Programming help wanted

[Amazon]

Firstly let me explain that I am not a programmer but have played around with some code when been shown how to use the syntax etc.

I am looking for help with some C# coding.

I am in the process of developing an automated prgram that works with Interactive Brokers. I currentl yhave the database setup with historical data and timeframes. I also have some VB Studio tool that allows me to write stratgeies and then run them on the trading application.

However I am stuck on the coding the strategy because of my limitation in programming. I am not using the programmer who built the system to code the stratgey simpy because of some communication problems. Also the fact that I prefer working with someone I can see and talk to regularly, preferably UK or EU based.

The final part where the live simulation/trading/backtesting work can begin is pending the completion of a strategy I can test.

A little about my strategy. I do not use any indicators. I use candles only and price action. I have defined this aspect and coded it already, however there are some slightly more complicated things that I need to implement. Beyond this I require some help with writing the lines of code that can do the analysis. Once I have been shown how to do this I can then replicate this as and when I need. Then there is additional layers of analysis that fineall lead to a buy/sell signal.

Although the strategy is quite simple, there are quite a few functions I would like to create and be shown how to move in between these functions as and when needed.

The stratgety is very profitable, I use it manually in certain conditions wtha very high success rate. But onceI have programmed the further analysis, his will increase the opportunities, profitable trades and minimise he risk.

I will allow the person to use the strategy for a limited time that we can agree upon. The amount of time I require assisatnce for now at this stage is quite minimal, it only involves data manipulation.

Ifanyone can help then please get in touch.

 

[iq200]

What help do you need?

 

[Amazon]

What help do you need?

Helo iq200 and thank you for replying. I have part developed program whaich allows me to write the strategty in C#, my coder is not well. So just in case he is unable tofinish it I would either require a new build or someone to complete this one.

This one works with IB but the live part has notbeen completed yet.Only tehistorical data and the backtesting part is partially complete. The last thing we were woring on wasbeing able to access the data from mysql as I need to and write some functions.

He had shown me how to write certain functions which I couldcopy and paste to create new ones, but never got to the end of the lesson.

 

[iq200]

Sounds like a quite a bit is left and from the first email it seems you need someone to do the handholding/teaching job as you do the implementation. I hope you find someone..
Good luck!

 

[Amazon]

Thanks iq200. Yes a fair bit to do. And the handholding is the vital part, I dont mind paying but it is the the most important part. Until I find the right working partner with whom I can share the sytem with I would have to code it myself. I have had a few bad experiences where I had shared systems and once developed they were marketed bu the programmers, so just playing cautious this time.

Just unfortunate my guy fell ill before we reached that stage, so definitely people out there who can help, just not everyones cup of tea. But the rewards are there

Thanks for the initial interest.

 

[denilson1]

hi, maybe you should consider your project in Python due to the libraries such as pandas etc. That's what most people are doing and then run it on a server (like a VPS)

It can take some time to learn! but the website quantstart.com has high quality code. And structure/templates for you to play with. QSTrader is open source and can be used for back testing and then live

 

[CavaliereVerde]

@Amazon
Do you know zorro-trader?

 

[Amazon]

@Amazon
Do you know zorro-trader?

Hello CavalierreVerde....no I dont know Zorro-trader. Ie he one of the members on here?

 

[CavaliereVerde]

No member I mean this software :

Free Algorithmic Trading with C/C++ | Zorro Project

www.zorro-trader.com

C language and platform designed to build trading systems.
BTW I dont' know if it can be used with Interactive Brokers.

 

[Amazon]

Thank you CavalierreVerde. I will check it out.

 

[Amazon]

Had a brief look. They have an extensive range of tools that one can use. But i dont see what I need yet, will look into a bit more. They have a lot of custom indicators, I need to create my own 'indicator' as it were and the way to implement it in the stratgey.
It is probably just my limited knowledge of programming that is preventing me from seeing the solution even if it is there.

