Write a strategy in C++

Discussion in 'Trading Software' started by Scalper007, Aug 31, 2010.

  1. dlonET

    dlonET

    Good luck Scalper007

    TrailingStop3 - Daniel
    That is a nice piece of software. My suggestion is to have Bar Range, and download of historical information when you start a chart.
    Also, can you make it compile on Linux (Ubuntu) - there are lots of people looking for, more of open source type, but still in C++ for speed.
    What are your licensing plans with this software?
    I am a bit out of this threads topics but it is still relevant.
     
    #11     Sep 1, 2010
  2. Hi dlonET,

    Thanks for your suggestion. I already plan to add some new features into the charting-module in the near future – Range Bars are part of this.

    TradeProject with IB is free Software for five or more years now and I have no plans to change this. If there is more traffic on my site I hope that I can sell some advertisement-space to cover the cost for support, development and the cost for the API’s and the feeds I need to maintain the interfaces.

    Daniel
     
    #12     Sep 2, 2010
  3. LeeD

    LeeD

    Both Amibroker and Neoticker allow connecting your own indicator/trading strategy code compiled into a DLL- this can be compiled from C++, Delphi, Fortran... or whatever compiler you have for Windows.

    You cannot just post C++ code within the platform strategy editor (as you can with C# code in NinjaTrader). You have to write the code using the data objects in each platform...

    I have had only a brief experience with Amibroker (which has awesomely fast backtest for bar-based trading systems) but I have used Neoticker much more due to it being a good execution platform.
     
    #13     Sep 2, 2010
  4. Yea thats the problem with those softwares. But with dlonET's suggestion, I am able to directly compile my c++ code in visual c++.net 2010 express and Sierracharts is able to load the custom indicator into the charts. This is exactly what I need. But I still cannot figure out how to insert a strategy into the chart. Maybe dlonET can help? I wanna automate the strategy and run it live. Right now, I just got a custom indicator on the chart. How do I start simulating? I am also going to try TradeProject.
     
    #14     Sep 2, 2010
  5. dlonET

    dlonET

    Please refer to their examples - they are easy to follow
    How complex is indicator? Perhaps You can use their workbooks to show some data straight away on the charts through subgraphs. Please read it their docs - then you can easily implement the C++ coded indicator if the logic of you spreadsheet is correct. If you know a bit about Excel you should be fine with this part.

    thanks
     
    #15     Sep 3, 2010
  6. LeeD

    LeeD

    You can do exactly the same with Amibroker and Neoticker if you wish.
     
    #16     Sep 3, 2010