Hello again to present the new category "code snippets" .
I'll begin with a seminal article on the creation of strategies and the obstacles that may occur. I will discuss this case preferably to NinjaTrader and introduce in the next articles of this series and code examples. More general statements, however, can also be applied to other platforms.
can, in principle, a strategy with few Clicks are assembled and implemented without in-depth programming knowledge. But is not the same implementation used. For the live trade must be taken into account various other factors, for example ...
I'll begin with a seminal article on the creation of strategies and the obstacles that may occur. I will discuss this case preferably to NinjaTrader and introduce in the next articles of this series and code examples. More general statements, however, can also be applied to other platforms.
can, in principle, a strategy with few Clicks are assembled and implemented without in-depth programming knowledge. But is not the same implementation used. For the live trade must be taken into account various other factors, for example ...
- go How do I deal with data feed problems?
- What in abgelehneten Orders (status = Rejected) happen?
- How do I do if stops are not raised?
- ...
Furthermore, the following problem known cases or in my case already aufegetreten:
- error in the synchronization of the server operating system
- failure of the Risk Management System the broker or agent Feed
- stop loss and profit target is reached on the same bar
- The same Stratgie for the back test and live trade ... is that possible?
- ...
etc. The characters in the last point are deliberately set, as there are many other points in this list, and certainly not all were mentioned. Nevertheless, I focus initially on the meeting of this website.
you I would first take the illusion that you really catch anything can examine the code and that I think is impossible, regardless of the system, no matter which software. The goal is therefore to develop a code that has the following characteristics:
you I would first take the illusion that you really catch anything can examine the code and that I think is impossible, regardless of the system, no matter which software. The goal is therefore to develop a code that has the following characteristics:
- stability
- emergency routines
- integration into the existing API landscape
- interaction with the existing API
Allen points is based on the understanding and the opportunities that offer a software and related APIs. This requirement must be met, and certainly can with NinjaTrader by studying the Forums and the very detailed to be accomplished using . The forum itself there are many strategies and indicator examples establish a basic understanding of the environment and the API.
in the next couple articles I go closer to the above-mentioned points and also publish the first code examples. It should be mentioned that these are examples of how I use it in live trading ... not because it is 100% pure and must be so perfect, but because it works with me so I can act and that act or can be ... It can and will be so it certainly is room for improvement ... Ah yes, who finds errors ... You know ...
Best regards
darth trader
in the next couple articles I go closer to the above-mentioned points and also publish the first code examples. It should be mentioned that these are examples of how I use it in live trading ... not because it is 100% pure and must be so perfect, but because it works with me so I can act and that act or can be ... It can and will be so it certainly is room for improvement ... Ah yes, who finds errors ... You know ...
Best regards
darth trader
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