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A Quant's perspective on building a trading system.

  #41 (permalink)
 Don Laing 
Australia
 
Experience: Intermediate
Platform: ninjatrader
Trading: fdax , ES,6E,CL
Posts: 39 since Jan 2010
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Excellent - looking forward to developments

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  #42 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
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Limitless100 View Post
Great I code in C++ and use visual studio. Would I be able to open to C# file on visual studio and convert to c++?

I have a windows PC and Laptop for work, the mac is just a knock around computer haha.

C++ is very similar to the C# syntax, you wont be able to access the Ninjatrader base code and dll's but the math and logic should be very easy for you to pick up.

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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  #43 (permalink)
 
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 ratfink 
Birmingham UK
Market Wizard
 
Experience: Intermediate
Platform: NinjaTrader
Broker: TST/Rithmic
Trading: YM/Gold
Posts: 3,633 since Dec 2012
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SodyTexas View Post
C++ is very similar to the C# syntax, you wont be able to access the Ninjatrader base code and dll's but the math and logic should be very easy for you to pick up.

Couldn't disagree more.

C++ is duck ugly, but then I'm biased. Cheers.

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  #44 (permalink)
 
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 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 421 since Sep 2013
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ratfink View Post
Couldn't disagree more.

C++ is duck ugly, but then I'm biased. Cheers.

I don't disagree, but the way I look at it, if he uses C++ daily, picking out a indicator's formula should be quite easy in C#.

Maybe i'm missing the boat.

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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  #45 (permalink)
 
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 ratfink 
Birmingham UK
Market Wizard
 
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SodyTexas View Post
I don't disagree, but the way I look at it, if he uses C++ daily, picking out a indicator's formula should be quite easy in C#.

Maybe i'm missing the boat.

No you're dead on, I'd count myself smarter than I am if I could use C++ safely, but I'm not and I wouldn't want to try, I just wish Stoustrup hadn't been either. I think we used to say 'blow your foot off with C, but whole leg off with C++' or something like that. Cheers.

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  #46 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 421 since Sep 2013
Thanks Given: 117
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ratfink View Post
No you're dead on, I'd count myself smarter than I am if I could use C++ safely, but I'm not and I wouldn't want to try, I just wish Stoustrup hadn't been either. I think we used to say 'blow your foot off with C, but whole leg off with C++' or something like that. Cheers.

whole leg off with C++, I may have to quote your saying someday with that.. Very Funny,

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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  #47 (permalink)
 
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 bizman70 
toronto, ontario
 
Experience: Intermediate
Platform: ninja trader
Broker: sterling, iqfeed
Trading: es, nq, 6e
Posts: 363 since May 2010
Thanks Given: 41
Thanks Received: 140

Looks good, can u share your ideas for trading , entry, exit and stops



SodyTexas View Post
Ok, lets talk about the next indicator, the SoderstromCloud. It is the Ichimoku Cloud with both the Senkou Span A and B but it add something unique to the mix.

If you do the math on the Snekou Span B it is always the 50% line in the Fibonacci retracement looking back the standard 52 periods of Ichimoku; and acts as either support or resistance. Many times you will see price peak out of this line and retrace back true it causing a false signal.



But what I did to add cushioning by expanding the Senkou Span B to the next nearest Fibonacci line. I am not a complete believer in Fibonacci, but because many traders are I think it becomes a self-fulfilling S&R. Logically, to me if I was going to fatten the Senkou Span B line (needed for proper position sizing using Van Tharps R-multiples) the next Fibonacci retracements makes sense.

Attached is the indicator, like before I will also post it in the elite indicator section.

Cheers, Sody


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  #48 (permalink)
 
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 bobwest 
Western Florida
Site Moderator
 
Experience: Advanced
Platform: Sierra Chart
Trading: ES, YM
Frequency: Several times daily
Duration: Minutes
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ratfink View Post
No you're dead on, I'd count myself smarter than I am if I could use C++ safely, but I'm not and I wouldn't want to try, I just wish Stoustrup hadn't been either. I think we used to say 'blow your foot off with C, but whole leg off with C++' or something like that. Cheers.

I find it quite easy to blow my whole head off just with C.

I'm with you about Stroustrup.

I recall a statement way back in K&R to the effect that C is based on the idea of "trust the programmer." I thought to myself, "Huh??? That means me. Who are they kidding???"

(Inside jokes, normal people can just ignore, and no doubt will.)

Bob.

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  #49 (permalink)
 Don Laing 
Australia
 
Experience: Intermediate
Platform: ninjatrader
Trading: fdax , ES,6E,CL
Posts: 39 since Jan 2010
Thanks Given: 65
Thanks Received: 28


bizman70 View Post
Looks good, can u share your ideas for trading , entry, exit and stops

I agree -- How do we use it?

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  #50 (permalink)
 
SodyTexas's Avatar
 SodyTexas 
Austin TX
 
Experience: Advanced
Platform: Ninjatrader, Python, & R
Broker: RJO
Trading: Futures, Spreads
Posts: 421 since Sep 2013
Thanks Given: 117
Thanks Received: 1,085



bizman70 View Post
Looks good, can u share your ideas for trading , entry, exit and stops

I believe that is the entire point of this journal.. "How I build a trading system" Patience young grasshopper.

Cheers,

Sody

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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