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StockSharp


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  #1 (permalink)
 Jasonnator 
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Creating a new thread specific for the open source platform, StockSharp, with the intent to centralize community support for this platform.

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Jasonnator View Post
Creating a new thread

adding @sam028

Regarding your reported post, do not change the title of the Quick Summary Post. Doing so causes you to not be able to make future edits. It's a bug that will not be resolved until futures.io (formerly BMT) 5.0.

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  #4 (permalink)
 Jasonnator 
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Got it, thanks Mike.

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 Jasonnator 
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I continue to be running into brick walls with this platform. My initial attempts to connect to real-time and historical data through IQFeed have yet to produce a bar on the screen. In my troubleshooting, I found what I think is a bug and submitted it to the developer on github, link. I found this by using one of the sample projects.

Once I found this, I tried to implement the fix in the Studio and Hydra projects. These projects are not the same source projects as the .zip from StockSharp's website. When trying to run the Studio or Hydra projects, there are numerous Actipro license issues.

It appears that the majority of the focus is on the Russian connectors/exchanges. I would love to see more support for US/UK/etc but I think people will be slow to offer fixes for this platform.

Jason

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 Jasonnator 
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After chatting with one of the developers, the projects downloaded from the website are in fact the same as the github source. It has been a license issue with ActiPro that has kept me from being able to use the debugger to step through Hydra or Studio. The Studio project is still in beta so I am focusing more on Hydra at the moment.

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IQFeed James
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Jasonnator View Post
I continue to be running into brick walls with this platform. My initial attempts to connect to real-time and historical data through IQFeed have yet to produce a bar on the screen. In my troubleshooting, I found what I think is a bug and submitted it to the developer on github, link. I found this by using one of the sample projects.

Once I found this, I tried to implement the fix in the Studio and Hydra projects. These projects are not the same source projects as the .zip from StockSharp's website. When trying to run the Studio or Hydra projects, there are numerous Actipro license issues.

It appears that the majority of the focus is on the Russian connectors/exchanges. I would love to see more support for US/UK/etc but I think people will be slow to offer fixes for this platform.

Jason

@Jasonnator, thanks for the posting and all your time on the phone today. I'm glad this was brought to my attention. In order to get IQFeed data to work with this platform, we have to enable the access through a back-end manager that StockSharp has created for us. I'm not 100% sure why they do it this way, but as of now this is how it has to be done in order to use IQFeed data with this software. If anyone is getting an error message or showing a pending approval when requesting to use of IQFeed data, just PM me your IQFeed user credentials and I will enable your access.

Thanks

James

If you have any questions about IQFeed please send me a Private Message or use the BMT "Ask Me Anything" thread.
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 Jasonnator 
Denver, Colorado United States
 
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@IQFeed James After chatting with the developer again, they no longer use this license so the approval appears to not be needed. There appears to be a bug in the platform which I am trying to track down and solve now.

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 Jasonnator 
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I can't trade off of it yet since it's just one of the small, simple sample applications, but this is a huge step in the right direction! This is actual IQFeed futures data downloaded and charted. The developer beat me to the fix but it is being checked in regardless.


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 Jasonnator 
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Now that I am able to get IQFeed data onto a chart, albeit in a small sample application, I moved back to the Studio project. Everything still compiles but I can't figure out why I only have one connector option, FIX

I thought looking at Studio/app.config would hold the answer but there are 18 connections listed there. Why is only the FIX connector making it into the SessionHoldersPanel.xaml/SessionHoldersPanel.xaml.cs???




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 Jasonnator 
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StockSharp is currently being refactored so I'm haulting investigating until it is complete. Initially, there appears to be a lot of improvements in the way historical data is handled.

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 gregid 
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Jasonnator View Post
StockSharp is currently being refactored so I'm haulting investigating until it is complete. Initially, there appears to be a lot of improvements in the way historical data is handled.

Is there any expected timeline for the refactoring?

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 Jasonnator 
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Next week-ish

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 Zephio 
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Hi Jason, I am currently looking to get this to work as well. How did you rectify the Actipro Licensing issue? Thought there was an issue with the Licenses.licx file but am not sure how to fix it.

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 stocksharp 
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Jasonnator View Post
Next week-ish

Hi everyone!

Ok lets start to discuss there (instead of skype). I think BM forum is most suitable place for now.

Finished refactoring on last weekend. Just a few words about what actually was changed. S# had a thread-pool model based on some complex system. Now it is cutting out of the scope and may be configuralble.

S# is not an equalent of some popular systems like NT or MC (maybe changed in a future). First of all it is set of connectors that can be build on own tradying systems. At the second - it is a set of graphical components that also boost dev of own system. So Studio is not a major product. S#.API - is a major. S#.Data - is a second. S#.Studio - is a third.