 

[Amazon]

Thank you CavaliereVerde...I have looked further into that Zorro Trader....looks like a good piece of software and has the tools to create the additional functions I need. I will try it and see how I get on.

 

[McQuant]

Hi @Amazon
apologies to be a bit negative here, but IMO hiring programmer to create some proprietary (meaning your very own) back testing and live trading platform is not the right way. I'm professional software developer for whole of my life (~25 years), I do actively know several languages including C# and Python, and I do not have pretensions to write my own back-tester and live trader platform. Another problem is that working with external programmer you are locked-in to work with the programmer who is the only one who properly knows the code.
I guess for the same reasons guys above were kindly suggesting to use some more or less standardized and mature software packages (QSTrader, Zorro) for custom strategy development. Unfortunately both suggested platform are not capable of C# development, as you mentioned you require.

Hence I'd see like the most viable option for you is using LEAN by QuantConnect . It's open source system, unlike Zorro, strategies/algorithms can be written in C#, unlike QSTrader and Zorro, it's free if you run it on your own machine or VM, unlike Zorro, and last but not least it's capable of real trading with IB, unlike Zorro and QSTrader, as well as and many other brokers, unlike QSTrader. The LEAN allows trading Forex, Futures, Options anything you can imagine , and have got back tester as well equipped with data (depends what you need, for some data you might need at least demo account with broker) , so you should not need external database to store your data. And even though you need custom data source, you can plug custom data through csv files (e.g. I've been using minute data for my back test). If you have ever been using Quantopian the LEAN is the same concept except LEAN is capable of live trading.

The QuantConnect have got also rich documentation and Bootcamp (accessible after free registration) which guides you through algorithm creation process in form of hands on coding exercises (you can chose C#, Python, or do both of course) through the platform so you should be able to code your strategy after few weeks spending of learning the platform.

Once you break through to any package you chose you can focus on writing only your algorithm and stop wasting time with unnecessary trading support code (like e.g. resilient broker connection, which is huge work per se, capital management, risk management support, handling data quality issues, you name it) and finally the code will be only yours. No further stealing of your intellectual property.

I know it's not you were asking for but hopefully it helps a bit.

Regards

 

[stevecartwright]

I have spent many years (20+) developing trading systems and running them live and backtesting. Don't waste your time like I have. I have never found any of them to be consistent. I can make money manually everytime but not with an automated system. I use MT4 which is primarily focussed on FX but the strategies could be used on anything. There are so many variables with so many indicators etc etc that although entries are relatively easy its the exit that gets you every time.
Good luck.

 

[McQuant]

@stevecartwright I partially agree with you. It's also the reason why Quantopian shut down the business. But it also does not mean it's not possible at all.
Other than that, algo trading does not necessarily only mean fully automated trading robot. That's just a retail dream. Personally I do not believe that institutions would trade on full automat. Algorithm can save your time when you staring on the monitors. If you are able to define solid resilient rules, then your algorithm can notify you that the rules were triggered/fulfilled.

On indicator note, algotrading to me is not trading based on indicators, I agree with you that way is blind for sure.

 

[denilson1]

@McQuant good info with LEAN and QuantConnect
it's really nice to see so many high quality open-source options
All for free
we have come a long way

Good Luck!

 

[McQuant]

@denilson1
I've been "monitoring" LEAN development since 2014. I remember that time it was not really usable to any serious algo development.
But a lot effort must have been done on the way since then, because recently I realized how mature and rich platform it has became (e.g. they have Docker image so one can debug algorithms against Docker!).
IMO it's the best retail algo platform these days. I might be wrong though, nobody's perfect

 

[CavaliereVerde]

Personally I do not believe that institutions would trade on full automat. Algorithm can save your time when you staring on the monitors. If you are able to define solid resilient rules, then your algorithm can notify you that the rules were triggered/fulfilled.

