I just ask again. Is there people who have same position like me. I want to learn programming+create some algos. When i try to make algos i need to know coding. I think it should be some interactive skype group to help each other. Because i need some mentor
Hi Andrianov I am coding with my experience so I know what i want to do. In your case you need to learn these skills on your own. I would recommend you to read some good books first such as Active Equity Management bu Zhou and jain. for coding .. i can say that fortunately you dont need super good software engineering skills .. the frameworks do all the work for you and you just need to implement the APIs .. using your rules/signals. The book i mentioned is a good one. for coding, first decide which language you will prefer .. python, R, C#, java etc. research which platforms you will prefer.. (they are language dependent). for a beginner.. i think quantopian platform with python coding is a good place to start.
Yes, but u face some problem why smth isnt working and you probably are 3 day out. But for some experienced programmer its trivial task. That lowers motivation to 0. Forum is too slow to get answer 1month... I mean error message, to set up engines
you will not learn coding from forums.. get the books.. and implement those examples. i think the quantopian examples and very explanatory and good place to start.
With Quantopian, if our algo requires a logging of data in a persistent RDBMS, does the framework have api's for this? My current algo datasource broke when Yahoo changed their data formatting. It's mostly written in VBA in excel for mac logging to mysql locally on my laptop. I starting looking into python to automate the datascraping. Mostly pondering platform and frameworks now. I left the tech world long ago and the plethora of technologies has mushroomed.
I mean is it possible to create "body" Developer makes "body" getting data and creating output. In other words communicating with IB Algo(math) part i can create myself. Mayby it is one class?Is it possible at all, or things arent so simple?I have math backround but im not intrested in learning java framework
I am sure you will find this data in tutorials provided by the framework. Generally if you build something from scratch ("body") will be a big task, but there are lot of frameworks who do all these things for you. You still need to understand the api these frameworks provide. (Which functions to call to get data, send order etc.). You don't need to know how the data was retrieved or how the order is sent, but you need to know which function to call to load data for a particular instruments. Check some videos on Quantopian website. They already have lot of videos on sample strategy development. There are lot of webinars on futures.io as well with sample codes. If you study those samples you will get the hang of getting data, performing calculations, sending orders etc.
I am not sure if Quantopian has api for DB management. I think NinjaTrader has something with Database. You should post quantopian specific questions on their forum and i believe you will get more responses. In my opinion (i am from tech backgroun), hooking up an RDBMS is pretty simple and straight forward and is less than 1 day task. Even if you don't know, you can learn this quickly for any language. Simples is using Sqlilte in my opinion. But this really depends on how complex your data is. What data you trying to store etc. If data si complicated, then you should spend more time on understanding how rdbms works and they start using it. most languages (C#, python) already have built in api to interact with databases and they are fairly straight forward. not sure if this is what you are looking for, check this link https://www.elitetrader.com/et/threads/tick-database-implementations.81345/