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A Quant's perspective on building a trading system.
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A Quant's perspective on building a trading system.

  #41 (permalink)
Elite Member
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Excellent - looking forward to developments

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  #42 (permalink)
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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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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.

Travel Well
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  #44 (permalink)
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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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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.

Travel Well
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  #46 (permalink)
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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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Trading concept

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.

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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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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)
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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)
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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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