I dont' understand...
You code a ruleset, you test it but you should place the trades manually.
Placing trades manually you only acheive a delay of seconds or minutes, I dont' think this kind of delay can turn a losing strategy into a winning one.
About institutions, I think we had more "fat finger" mistakes from humans than from computers.

 

[McQuant]

I dont' understand...
You code a ruleset, you test it but you should place the trades manually.
Placing trades manually you only acheive a delay of seconds or minutes, I dont' think this kind of delay can turn a losing strategy into a winning one.
About institutions, I think we had more "fat finger" mistakes from humans than from computers.

Agree, performing trading on faster TFs like ticks/minutes the delay is the case with no doubts. But even models running on tick or minutes data requires "recalibration" from time to time, which is also kind of manual intervention. There is no model functioning indefinitely forever.
Hence I mentioned the dream of common retailer thinking that one ex4 file combining several combination of indicators makes the forever profitable trading robot.

In ETF or Stock universe algorithm usually search sophisticated models consists of several data sources and containing thousands of assets and based on algorithm also its combinations (e.g. looking for cointegrated combinations or portfolios). If the strategy is running on some higher timeframes the humans can have last look option before placing the trade.
See this article Using QuantConnect to Automate Investing Strategies: Chacon Diaz and Di Virgilio Wealth Management . I do not know how much of marketing is included inside, but it's somehow how it can work.

Hope that makes sense.

 

[Amazon]

Hi @Amazon
apologies to be a bit negative here, but IMO hiring programmer to create some proprietary (meaning your very own) back testing and live trading platform is not the right way. I'm professional software developer for whole of my life (~25 years), I do actively know several languages including C# and Python, and I do not have pretensions to write my own back-tester and live trader platform. Another problem is that working with external programmer you are locked-in to work with the programmer who is the only one who properly knows the code.
I guess for the same reasons guys above were kindly suggesting to use some more or less standardized and mature software packages (QSTrader, Zorro) for custom strategy development. Unfortunately both suggested platform are not capable of C# development, as you mentioned you require.

Hence I'd see like the most viable option for you is using LEAN by QuantConnect . It's open source system, unlike Zorro, strategies/algorithms can be written in C#, unlike QSTrader and Zorro, it's free if you run it on your own machine or VM, unlike Zorro, and last but not least it's capable of real trading with IB, unlike Zorro and QSTrader, as well as and many other brokers, unlike QSTrader. The LEAN allows trading Forex, Futures, Options anything you can imagine , and have got back tester as well equipped with data (depends what you need, for some data you might need at least demo account with broker) , so you should not need external database to store your data. And even though you need custom data source, you can plug custom data through csv files (e.g. I've been using minute data for my back test). If you have ever been using Quantopian the LEAN is the same concept except LEAN is capable of live trading.

The QuantConnect have got also rich documentation and Bootcamp (accessible after free registration) which guides you through algorithm creation process in form of hands on coding exercises (you can chose C#, Python, or do both of course) through the platform so you should be able to code your strategy after few weeks spending of learning the platform.

Once you break through to any package you chose you can focus on writing only your algorithm and stop wasting time with unnecessary trading support code (like e.g. resilient broker connection, which is huge work per se, capital management, risk management support, handling data quality issues, you name it) and finally the code will be only yours. No further stealing of your intellectual property.

I know it's not you were asking for but hopefully it helps a bit.

Regards

Hello Mcquant,

Thank you for your message. Not negative at all and very helpful. I am not a prgrammer so advice from expereinced people is always welcome. I undertand what you mean about custome built systems. I have looked ath Lean just now and it looks good, but makes very little sense to me. Iwill have to get someone to install it and work on it a little for me.

I agrre that once you breakthrough a certain point it gets easy. I have previously worked with Javascript and also R which I gor familiar with. It tooks many of the boxes but I will have to see how it is when loaded up.

If you have used it you may be able to tell me if the stratgeies re stored on their server or remain on on my server. I know some of these programs require you to upload it because the platform is on their server, which means they can view your code.

Thank you