So for now stablity of Studio I think was decreased from 60 to 40 % stability. Main tasks for Studio - is make it stability. There is a lot of compomnents that works fine in S#.API but absolutelly no works in Studio. Refactoring has one of target to get some stability with threading issues. Now there are still 2 major tasks: create a proper warm up strategies and create a joining historical data with a real-time.

Please help (all who was received instruction from me) to new one colloborators with build of sln. Including license issues.

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 Big Mike 
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stocksharp View Post
Hi everyone!

Since you are the vendor, please confirm:

a) StockSharp is open source
b) There are no premium services, no fee based options, and no money changes hands with customers

These both need to be true in order for you (as the vendor) to discuss your product on futures.io (formerly BMT). Otherwise, it is considered self-promotion which we do not allow.

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 Jasonnator 
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Jasonnator View Post
Now that I am able to get IQFeed data onto a chart, albeit in a small sample application, I moved back to the Studio project. Everything still compiles but I can't figure out why I only have one connector option, FIX

I thought looking at Studio/app.config would hold the answer but there are 18 connections listed there. Why is only the FIX connector making it into the SessionHoldersPanel.xaml/SessionHoldersPanel.xaml.cs???




I tried over the weekend to track down where the list of connectors gets populated and still can't figure it out. FIX is no longer in the drop down list after the most recent changes.

@Zephio Have you looked at this?

@stocksharp Thanks for jumping in here. I think this platform has a ton of potential and hopefully we can get more futures.io (formerly BMT) developers digging through the source.

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 stocksharp 
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Big Mike View Post
These both need to be true in order for you (as the vendor) to discuss your product on futures.io (formerly BMT).

True... I think it was the reason why topic started create that thread.


Big Mike View Post
Otherwise, it is considered self-promotion which we do not allow.

You mean to create a separate forum like it did other vendors? How much is it?

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 stocksharp 
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I tried over the weekend to track down where the list of connectors gets populated and still can't figure it out. FIX is no longer in the drop down list after the most recent changes.

Jason i think bug in combo box population... For now FIX is useless for american trading cause FIX has a poor standard restrictions and should to have dialectic.

Studio at the first launch create a connection to our demo trading server. Server side works on FIX protocol.

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 Jasonnator 
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I knew it was a bug but finding it has proven difficult. I'm still learning how the APP is implemented in hydra and studio. My main objective is to get real time and historical data piped in then work on finding any other bugs. Getting the data in seems to be the biggest hurdle so far.

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 mattz   is a Vendor
 
 
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@stocksharp Are you fully operational to be executed via OEC? Just wanted to know whether the API is fully integrated and you guys show the balance as well as the customers trade, P&L, etc.

Thanks,
Matt

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 Jasonnator 
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@mattz

There is an OEC connector and a simple sample application I could test it with. If you want and/or are able, send me some read only credentials and I can try it out.

Jason

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Jasonnator View Post
@mattz

There is an OEC connector and a simple sample application I could test it with. If you want and/or are able, send me some read only credentials and I can try it out.

Jason

I have sent a demo to your email.

Thanks,
Matt

There is a risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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 Zephio 
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I finally managed to download the compiled version of S#. I am getting more connections other than FIX to create. I have tried Interactive Brokers and IQFeed. Somehow it says connected but I am having difficulty getting it to load a security. I cannot seem to get it to search for a ticker or to provide me with a ticker list.

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 Zephio 
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Also, I found a post which explains why the WPF studio keeps popping up due to licensing issue. Might need to purchase WPF Studio for a valid license. Got it from Configuration for multiple developers and build server - Docking/MDI for WPF Forum


Quoting 
Hello. This is a general question about using any of the Actipro products--if there's a better place to ask it please let me know. (I don't see a "General" forum?)

I am a new Actipro user, and just trying to figure out how best to set things up. We have a team of seven developers and a build server, so I've bought eight licenses of WPF Studio (eight licenses were cheaper than seven). We use TFS for source control and for automated builds.

In particular I'm wondering:
1. Do we have to run setup to install the Actipro libraries on every developer's computer? Or can I just install it on mine, set up the project's licenses.licx file properly and copy the Actipro assemblies to TFS--next time the other developers do a Get from TFS, should they be all set?

2. In my project, how do I add a reference to an Actipro assembly? Do I have to reference them at c:\program files\actipro\etc.? Or can I copy the Assemblies folder up to where the rest of our code lives and reference it there?

3. What do I do on the build server? Do I need to run setup there too?

Ultimately my confusion comes down to not understanding the licensing. If customers can use the software I write without needing an Actipro license, then what is it that setup is doing?

Hope someone can educate me to clear up my confusion! Any other tips about working with Actipro in this kind of environment would be welcome too.

