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Need Programmer to Write Ninja Strategy
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Need Programmer to Write Ninja Strategy

  #21 (permalink)
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jonc View Post
Guys, I'm curious when you ask someone to program for you, is your trading strategy entirely revealed to that person?

In my case, as a coder, the strategy was always revealed. I had to sign non-disclosure agreement with the customer.
But without NDA, when you use to code dozens of strategies, you don't spend time in backtesting someone else ideas:
- the coder don't have too, he is only here to code,
- the best bots in the World is useless without knowing which instrument/bar type/bar length/the zillion of parameters, ...,
- the bot can be good, but not in line with your desired MAE/risk %/...
So it's really not a problem to reveal your holy grail .

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  #22 (permalink)
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To be frank, I write code for customers because they PAY me NOT because it increases my chances of finding the holy grail. My job is to write what the customer wants because THEY believe it will help THEM trade better. Some potential customers try to persuade me to write indicators or strategies for free by saying I'll get something out of it too. I've written a lot of code for people and that hasn't happened yet. What I personally get out of it is more coding experience and money. I suspect that anyone who has written code for customers for any length of time has basically the same experience.

So, if you ask me to code for you I'm NOT interested in your trade secrets. I'm interested in producing the best product that I can for YOU.

Having said all that...I write some code for public use and I post it here on futures.io (formerly BMT). All that code was generated because I had a specific interest in it for some reason, coded it, and made it available via download.

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  #23 (permalink)
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MWinfrey View Post
I read the article you posted and it takes me back to my early and brief days of programming in Lisp. I found that effort very intriguing. Actually developed a target selection system for the military. Just had to mention that because it really is one of my greatest efforts. It was never used but it sure was fun developing and kept me out of trouble.

My efforts to develop trading systems is more procedural than OO and so far the one I have online is working very well. But I would like to learn more about how to code subjectivity into my systems. Do you have any specific trading examples of subjectivity and how that is expressed in your coding style? Also, do you have other references that I can study?

Not having a coding background, I have to plead ignorance...but still I have to wonder...

The news today says we're pulling out of Iraq by the end of the year. That should save us a lot of money and lives and the markets should go up...maybe. But then, Iran can very well swoop in and take over the lucrative oil felds in Iraq and further destabilize oil prices...the markets could go down...maybe. So, I have to make a subjective guess and invest long. But, then I think about it a bit more and go short. The markets start to go up and I subjectively decide I was right the first time and shift everything long again.

That is subjective reasoning...making decisions based mostly on my emotions, intuition and gut feeling. The common problem with subjectivity is that it is usually just comes down to guessing and no two people will ever guess the same way every time. What value would that be as a trading system if it tried to guess how every one else would guess?

Subjectivity isn't necessarily a bad word in trading. Subjective reasoning based on years (perhaps decades) of experience can be successful. But, how in the heck do you code years of experience? If you can't teach it to a human, how do you teach it to a computer through code? I'm familiar with AI, but the current level of technology still isn't capable of duplicating the vast complexity of the human mind.

Please pardon, I've always been a curious kinda guy and I do find the topic fascinating.


Last edited by rogerf; October 21st, 2011 at 09:21 PM.
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  #24 (permalink)
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MWinfrey View Post
To be frank, I write code for customers because they PAY me NOT because it increases my chances of finding the holy grail. My job is to write what the customer wants because THEY believe it will help THEM trade better. Some potential customers try to persuade me to write indicators or strategies for free by saying I'll get something out of it too. I've written a lot of code for people and that hasn't happened yet. What I personally get out of it is more coding experience and money. I suspect that anyone who has written code for customers for any length of time has basically the same experience.

So, if you ask me to code for you I'm NOT interested in your trade secrets. I'm interested in producing the best product that I can for YOU.

Having said all that...I write some code for public use and I post it here on futures.io (formerly BMT). All that code was generated because I had a specific interest in it for some reason, coded it, and made it available via download.


