I code in C#. I will not post my whole library in ET and I doubt that other people will. But what I can do is post snippets. And all you guys are missing the point. Sorting the codes for easy access can be done easily once there's a plenty of codes. It's a matter of how the codes are posted and monitered by the poster. How does the coder update? Will there be multiple coders working on the projects? How does the access/permission work out? How do they communicate with the public? BBS (who moderates)? etc. etc. It's a matter of having the right model for the people to post their codes and the ability to maintaining it easily. Without that, people (at least, I won't) post their codes. Without the codes, there's no point of all the categorizing the APIs and vendor BS. Also, this isn't the place to start writing about your bad coding skills. If you have a wish list of things you want to do, ask for it later.
Part of the problem with decoupling this from specific brokers is we have no common API for retrieving data and placing orders. We can define our own API for this and leave out the implementation, but that makes testing impossible without additional coding. My suggestion is to define such an API in an open manner and allow it to be used to create compliant libraries or code sets that fully implement the API. Fans of IB, for example, can work together to create a robust implementation that allows all code posted at this website to work with IB without any changes. Fans of other brokers that offer an API can do the same. We would need to start out with an easy-to-use API definition, the equivalent of a header file in C++. This can be used to create trading strategies that will eventually run when an implementation of the API is available for common brokers. -Raystonn
Being this a trading site, let's say we have a newbie trading system developer. And the following requests come in: He has a trading system idea that he wants to test. He posts his code written in Tradestation and wants to get feedback from experienced traders with more resources and knowledge (There's plenty of people in here like that). I'm betting that people will start posting those requests on the repository. 1. Do 3rd party codes (Tradestation, Wealth-Lab, etc. etc.) apply to repository? 2. People may start posting their closed-source trading systems with some limited time lock, to sell their naive trading system. They can post stuff every month or so, taking up space of the repository. You don't want to do a search on "Technical Analysis Library" and get 100s of useless trading systems between 3-4 useful code libraries. How's the repository as a whole going to be moderated? 2. Is helping the person out with system development apply? 3. Are you required to post a code in the repository? (Like: "I can't program and I want to learn how to execute my trades via FIX with IB. Can someone programming something for me?"). Again, you search and you get a bunch of requests rather than codes. Anyways, it all comes down to how base rules / requirements for posting is setup. Once the rules are set, then there needs to be a way to monitor them.
The repository should only allow the upload and maintenace of open source code. If the code is there for anyone to dowload and manipulate then it shouldn't matter what it is. Organising strictly by download frequency provides and automatic filter. The whole requests/locked systems problematic disappears when viewed like this. Implementing these types of rules will obviously require effort. It is funny to see the chumps posting sourceforge links here like as though that were some sort of answer! Most of those systems are so old or so wrapped up in their own implemenations to make them worthless unless you install the whole system. What I want IS the snippets: pieces of code that do interesting/useful things that I can lift and integrate with my own code/system... anyway with all the negative feedback it is clear that this ain't going anywheres
It's not a matter of negative feedbacks. I would like to see it happen. I don't see a good 1 stop snippet library repository for trading. But there needs to be some ground rules or this can turn into a Russian troll / spam heaven. For example... I've customized the Monte Carlo VaR that utilizes Genetic Programming. I call it the Likely-at-Risk (LaR) figure . Another example would be, a code that calculates correlation between the timeliness of the trendiness. The metrics works well when doing market portfolio analysis. Anyways, I don't have a problem with posting codes of this liking for the public. I'm sure there are others who have code snippets that are interesting. It's good to have a place where you can find unconventional, yet useful, codes.
It's interesting that you call people who want to support your idea, "chumps". If this project does ever materialize, I would certainly contribute where possible. I look forward to seeing your code contributions. I'll give you the benefit of the doubt that you don't simply want to just leech other peoples code. I don't see negative feedback. Just people thrashing out ideas for how this might work and the feasibility thereof. It seems you've given up already. It's easy to throw out vague details of an idea and expect other people to do all of the work for you.
https://www.tradestation.com/Discussions/Forum.aspx?Forum_ID=216&selCategory=0 https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=4189 give good guidelines on how it can work.
I was inquiring as to what is considered a snippet? No one responded. I look at the use of software to make money in four applications. They are listed below and I noted some snippet names under each. I must restrain myself from doing coding and I will not let it happen. 1. CRT displays a. PRV bouncing ball b. Volume surge detection display on forming bars c. DOM stalactites (stalagtites) Tick 2 pair timing clocks 2. Market operation and operating points. a. (I have many pages of snippets; this are rows of names on sheets of paper) b. 17 leading indicators individiually equipped with signals and countdown clocks. c. Str/Squ in several renditions. d. Sentiment change, Pace change for gating and turing on and off clocks. e. All annotations of lines, internals, and formations and associated signals and tremination of existance f. Comprehensive FA lists of stuff. 3. Trading System a. Min/max b. Hold/Act re: flaws c. MODE d. money velocity e. Max contracts level/extraction f. Volatility compression failure g. rally attempt analysis/ contrapositive 4. Intersystem signal transfer and request system. a. leading indicator count downs b. clock count downs c. redundancy level of confirmations If someone would tell me, are these snippets? Do you consider reverse engineering stuff as part of snippets? There are invitation only openware places; they do produce product that is shared AFTER it has reached closure. Is this stuff snippet sized, generally speaking? Is there any quid pro quo other than the limits set by the OP? What is there doesn't seem to be connected to any kind of follow on or oriented to contributing to anything. Seems to be "getter" oriented.
No one's asking you to post codes, if you feel it's going to be a "getter" oriented project. As a matter of fact, why do post in ET at all? An example of a snippet? Here: Let's say you're writing an options analysis program. You don't have any codes for the Greeks. If you find a code in repository that calculates the Greeks, you download it and run it with the rest of the code you have. Simple right? Anyways, snippets are class, method and/or function. If you still have issues understanding snippets, go get a Object Oriented programming book. ============================================== I know that the original poster is extremely off with subject (A newbie programmer, lazy, most likely a net loss trader... and etc.). But the idea of having a trading oriented repository in itself is good. With the correct planning and modeling, this can be something interesting. Another thing I'd like to see is to have an archive of links to trading oriented white papers.