Nate
GEO-SLOPE International Ltd.
Calgary, Alberta, Canada

Answers:

Quoting 
After some additional testing I've come up with some answers for myself:

1. We must run setup on every computer that builds the project. If it's built on a computer that didn't have WPF Studio installed, there will be compile-time errors about not being able to find the licenses. Once a project is built on a licensed computer, the licenses are embedded and thus it will run anywhere.

2. Setup installs the assemblies in the GAC. The simplest is to reference them from the GAC, especially since (#1) we've had to run setup on every build machine anyway. But it also works fine to reference them in the filesystem using a relative path.

After building a project, if you want to run it on a computer that does not have WPF Studio installed, you'll have to ensure the assemblies are in the same folder as the exe. In our case we have a "redist" folder in TFS where we'll store the assemblies, and when we build our setup it will grab copies of the assemblies from the redist folder in order to install them along with our app on the client's machine.

3. Yes, setup will have to be run on the build server in order for it to embed the licenses.

Hope this helps others down the road trying to figure out how to share Actipro libraries with a team.

Nate


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 Jasonnator 
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@Zephio I see the same list get populated with the site-compiled version but still no connector when in debug mode. Try the IQFeed sample program. Subscribing to a security is a little more intuitive in that sample program.

I have stepped through the debugger and stocksharp studio and hydra are subscribing to securities correctly (most of the time) but not pulling historical correctly as well as I think there is a bug in plotting/filling bars. There are a couple areas I wanted to step through today which are peculiar so I'll post if there is something to them. Hydra seems to have some issues automatically pulling the step values and lot increment. It doesn't happen with every instrument so I'm not sure what exactly is wrong but I can manually modify those settings when I'm connected in Hydra (using IQFeed when this happens).

@mattz Got it, thanks. I'll give it a try this afternoon.

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 Jasonnator 
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OpenECry connector works. No bars would print but I did get real time prices in a DOM window. The SciChart 3rd party software requires a license which is embedded in the @stocksharp compiled installer on stocksharp's website.

[IMG][/IMG]

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 Jasonnator 
Denver, Colorado United States
 
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I think I found where StockSharp Studio is failing to load the connectors and created a new issue on github for it
https://github.com/StockSharp/StockSharp/issues/61

Now how to fix.....hmmm, I think I'll save that for another day.

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 stocksharp 
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No bars would print but I did get real time prices in a DOM window. The SciChart 3rd party software requires a license which is embedded in the @stocksharp compiled installer on stocksharp's website.

When you start app under debugger in VS the chart will show you warning about license or trial. If you will start it as usual exe app it will works fine.

I hope at the end of that year we will get other vendor for chart's component cause SciChart is absolutelly unstable and unsuitable for trading apps.

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 stocksharp 
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I was publisher yesterday a new release where all compiled refs and samples with sources putted into one folder https://github.com/StockSharp/StockSharp/releases

For everyone who has difficulties with recompiling the whole sln

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 Jasonnator 
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StockSharp has taken a back seat for the time being while I complete my switch from NT to MultiCharts (lots of indicators and strategies to recode). S# is still my ultimate goal for my primary platform.

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 Jasonnator 
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Ok, after spending hours digging through code, I have learned that the WPF learning curve is STEEP! In trying to figure out how some components work, I get lost when I'm 7+ classes deep.

Anyone know of a breadcrumb style debug viewer for XAML/WPF?

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 stocksharp 
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Ok, after spending hours digging through code, I have learned that the WPF learning curve is STEEP! In trying to figure out how some components work, I get lost when I'm 7+ classes deep.

Anyone know of a breadcrumb style debug viewer for XAML/WPF?

I think it is a wrong way. Just use S#.API as a user. When you completely understand all common use cases (send transaction and receive market data) you can try to change something in core. For now change XAML components (for what, btw?) is wasting time. Most of all trading robot - one window with several buttons. Pretty easy for GUI develop.

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 Jasonnator 
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I think it is a wrong way. Just use S#.API as a user. When you completely understand all common use cases (send transaction and receive market data) you can try to change something in core. For now change XAML components (for what, btw?) is wasting time. Most of all trading robot - one window with several buttons. Pretty easy for GUI develop.

I am actually in the process of just rolling my own instead of trying to mold hydra or studio into what I want. A responsive and robust version of studio would be great but it's so complex that I think it will be easier and faster to make my own from the API.

I will continue to post here with relevant S# information.

Jason

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 Jasonnator 
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Still working on getting connectors working but here is a test on a real time charting built using SciChart with a random walk generator for data. I tested up to 1,000,000 bars and it chugged right through with virtually no slow down or lag. This is a 5,000 bar test


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I think it is a wrong way. Just use S#.API as a user. When you completely understand all common use cases (send transaction and receive market data) you can try to change something in core. For now change XAML components (for what, btw?) is wasting time. Most of all trading robot - one window with several buttons. Pretty easy for GUI develop.


