Strategy placement only algo's

Discussion in 'Strategy Development' started by MarkBrown, Jun 8, 2019.

  1. Strategy placement only algo's

    Has any been successful or tried to develop a order placement algo as a stand alone separate from the trading algo?

    TT has their ADL language and I was wondering other than patched together home built stuff if there are competing products that would manage trades based on a programmed setup.

    I would like to be able to manually or automatically hot key or map a game controller. Eventually moving back to fully automated but with some sophistication.
     
  2. Of course, when you code an algo you separate logic and/or tasks in microservices.

    It's a pretty basic IT Architecture concept.
     
  3. That is algorithmic trading as it is properly defined. Look up the book Algorithmic Trading and DMA for everything you want to know in this area although it is getting a bit dated.

    Somehow language wise, "algorithmic trading" has gotten confused with automated systems trading online.
     
    They and MarkBrown like this.
  4. I use cron jobs :). You can get a lot done with docker, cron and SQLite
     
  5. cronjobs have nothing to do with isolating services. no idea what you are saying here.
     
  6. Microservices are the new hotness that people eventually find turns into a ball of spaghetti.

    People feel very smart for using them, it gets put on their resumes, and they present at conferences about it.

    But none of it is necessary, at least not the way the way these coding geniuses do it.

    You can accomplish the same goals (isolation) by not writing shitty code. And the resulting simplicity means you can use simple tools to reach the same goals. This is where cron comes in. Of course it doesn't sit well with the high and mighty Microservices Architect (a cousin of the famous Java Enterprise Architect).

    To simplify further, when someone says they use microservices I assume they generally have no idea what they are doing and likely over complicate things unnecessarily.
     
  7. You know nothing about IT otherwise, you would not put up such nonsense.

    Cronjobs have nothing to do with microservices.

    You know nothing, I'm sorry I can't argue with you about things.
     
  8. That's OK, I'm not trying to convince you. You have taken the standard IT approach. "I have a problem, solution is <fad>".

    The problem you wanted to solve was isolation:

    - Isolating data?
    - Isolating runtime?
    - Isolating code?

    All three of these things can be done without microservices: just don't write shitty code.

    Most IT patterns like microservices are not for the benefit of people who are good at their jobs, it's for the benefit of the people who cannot solve problems in a simple way. Patterns hamstring them so the tech lead can ding you when you go outside the pattern.

    Let's revisit the OP's question:

    So, your response to a guy who just wanted to automate things was "microservices". And that is the standard IT approach! Simple problem, complex solution.

    Fuckin' lol.
     
  9. So you want to map hotkeys to game pads? That's pretty straightforward, you can probably use something like pygame to read game pad buttons. https://www.pygame.org/docs/ref/joystick.html
     
  10. i have used Antimicro in the past it works great - but i need something that works like TT ADL without the proprietary vagueness and complication. Surely someone has a scenario based programmable interface for sophisticated orders?
     
    #10     Jun 10, 2019