Thanks, well said. I would probably venture to say that, of all the coders in futures.io (formerly BMT) who have written for profit or for free, none of them have ever coded the Holy Grail. They may have coded some interesting and useful indicators, but that won't make a dime unless you know how and when to use them.

I can't imagine the complexity involved in a non-programmer trying to get several coders working on different pieces of a trading system and never having to collaborate. You'll end up with several pieces of the system code all neatly written but, unless you have some code skills, you're stuck unless you know how to put them all together and compile it and get it breathing. You can't ask a coder to do it or you'll blow the whole secrecy thing right out the window.

The first thing you'll discover is...there are BUGS!! Be a miracle if there weren't no matter how competent the programmers were. Now what? Are you talented enough to be able to identify the problem in the code and fix it? Do you call all your programmers and tell them the software isn't working right and they need to make something work that they can't even see? Of course, you can't hire a programmer to fix the problems (there'll be more than one) or you'll compromise the secrecy again. I much prefer NDA's.

I'd be a tuff way to go, especially when you consider that 99.999% of these projects end up in the Recycle Bin. The bright side is that they keep food on the table for a lot of talented coders. May they live long and prosper!


Last edited by rogerf; October 21st, 2011 at 09:42 PM.
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  #25 (permalink)
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MWinfrey View Post
To be frank, I write code for customers because they PAY me NOT because it increases my chances of finding the holy grail. My job is to write what the customer wants because THEY believe it will help THEM trade better. Some potential customers try to persuade me to write indicators or strategies for free by saying I'll get something out of it too. I've written a lot of code for people and that hasn't happened yet. What I personally get out of it is more coding experience and money. I suspect that anyone who has written code for customers for any length of time has basically the same experience.

So, if you ask me to code for you I'm NOT interested in your trade secrets. I'm interested in producing the best product that I can for YOU.

Having said all that...I write some code for public use and I post it here on futures.io (formerly BMT). All that code was generated because I had a specific interest in it for some reason, coded it, and made it available via download.

I come to coding strategies from completely opposite vision.
I never take paid projects. I'm not interested in making money this way. I want to make it by trading strategies.
This imply that I don't take all projects, but only if I think the other party is serious and understand the difference btw. discretionary & auto trading.
I think its very naive from someone to think that he has a Holy Grail strategy from the start.
I believe that each initial setup can be improved (not curve fitted) by more work of trail and error. That mean adding and removing restrictions, profit targets and stoplosses.
I worked with one trader who insisted on me signing a NDA. Apparently he bought a setup (written on paper) for a lot of money. That was enough for him to be certain that its a Holy Grail. I did sign the NDA and coded his method. You can guess the end.
Still I continue doing that for several reasons:
1. Two heads are better than one. (in auto trading, not in discretionary)
2. Some time even if the setup is useless (most of the time) and the other party disengage, I still have learned something new that I can incorporate in all my strategies.

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  #26 (permalink)
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MWinfrey View Post
I read the article you posted and it takes me back to my early and brief days of programming in Lisp. I found that effort very intriguing. Actually developed a target selection system for the military. Just had to mention that because it really is one of my greatest efforts. It was never used but it sure was fun developing and kept me out of trouble.

My efforts to develop trading systems is more procedural than OO and so far the one I have online is working very well. But I would like to learn more about how to code subjectivity into my systems. Do you have any specific trading examples of subjectivity and how that is expressed in your coding style? Also, do you have other references that I can study?

Hey, congrats on your target selection system. I'd like to hear a bit more about that. Back in the 70's I met a guy who coded a program for the military that was a battle simulator. Soldiers could shoot at the "enemy" and they would fall down and "die" if they were hit. Used real video...not CG stuff we use today. Lots of work went into that but it was primitive by today's standards.

Subjectivity in system code is intresting indeed. I discussed it with my chief programmer and he replied, "Yes - computer programs can guess, and they can learn. But both are always based on rules - even if the rules include a random number generator. So their "intuition" is always rule based. We don't know if human intuition is rule-based or not.....I'm currently writing an indicator that "learns" how to predict the probability of a current bar closing bullish or bearish from the moment it begins to form that utilizes a fairly sophisticated form of intuitive rule based programming...."