Where is the documentation in english?

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 Jasonnator 
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Where is the documentation in english?

There isn't any that I can find. I use my browser to translate (Google Chrome). Within Visual Studio, I use this plugin mapped to a keyboard shortcut.

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Where is the documentation in english?

Not yet. Be honestly doc is not fully written even for russian For now as you can see the commits https://github.com/StockSharp/StockSharp/commits/master/Documentation we are working hard on that but it is really huge work.

Runtime is already localized and all errors/warning/messages are on english now. But comments (in tooltips) still on russian only.

To use S# you should to good knowledge of C#. Trust be - it is at the first. Many guys that use S# now tell me that they almost never use doc because API structure is well formed and logically. Just as example. 2 month ago I was working with chinese trading gateway. There was almost on hieroglyphs. Nothing was helped me (even google translate). Thanks God there was good developed library with a samples. As a programmer I will understand logic very quickly, without any doc.

C# is also has a docs and books. But it so intuitive you do not need any documentation.

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 Jasonnator 
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I have reached out to several futures.io (formerly BMT)'ers and a few have expressed interest in contributing to this project (a big thanks to those people). My goal is to make an application which a multitude of trading styles could take advantage of while remaining open source. Just with the initial small group, there is already a wide array of feature interests. My thinking is that the more people contribute and/or extend this platform to what's important to them, the more everyone benefits and the more feature-rich it becomes. If anyone else is interested in contributing, please PM me. The only caveat is that since this is very much still in development stage, you'll need to be somewhat proficient and comfortable in the dev environment. I'm no salesman so that's my best pitch....sales tie is coming off and pocket protector going back on

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 Jasonnator 
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I've been having trouble getting the connectors to work with anything other than simple example programs. I managed to recursively get all of the connector assemblies and instantiate them programatically. This will allow new connectors to be created, compiled, then just dropped in a folder with no changes to the program's code. The new "Connector" tab is not the final UI implementation but it'll due for now.

Real time data should be working soon

@mattz I wanted to say thanks for helping with multiple connector test credentials. That allowed me to test more than just IQFeed to ensure as much compatibility as possible from the beginning.


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@mattz I wanted to say thanks for helping with multiple connector test credentials. That allowed me to test more than just IQFeed to ensure as much compatibility as possible from the beginning.


You most welcome. I appreciate all the effort you are doing in creating this on your own.

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Hello everyone,

I have a moderate amount of experience with Visual studio, but I am trying to build this project and run it.

I downloaded the entire codebase from Github, but it has something like 4,500 build errors. I do have Actipro WPF installed and license on the machine.

I really only need the charting portion of this program. I was hoping to make some changes to it to suit my needs... So perhaps I am trying to build way too much, but the Studio portion of the project won't compile and run on its own.

Can anybody give me any clues what I'm doing wrong? I'd really appreciate it. Thanks!

Steve

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Hello everyone,

I have a moderate amount of experience with Visual studio, but I am trying to build this project and run it.

I downloaded the entire codebase from Github, but it has something like 4,500 build errors. I do have Actipro WPF installed and license on the machine.

I really only need the charting portion of this program. I was hoping to make some changes to it to suit my needs... So perhaps I am trying to build way too much, but the Studio portion of the project won't compile and run on its own.

Can anybody give me any clues what I'm doing wrong? I'd really appreciate it. Thanks!

Steve

Steve,

I've been using S# for almost a year now and have seen several versions. Almost every time I have tons of errors is because of bad references. There is a new library which was just added (S#.Terminal) and there are 4 or 5 connectors who's references need to be updated to the StockSharp/Connectector projects. From memory, you need to remove then add back Blackwood, Fix, ITCH, Micex, Plaza, and Rithmic (I think that's all of them for the S#.Terminal project). Once that project matures a little, that error will be fixed permanently (it has already once but it creeps back).

Some of the other problems I've ran into had to do with some of the references in the sample applications. The easiest way is to unload the entire Samples solution folder then start adding back the ones you want to take a look at. Connectors/IQFeed has given me trouble in the past but was again, because of references.

The Studio project is essentially deprecated so I wouldn't spend too much time there poking around. The have been major changes since that project was added but those major changes were not easily integrated into S#.Studio.

The Hydra project is the most actively maintained at the moment. It is a data collection type of project, not a trading platform.

Feel free to drop me a line if you have questions. At first glance, this library can be a little overwhelming.

Jason

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 stocksharp 
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Good new everyone!

1) The source code on GitHub https://github.com/StockSharp/StockSharp now mostly on English with all comments (except Russian connectors).

2) Now we have 2 solution files. One for build connectors only. One for all components and apps (Actipro license is required). Use the first one if you are looking to write trading app directly in C# code.

