is that they want to put everything in one indicator or the smarter ones try to put it in one system. But that is impossible. Compare it to a golf player (I know nothing about golf) who wants to become the best player in the world but only uses 1 golfstick. He will never succeed. There is a reason why there are so many different golfsticks. Why do Indy cars have so many different setups for racing? Each optimization needs other solutions. So for trading you need many systems that monitor the markets and propose you the best solution. This will generate much more signals, and more important, relevant signals. But these signals will not fit in one system. And then I wonder how somebody can reverse engineer my system based on my signals, as I don't have one system but maybe 25 or 40 systems. And entry and exit for 1 trade don't have to come from the same system. So how to find out which signal comes from which system? How many systems are there and what is in each system? To me it looks like impossible to reverse engineer that. The best you can do is try to build something that approaches the signals. But if you can do that you don't need the signals, you can take all the tops and the bottoms.
Can we make a deal? I give you timing and signals and you generate the code for me? We will split profits. I will send you all the tops and bottoms with their specific timings. We will take all the money that is potentially available in the markets.
Spoke to Multicharts.net they said best wat to protect the strategy is in C++ or C# C# http://www.multicharts.com/discussion/viewtopic.php?f=19&t=10945 There is no built-in password protection for studies in MultiCharts .Net. The most effective protection is to move the main part of the code into C++ library and then reference this library from C# study. Makin it into binary code. What do you guys think in terms of this solution?
Hello... This got me curious... How can you generate signals without "running" the code in one platform, unless you have a platform of your own?