Agree. Prolly start off with: -Charting Software. -Data quote (Data vendor API / Dataloader from sites). -Execution (Broker API / FIX). -Analysis Library. (Testers or Realtime... also Tech, Quant, AI, etc. Algos) -Others. (Utilities useful for trading like Synergy, VPN and etc.) Once we have plenty of codes, then start making it user friendly. A list and a corresponding thread to discuss the project, would be fine.
There's plenty of web-based knowledge-base software that's either free or very reasonably priced. I like products such as: http://www.faq-manager-pro.com/ The difficulty lies in the taxonomy rather than the technology. My very brief experience in trying to get a community effort in ATS development here on ET didn't actually bring forward many contributors and I was only soliciting ideas rather than actual code. Perhaps starting off with code snippets will encourage more contributions though it will lead to the inevitable questions on how to tie all the snippets together into a working system. The seed/leech ratio will be interesting to observe if this gets underway! I wait in anticipation. I certainly have some code snippets ready to upload...
theres only one problem here. you are assuming that if you build it they will come. how many of you have coded anything and will post it? i am all for getting people to do my work for me for free but its not that easy. if you do go ahead with this, just copy sourceforge, codehaus, or apache type set up.
Hi rosy2, I agree, it will be interesting to see how many people will actually post some code. If the emphasis is on "snippets" rather than entire projects then hopefully that will lower the barrier for posting. I have a couple of snippets I could readily post. For the same reasons, I'm not sure a sourceforge style site would be applicable for a snippet repository unless I'm misunderstanding the intent of the idea.
I think all programmers will post here I mean we are not saying: post here your complete million dollar strategy money machine. This is about sharing the grunt work, not the "inner secrets"... I am working on a universal backtest written in C# that can run off multiple files sources. Just a simple utility that I will share when it works. There are heaps of things like that - that's what will make everyone's life easier. This whole: "Oh we all have tooooo many trade secrets to be sharing code" is not simply childish, but far removed from actual programming reality. Getting the right system is hard, but it certainly ain't where all the WORK is. I think this depository will be more about the work side of the equation... And if something is written as a DLL to run with tradestation then it is pretty clear where you would store it: TradeStation!
I'm glad you feel this way. I look forward to reading your contributions to the thread I started here: Zen and the art of ATS design...
most langauges have a ton of libraries that do the grunt work already. And those libraries are documented and used by many. Can someone provide an example of what would be posted on this snippet repository?
Perhaps the OP is not familiar with said libraries. I assume you are referring to things such as: http://ta-lib.org/ http://www.quantlib.org http://ojts.sourceforge.net/ http://itrade.sourceforge.net/ http://www.geniustrader.org/ http://code.google.com/p/profitpy/ http://www.activestocks.eu/?q=node/10 http://sourceforge.net/projects/robotrader/ http://sourceforge.net/projects/humaitrader/ http://sourceforge.net/projects/eclipsetrader/ That would be good to clarify. I was thinking something like the code I posted here: http://www.elitetrader.com/vb/showthread.php?s=&postid=1269953#post1269953 might be what people had in mind for the repository. As I said, it will inevitably lead to questions on how to put the snippets together into a working system.
Do you want a whole mechanical system of snippets that work together? Or do you want just some independant thing that solves a key problem?
Hello Baron. My suggestion would be to organize everything by target platform. Example platforms might be: Java, .Net (includes any language that can run in .Net, along with language restrictions imposed by .Net), C++ (no .Net restrictions, usually targets the native processor). I would also suggest platform-independent areas for discussing algorithms for trading and money management. A typical use case might be to discuss a strategy idea in the platform-independent strategy area, and then link to a new thread in the .Net area to discuss actual implementation. Another use case might be someone looking for a free ride who knows a specific language. They skip straight to the Java (or some other) specific area and look for strategy source code they can use. Will people share their ideas? Perhaps. It certainly happens in Tradestation's forums. -Raystonn