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 Big Mike 
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What kind of portfolio trading and analysis does StockSharp support?

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 Jasonnator 
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What kind of portfolio trading and analysis does StockSharp support?

Mike

Hey Mike. S# supports pretty much everything. I'm not in front of my dev machine right now or I would list everything natively supported. Off the top of my head, stocks, futures, bitcoin, currencies, options, spreads/synthetic, bonds, and I know there's more but just can't remember.

Jason

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 Jasonnator 
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Here are the types natively supported.

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Jasonnator View Post
Hey Mike. S# supports pretty much everything. I'm not in front of my dev machine right now or I would list everything natively supported. Off the top of my head, stocks, futures, bitcoin, currencies, options, spreads/synthetic, bonds, and I know there's more but just can't remember.

Jason

Sorry, I am specifically asking about portfolio's. Not supported classes/types.

Portfolio trading -- as in, 100 positions in different products, interacting with each other so signals can be made based on the performance of the portfolio as a whole, as well as adjusted based on individual trade performance in a relative product, plus things like portfolio weighting and portfolio level risk limits.

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 Jasonnator 
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Mike,

Sorry for the misunderstanding. I know there are "Basket" classes for connectors, positions, and portfolios. I have not personally used them so I don't want to say definitively yes.

So if I understand you correctly now, I believe you could in fact do portfolio trading with S#. You could create weighted, synthetic, spreads, etc and allocate weights however you like. There is not currently an example showing this functionality. I have mentioned it to @stocksharp and I think he wouldn't mind discussing it with you. Feel free to PM me.

I'm semi familiar with your style of trading and I think S# could accommodate it very well.

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 Big Mike 
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Some feedback as I go.

When you signup on the website, the email confirmation is in Russian. Should add English text to the message as well.

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 Big Mike 
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Using your "ready made online installer" link from post #2, the popup is all Russian.

And after accepting the conditions, that popup is gone, so I am unsure what is required to download to get started. This landing page needs some help with some very simple instructions.

Unclear to me right now what I need, Studio, Data, Server? All?

Downloading Studio for now since it's the first listing.

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 Big Mike 
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Changelog during Studio installer is all Russian.

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Changelog during Studio installer is all Russian.

Mike

The installer isn't really an installer, but a patcher/downloader.

I think it would be far more useful if at the end of the initial download, you ran an actual installer. So the app was properly installed into the system, and not just running out of a directory.

I suppose maybe some people prefer a portable app, assuming it doesn't use the registry at all or store any data outside of the current folder. But I'm not one of those people

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 Big Mike 
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Either way, after running Studio, I am stuck with this error message.



After examining the License tab, it says my license is a "trial" and valid for 30 days. This is very confusing, I thought this was an open source app and thus free?

Please clarify the licensing.

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 Big Mike 
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The welcome email is also in Russian only.

One part translates as follows: "StockSharp - free platform. But HFT strategies or strategy with direct access we offer a corporate license"

Can you clarify the licensing? Is the open-source and free platform able to execute orders through brokerage without any restrictions?

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 Jasonnator 
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Mike,

I'm just seeing your posts now. The installers are well behind the source. Github has significantly updated functionality compared to the installers. Of the S# team provided programs, hydra is the most actively maintained. Studio is still in beta but is getting updates more often. Hydra is primarily data oriented. Studio is more of a trading and testing app. The main focus with S# is the API, whereas the demon apps showcase some of the components that are possible. The sample applications show how components are made without getting overly complex.

I think you should clone the repo or download a zip of it.

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 Jasonnator 
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Studio still has some of the remnants of when S# required signing up and obtaining a license through the S# website. It is easily commented out so you can explore the app.

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Mike,

I'm just seeing your posts now. The installers are well behind the source. Github has significantly updated functionality compared to the installers. Of the S# team provided programs, hydra is the most actively maintained. Studio is still in beta but is getting updates more often. Hydra is primarily data oriented. Studio is more of a trading and testing app. The main focus with S# is the API, whereas the demon apps showcase some of the components that are possible. The sample applications show how components are made without getting overly complex.

I think you should clone the repo or download a zip of it.

I'm just going based on your own post #2 in this thread, and your website. Even on Github, there is no section for "Hydra". And in your documentation link, no mention of it.

At this point, I really have no clue what hydra is or what "primarily data oriented" really even means. It sounds like it's a replacement for S# Data?

I'm not as curious about data, I have data fully under control with my own app. I am more curious in evaluating the algorithmic capabilities and specifically portfolio style trading. Which app is the right one?

BTW, this just points out some weaknesses in the way your website/Github are designed, it is unclear where to start or what to use, and this would be a turn off for new users.