Fascinating topic. I can see I've got a lot to learn on how subjective coding works.

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  #27 (permalink)
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MWinfrey View Post
To be frank, I write code for customers because they PAY me NOT because it increases my chances of finding the holy grail. My job is to write what the customer wants because THEY believe it will help THEM trade better. Some potential customers try to persuade me to write indicators or strategies for free by saying I'll get something out of it too. I've written a lot of code for people and that hasn't happened yet. What I personally get out of it is more coding experience and money. I suspect that anyone who has written code for customers for any length of time has basically the same experience.

So, if you ask me to code for you I'm NOT interested in your trade secrets. I'm interested in producing the best product that I can for YOU.

Having said all that...I write some code for public use and I post it here on futures.io (formerly BMT). All that code was generated because I had a specific interest in it for some reason, coded it, and made it available via download.


@MWinfrey: I mostly agree with you here, but there are some subtle differences.

I am also coding, if somebody pays me to do so, but then there is a number of conditions required for me to accept the job.

(1) The project should make sense as judged by myself. I have had quite a number of ridiculous requests, which I had toturn down right away.

(2) Many traders think that they have discovered something very similar to the holy grail. By experience I know that the powerful indicator or strategy will not lead them straight to wonderland, but that the system will probably just break even or fail. If I take the order, I am no better than all the snake oil sellers around, the only difference being here that the customer brings in his own recipe and then asks me to manufacture that snake oil for him, individually tailored to match his immediate needs and beliefs.

(3) The best customers are profitable traders. They know exactly what they want and just want to develop or improve their trading tools in the sense that they replace an old gun from their grandfather with a new gun with an infrared scope. They will refuse revolvers or bows and arrows because their trading method requires a gun. This is a pleasure to code, because first of all, those guys are generally happy customers who love their new toys and use them to make money. And I do not have a bad conscience to bill them, because I know that they quickly make it back. As Mike also confirmed, I am not using those methods myself, because they do not match my personality. But I really enjoy the discussions and the learning experience. Most of these projects actually involved converting indicators or strategies from MetaTrader, TradeStation and CQG to NinjaTrader. For one customer I have even converted a large chunk of the FibonacciTrader to NinjaTrader.

(4) My coding skills are limited. This is true for everybody who is coding. So I can't accept something, which does not fall into my area of competence. My time is limited as well, I am sometimes running into trouble as I am not well planning ahead....

Now the most important. I am not a learned computer scientist. I am coding for fun. So if you come up with something that looks interesting, I simply cannot resist to play around with it. Or if you come up with something very close to an item on my own to-do-list, then I may code it for free.

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  #28 (permalink)
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Just out of interest - is that actually an area someone can make some decent money in? Not talking as ysomeone hoping to earn more than minimum wage from programming, but as someone aif 4 digit daily rates (USD) for doing programming work. If I look at the quotes here the rates scream "wannabe" or "junior developer" to me, not "experienced financial programmer" Jus wondering whether I overlook something.

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  #29 (permalink)
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Can be simple


trendisyourfriend View Post
I beg to differ with your comment. I don't think your methodology needs to be VERY mechanical. It all depends on the basic premises at the base of your framework. Programming emotive decisions is not that complicated if you know a few basic concepts. We were doing this kind of programming back in 2000 using a very basic language named Lingo from Macromedia. I cooperated with a very creative person on coding such intelligent scripts to mimic the way we think. Some examples are located here:



In other words, coding a subjective system is indeed possible or not as complicated as you might think.

Good point Trend. I already have code which I got from another platform and modified for my needs. It works fine on that platform, but I have to pay data feed costs there. Data feed costs anoy me. I want to use it on Ninja so I need someone to simply, I hope, enter it into ninjascript. Do not want to spend time on the ninjascript learning curve. It is a bar at the bottom of the screen that turns green or red as market goes up or down. Can you or someone else reading this thread help?

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