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Backtesting and automated trading.
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Backtesting and automated trading.

  #1 (permalink)
Trading Apprentice
Munich Germany
 
Futures Experience: Beginner
Platform: TWS
Favorite Futures: Stocks
 
Posts: 11 since Feb 2017
Thanks: 0 given, 1 received

Backtesting and automated trading.

Hello All,
I'm professional software developer starting to trade on a stock market. At the beginning I get an IB account. Soon I understand that I need some software for automated testing of my strategies and even for automated trading. I read about multicharts .net, ninjatrader, ptmc, visualchart and sierra chart. For all of them except the last you need to program C# or C++. Because most of the time I program Java I'm searching for some good Java base software. The other option would be spend time to restore my C++ or C# knowledge and select one of the software from that list.

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  #2 (permalink)
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  #3 (permalink)
Market Wizard
Cleveland Ohio/United States
 
Futures Experience: Advanced
Platform: Tradestation
Broker/Data: various
Favorite Futures: futures
 
Posts: 2,362 since Jul 2012
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Sash View Post
Hello All,
I'm professional software developer starting to trade on a stock market. At the beginning I get an IB account. Soon I understand that I need some software for automated testing of my strategies and even for automated trading. I read about multicharts .net, ninjatrader, ptmc, visualchart and sierra chart. For all of them except the last you need to program C# or C++. Because most of the time I program Java I'm searching for some good Java base software. The other option would be spend time to restore my C++ or C# knowledge and select one of the software from that list.

Multicharts (the non .net version) and Tradestation use Easy Language (MC calls it Power Language). It is not Java, but much simpler than C++ or C#. With your background, you'd be programming in Easy Language in about 10 minutes.

If you have any questions please send me a Private Message or use the futures.io "Ask Me Anything" thread
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  #4 (permalink)
Elite Member
Seattle
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: GC
 
Posts: 14 since Nov 2016
Thanks: 6 given, 0 received

Haha, I don't think you will have any problem using c# with java background.

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  #5 (permalink)
Trading Apprentice
Munich Germany
 
Futures Experience: Beginner
Platform: TWS
Favorite Futures: Stocks
 
Posts: 11 since Feb 2017
Thanks: 0 given, 1 received

Thank you for your advices. Currently I consider to test this 5 tools: multicharts .net, ptmc, ninjatrader, sierra chart and motivewave. What would be the best choose for a long term perspective? Or maybe I forgot some interesting tools that is available on the market.
The right system should be broker independent, with a strong back testing capability and it should be possible to create a complex strategies.

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  #6 (permalink)
Elite Member
Seattle
 
Futures Experience: Beginner
Platform: NinjaTrader
Favorite Futures: GC
 
Posts: 14 since Nov 2016
Thanks: 6 given, 0 received


Sash View Post
Thank you for your advices. Currently I consider to test this 5 tools: multicharts .net, ptmc, ninjatrader, sierra chart and motivewave. What would be the best choose for a long term perspective? Or maybe I forgot some interesting tools that is available on the market.
The right system should be broker independent, with a strong back testing capability and it should be possible to create a complex strategies.

My personal experience, I'm not familiar with other platforms, I know that Multicharts .Net, PTMC and Ninjatrader all support C#. I chose to use Ninjatrader since it has the most active community and probably has the largest share among retail futures traders based on my observation. It's api is very straight forward and provides lots api for customization, like bar type, bar renderer etc. I have no experience using Multicharts, however I think it's also a very good platform. PTMC is a very new product, I like it's UI, it looks very "professional".

I would suggest you to start with NT, there are a lot good resources here. Though the debugging experience on NT8 is not very good, it's easy to crash...You would probably need to log properly in order to find the issue

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  #7 (permalink)
StockSharp dev
Moscow, RU
 
Futures Experience: Advanced
Platform: StockSharp
Favorite Futures: ES
 
stocksharp's Avatar
 
Posts: 28 since Mar 2014
Thanks: 3 given, 12 received

Can advise our platform StockSharp - free algorithmic trading and quantitative trading platform, training, consulting.

Benefits - free for use + strategies can execute out of box. The last feature is very important. All programs has a bugs and performance limits (NT, MC, everything). To develop on C# in your own host you do not rely from ISV.

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  #8 (permalink)
Trading Apprentice
London
 
Futures Experience: Beginner
Platform: Custom
Broker/Data: Various
Favorite Futures: Options
 
Posts: 7 since Jul 2016
Thanks: 1 given, 2 received

Recently Microsoft made the decision to offer free Visual Studio, that with Xamarin and Mono is quite a powerful tool.
You can edit directly inside VS the code written not only for NT and StockSharp but also cAlgo and QuantConnect and I think Multicharts .NET. Besides of C#/C++ it supports Python, R and the list is growing.

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  #9 (permalink)
StockSharp dev
Moscow, RU
 
Futures Experience: Advanced
Platform: StockSharp
Favorite Futures: ES
 
stocksharp's Avatar
 
Posts: 28 since Mar 2014
Thanks: 3 given, 12 received


DarthJewel View Post
Recently Microsoft made the decision to offer free Visual Studio, that with Xamarin and Mono is quite a powerful tool.
You can edit directly inside VS the code written not only for NT and StockSharp but also cAlgo and QuantConnect and I think Multicharts .NET. Besides of C#/C++ it supports Python, R and the list is growing.

The key moment - ready to use algos cannot be run out of box in NT or other programs (except out S#). NT is required everytime. So the charting or high loaded backtesting will be affect on live execution. Not so good for production.

Algos should to run in separated exe. For easy to deploy it on dedicated laptop or virtual server.

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  #10 (permalink)
Trading Apprentice
London
 
Futures Experience: Beginner
Platform: Custom
Broker/Data: Various
Favorite Futures: Options
 
Posts: 7 since Jul 2016
Thanks: 1 given, 2 received


I think I did not finish my post.
What I was trying to say is that there is growing number of platforms that bind their strategies to C# and because they can work inside Visual Studio it is relatively easy to exchange the code between any of them.
For me it is quite important because, take Tradestation for example, EasyLanguage is easy and the platform is neat, but only if you want to trade with Tradestation as a broker.
FXCM promoted lua and some people wrote profitable strategies using this language, but now FXCM withdraws from US and you need to rewrite everything to the new environment, whomever you chose.

Say, you spend several months of time and effort to create the sophisticated algorithms with machine learning stuff
and your NT strategy is successful, but for some reason you want to leave NT.
You can easy move to another C# platform like Multicharts .NET, or the opposite way, you can transfer your cAlgo strategy to NT. The bottom line is you can invest into creating quite complex strategies and your time is not wasted.

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