You say I should just download the zip or clone the repo. I did that, I downloaded "StockSharp_4.3.13.zip" but there is nothing compiled (no exe, no installer). It isn't even clear what is included, whether it's Studio, Data, Hydra, all of the above...

I assume I would need Visual Studio in order to compile it, but I don't have VS installed on this workstation and really didn't want to go through all that just to see what the capabilities are of the platform.

Why are the installers so out of date? For me, before I spend hours and hours on this, I want a quick at-a-glance look to see if its worth my time. That means installer, and at least enough instruction to pull up some historical daily bars with US equities, and plot some basic charts and create some basic signals. You could do that in NT for example within about 5 minutes.

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 Jasonnator 
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Mike,

I really appreciate the fresh look and will take the constructive criticism onboard. I hadn't really thought about S# from a non developer point of view.

I have to admit that I'm behind on keeping this thread updated and need to do so soon since much has changed.

As far as the installers, I can't speak to that part as I have no dev access to the S# website. I will pass your observations along.

I see where there can be significant confusion and will try to rewrite post #2 to better explain the getting started process.

To answer some of your questions
- Yes S# repo assumes you have VS installed
- Hydra = S# Data
- Charting has just recently undergone a full overhaul and is not 100% out of the box yet but is expected to be soon.

Again, thanks for the fresh look. That's how projects like this get better.

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 Big Mike 
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OK, so lets say you were going to build an installer for me, which app should I even be focusing on for my needs?

I envisioned a way to chart data, apply signals, and return a results spreadsheet or other analytical data. I wanted to then apply that towards portfolio's to see what capabilities already exist in the platform.

Take a look here at a Global Tactical Asset Allocation portfolio system as a good starting point, the aim would be to see how much can be automated in S#:



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 skoa 
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Which version of VS do I need? Is Express (i.e. free) fine?

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Which version of VS do I need? Is Express (i.e. free) fine?

VS2013/15 Express is fine. The API will be migrated to VS15 soon so might as well just go that route.

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 Jasonnator 
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Big Mike View Post
OK, so lets say you were going to build an installer for me, which app should I even be focusing on for my needs?

I envisioned a way to chart data, apply signals, and return a results spreadsheet or other analytical data. I wanted to then apply that towards portfolio's to see what capabilities already exist in the platform.

Take a look here at a Global Tactical Asset Allocation portfolio system as a good starting point, the aim would be to see how much can be automated in S#:



Mike

I'll take a look at the link.

Your vision is definitely doable with S# but an app is not written out of the box to do all of that. I'd like to get @stocksharp to chime in on this as well. I am less than 1 in S# years so I want to make sure I'm not missing things that I'm just unfamiliar with.

Taking a step back and looking at this from more along the lines of an end user's perspective (not a developer), S# is currently at the stage equivalent to the "guts" of a NT or MC but does not have the slick user interface pre-built.

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 Big Mike 
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Jasonnator View Post
I'll take a look at the link.

Your vision is definitely doable with S# but an app is not written out of the box to do all of that. I'd like to get @stocksharp to chime in on this as well. I am less than 1 in S# years so I want to make sure I'm not missing things that I'm just unfamiliar with.

Taking a step back and looking at this from more along the lines of an end user's perspective (not a developer), S# is currently at the stage equivalent to the "guts" of a NT or MC but does not have the slick user interface pre-built.

OK, but am I right that Studio does the charting and reporting? I assume also the signal generation?

I guess the Data aka Hydra feeds the data.

I'm not following where the API comes in. Is this a command line interface? REST/JSON? Do I have to query the API to trigger trade signals and executions or is it part of Studio?

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  #65 (permalink)
 stocksharp 
Moscow, RU
 
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Let me answer the points

1. First of all - registration mails. Will check it. Actually didn't do that before cause for English users registration now is useless. The main products (Hydra and API) placed on GitHub and no need registration anymore. The discussion board as I ask you before here - on BMT. And in English version of welcome message the link on here topic instead of out own forum (where is 99% Russian only unfortunately).

2. Studio's latest release is out of date. I don't know will we continue to develop or stop that project. But the stuff like license (doesn't exist for now) is out of date.

3. Hydra (S#.Data) is a program for download or grab historical and realtime data. Download history from IQFeed, BarChart, Yahoo, Quandl, Dukas, GainCap etc. It is DO not related with trading robot. Hydra is a independent program for users who wanna automate data collecting. Data are stored into bin on csv formats.

4. As @Jasonnator said the main product is API. Yes, it is oriented for traders who develop in C# IDE (like VS). Studio is not yet completed (and no plans for now to finish, have another major tasks).

5. Mike, we can create something as a demonstration for you. If you looking some programmer who can help to do something useful for you - say me or Jason. Personally for me it would be great experience to create an app for you.

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 Jasonnator 
Denver, Colorado United States
 
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@Big Mike yes, Studio was designed to be an all in one charting, trading, analysis, etc platform. It has it's own connectors panel/window which allows you to connect to the broker of your choice. With whatever connector you choose, Studio can pull historical data independently of the S#.Data project (aka Hydra).

I have updated the 2nd post to hopefully clear up some of the confusion a first time user may run into.

The API is what Studio was built with. When I say API, it contains classes for example for the IQFeed connector which can then be used in any application. Same for buying/selling, automation, protective strategies, etc.

This link explains the architecture of S# and may better explain/depict.

Jason

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 skoa 
Wolfsburg, Germany
 
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BTW apparently the documentation.sln in the git repo isn't compatible with VS2015 or needs another program or something like that.

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 Jasonnator 
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skoa View Post
BTW apparently the documentation.sln in the git repo isn't compatible with VS2015 or needs another program or something like that.

I can build everything fine with multiple versions of VS2015. It's been a while since I've looked at the documentation project but I think it uses SandCastle.

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 Jasonnator 
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Update:

I have decided to go full custom on my platform but will be using some S#'s components/classes/etc. I still follow S# closely and want to help the BMT/FIO community where ever I can with this open source library. In my opinion, S# remains a fantastic API from which to build a NinjaTrader/MultiCharts/etc competitive platform. It's a ton of work and most likely won't be entirely free unless you're a savant developer but full control over a platform is just too tempting for me to pass up.

End result is this thread is not dead but may slow while I get my platform up and running. If members have information or contributions you would like me to add to the TOC 2nd post, I am more than happy to add it so everyone may benefit.

Jason

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 stocksharp 
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Hi everyone

We still in progress to english doc. Will publish screen of our last "achievements":

Here is our Designer (visual designer algo with backtesting, live trading under develop):



Our Terminal (very basic features, not able to download yet but will be able soon):



Would be happy to explore more details regarding development in Telegram (my nickname is @stocksharp).

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  #71 (permalink)
jplourd
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The S# API has potential. Is anyone developing with it? If so get back to me to discuss collaboration. I'm also posting a similar message on Jasonnator's MC thread. Thanks

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 stocksharp 
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Good news everyone!


We developing our platform since 2010. Unfortunately, until now it was focused only on the Russian-speaking audience.

Today we want to change our format, and have prepared for you the English version of the documentation.

Our forum, our chat, our documentation and our samples - you can use all of these resources.

If you have any question (comments, feedbacks etc.) you can write it directly here or visit our chat (based on Telegram app).

We will be happy to answer your questions.

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 mattz   is a Vendor
 
 
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stocksharp View Post
Good news everyone!

......
We will be happy to answer your questions.

Congrats!

Can you just give us a short reminder as far as who you can connect to: CQG, Rithmic, Gain Capital?

Thanks,
Matt Z
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  #74 (permalink)
 stocksharp 
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mattz View Post
Congrats!

Can you just give us a short reminder as far as who you can connect to: CQG, Rithmic, Gain Capital?

The S#.API and S#.Designer (will write it as an separate topic) support the same connection set:

Stock market (I don't know maybe it also support something else like currency trading or derivatives, but we call it "Stock"):
  1. OpenECryTrader for OpenECry (now it GainCapital Futures but the API has a legacy well know name so we still named as OEC)
  2. InteractiveBrokersTrader for Interactive Brokers
  3. BlackwoodTrader for Blackwood
  4. ETradeTrader for E*TRADE
  5. IQFeedTrader for IQFeed
  6. SterlingTrader for Sterling
  7. CQGTrader for CQG
  8. RithmicTrader for Rithmic
  9. ItchTrader for ITCH

Forex market:
  1. LmaxTrader for LMAX
  2. OandaTrader for OANDA

Bitcoins:
  1. BtceTrader for BTC-E
  2. BitStampTrader for BitStamp

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 mattz   is a Vendor
 
 
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@stocksharp you should not call it all "stock" and make clear separation. E Trade and Sterling are stock based APIs.
You should make a distinction and call the it Futures (for futures and commodities) and Equities for stocks.

Also, Rithmic has made many improvements to their API since we last spoke. I don't think the old API will work for you.
Please check on it.

Matt Z
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Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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The9000
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This looks like it has amazing potential for the programmer that needs functionality beyond what a major platform like Multicharts or Ninja Trader offers. I've downloaded it and played around with it in Visual Studio.

Where it is lacking is in documentation on how to actually use it in a coherent way for backtesting and live deployment. For the US audience, a demo showing how to:

1. Load data in from IQFeed or similar type data provider.
2. Perform a back test using a simple MA cross over or something from data loaded in step 1.
3. Analyze the results

and then:

4. Deploy a live version of a simple strategy using Interactive Brokers or one of the other common brokerages here in the US.

5. The licenses need to make this work are a bit ambiguous. How much are they and what piece of the framework do these licenses provide?





stocksharp View Post
The S#.API and S#.Designer (will write it as an separate topic) support the same connection set:

Stock market (I don't know maybe it also support something else like currency trading or derivatives, but we call it "Stock"):
  1. OpenECryTrader for OpenECry (now it GainCapital Futures but the API has a legacy well know name so we still named as OEC)
  2. InteractiveBrokersTrader for Interactive Brokers
  3. BlackwoodTrader for Blackwood
  4. ETradeTrader for E*TRADE
  5. IQFeedTrader for IQFeed
  6. SterlingTrader for Sterling
  7. CQGTrader for CQG
  8. RithmicTrader for Rithmic
  9. ItchTrader for ITCH

Forex market:
  1. LmaxTrader for LMAX
  2. OandaTrader for OANDA

Bitcoins:
  1. BtceTrader for BTC-E
  2. BitStampTrader for BitStamp


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  #77 (permalink)
 stocksharp 
Moscow, RU
 
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The9000 View Post
This looks like it has amazing potential for the programmer that needs functionality beyond what a major platform like Multicharts or Ninja Trader offers. I've downloaded it and played around with it in Visual Studio.

First of all, the key difference between S# and MC (=NT). We have a set of programs, not just one. The message below was about S#.API. It is a set of .NET assemblies. So no GUI or other features that you can see in comparable platform.

For the GUI we provide S#.Designer (not yet released, so no announce but I'm 99% sure you asking about that approach). For programmers (or for trader who has much experience in programming and prefer to use Visual Studio) - S#.API.

It is a key moment that can explain many finer points.


The9000 View Post
Where it is lacking is in documentation on how to actually use it in a coherent way for backtesting and live deployment. For the US audience, a demo showing how to:

Will happy to hear how we can improve it.


The9000 View Post
1. Load data in from IQFeed or similar type data provider.
2. Perform a back test using a simple MA cross over or something from data loaded in step 1.
3. Analyze the results

1. Getting started
2. Backtesting/Emulation
3. ...


The9000 View Post
and then:

4. Deploy a live version of a simple strategy using Interactive Brokers or one of the other common brokerages here in the US.

5. The licenses need to make this work are a bit ambiguous. How much are they and what piece of the framework do these licenses provide?

4. Interactive Brokers
5. As shown here Pricing. StockSharp it is based what the connectors you plan to use. IB, IQFeed - for free (no license file required).

Please ask here or in our forum. No prob to assist.

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ClutchAce
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stocksharp View Post
[*]RithmicTrader for Rithmic

Hello stocksharp, can you comment on your API in context of Rithmic? I am currently working on development of an automated bot using their C++ in Linux, whereas you're using C# which would be limited to Windows, correct? If not, have you tested it under Mono runtime in Linux thoroughly to verify stability/speed?

Also, what primary/basic advantage does Stocksharp offer a developer in using its functions for interaction with Rithmic's systems versus just going straight to Rithmic's API code/docs?

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  #79 (permalink)
 stocksharp 
Moscow, RU
 
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ClutchAce View Post
Hello stocksharp, can you comment on your API in context of Rithmic? I am currently working on development of an automated bot using their C++ in Linux, whereas you're using C# which would be limited to Windows, correct? If not, have you tested it under Mono runtime in Linux thoroughly to verify stability/speed?

My colleague did an migration on Mono. It was for tests only, and connection to broker was socket level.

Not sure Rithmic has adapted they own .NET wrapper for Mono. Without that you cannot connect under Mono runtime.


ClutchAce View Post
Also, what primary/basic advantage does Stocksharp offer a developer in using its functions for interaction with Rithmic's systems versus just going straight to Rithmic's API code/docs?

1) Backtesting
2) Charting (and many other WPF components)
3) Simulator
4) Many trading algos, indicators (+70).
5) Independence. Same algo with many diff connections.

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  #80 (permalink)
AM4042
New York, NY
 
 
Posts: 7 since Mar 2016
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Hi Stocksharp,

I read on your website's forum that you will be releasing a version of S#.Designer that will have tools specific for Options trading.

Has this version been released yet? If not, is there an ETA on its release?

Regards

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  #81 (permalink)
 stocksharp 
Moscow, RU
 
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AM4042 View Post
Hi Stocksharp,

I read on your website's forum that you will be releasing a version of S#.Designer that will have tools specific for Options trading.

Has this version been released yet? If not, is there an ETA on its release?

Regards

Thank you for your interesting.

Unfortunately, we provide intermediate build only for restricted user group (who started from 1th beta version). But we plan to publish next version this month. Not guaranty about options (most of our users prefer plain instruments) but we will try our best.

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