Blog. StockSharp

Hedge. The essence and its types.

2020-02-11T11:59:47Z

Unfortunately, insurance companies do not provide traders with insurance in case of adverse price changes in the market. However, the so-called insurance mechanism exists, and is implemented through the futures exchange. This insurance mechanism is called Hedging. Hedging is an option forinsuring assets against adverse price changes in the market, in which a trader buys an opportunity to buy and sell an asset (futures) in a subsequent period of time with fixed terms of the transaction. The name originates from the English hedge, which means insurance or protection. Hedging uses the futures market, which reduces the risks of an adverse trend change in this market, in fact, a futures transaction is a replacement for an upcoming transaction in the cash market, while the futures position has the opposite direction of the position in the cash market, thus reducing the risk. For example: The wheat producer is confident that its future crop will bring it profit in three months. Provided that all farms get a good harvest, the price of wheat will decrease in the market. To reduce the risk – hedging the risk, the wheat producer buys a forward contract (not a standardized contract for the delivery of the underlying asset in the subsequent period, with the fixed price of the underlying asset), under which it will be able to sell 10 000 tons of grain at a price of $200 per ton. Now let's look at the possible scenarios:

Let the harvest turned out good, respectively, the price on the market sank to $150 per ton. In this case, the manufacturer executes its forward and earns: $200 x 10 000t = $2000000-that is, it remains a winner;
Let the crop was born bad, while the price rose to $250 per ton. The manufacturer performs its forward, while it receives $2000000, and its losses are $500 000. In this scenario, the buyer wins, but the manufacturer has insured itself. To avoid losing more. Whenhedging, a fixed-term hedging contract is opened. at the same time, this contract itself is a financial asset, so it can be bought and sold, that is, to carry out normal transactions on the market. The asset that is insured can be any asset from your portfolio and any asset that is only expected to be purchased. The market where the possibility of operations with an asset is implemented is a spot market (transactions in such a market are made immediately, usually within two days at most). We can say that hedging contracts form a fixed-term or future market. Let's look at another example that examines the possibility of compensating losses from the sale of an asset by selling futures and Vice versa: Let the organization acquire a tanker with oil, having a desire for subsequent resale. In the current period of time, it is not able to sell oil at current market prices, however, the organization sells a futures contract for oil. In the subsequent period, the organization sells oil and buys futures. - Let's assume that the price of oil fell at the time of sale, respectively, when it is sold, the organization will suffer a loss, but the liquidation of the futures contract will give a profit that will cover the loss from the sale of the real product. - Let's assume the situation has changed, and the price of oil has started to rise, respectively, the organization will make a profit on the sale, but the purchase of futures will bring a loss, but it should be covered by the profit received. Thus, the loss is compensated in one market at the expense of profit in another, we can say this is comparable to an arbitration operation. Such operations are possible because of the close relationship between the price on the real market and the futures market. Of course, we can not say that the prices in both markets are the same, since there are differences. For this reason, it is impossible to talk about an ideal hedge, in which losses are reduced to zero, but at the same time, the importance and possibilities of hedging are fully justified when trading. Successful hedging depends on the degree of correlation of prices in the cash and futures markets, the higher the correlation, the more successful the hedging. Of course, there is a risk that changes in prices on the cash market will not be compensated by changes in prices on the futures market, which will result in a loss or profit. But this is how hedging protects the underlying risk from the greater risk caused by the insecurity of an open position in the cash market.

A market participant who insures their risk is called a hedger, and the counterparty in the hedging contract may be: *- hedger's partner;

other hedger (buyer or seller of the underlying asset, which also insures the risk, but in the opposite direction);
financial speculator.* The hedging strategy for participants is based on a unidirectional parallel change: *- current price of the underlying asset-spot prices;
a prospective "futures" price.* Operation of the hedge opens two trades at the same time: *- transactions with the underlying asset on the spot market;
transactions on the futures market of the same asset.*

Hedging can be of various types, let's look at what types are:

By the type of instruments used in hedging:

Exchange-traded instruments (futures, options), while contracts are opened exclusively on exchanges, and transactions have a third party-a Settlement Fee that tracks the performance of obligations. All contracts are independent derivative financial assets and items of purchase/sale operations. It is worth highlighting the following positive aspects of such hedging: *- security,
access to auctions,
market liquidity.* The disadvantages are standardized assets, strict requirements, and various restrictions on transactions. - Over-the-counter instruments(forwards, options), while contracts are concluded outside the exchange, are one-time, do not have circulation on the market, and are not independently traded assets. Positive aspect: - Large flexibility in the choice of an asset and the terms of the contract. The disadvantages of such hedging are low liquidity with an increased risk of default, and increased transaction costs.

The next type is hedging by type of counterparty. It is divided into the following types:

The buyer's hedge, in this case, the buyer's risks are insured, which are associated with a prospective increase in prices and deterioration of the transaction conditions. With such hedging, the most common operations are the purchase of forwards, futures, call options, as well as the sale of put options.
The seller's hedge, in this form, the seller's risks are insured, which arise when the asset's value potentially falls and the contract terms deteriorate. This hedging involves selling forwards, futures, and call options, as well as buying put options.

Hedge by the amount of risk that must be insured, is divided into the following types: *- Full hedging, in which the entire volume of the transaction is insured.

Partial hedging, in which only part of the transaction volume is insured.*

By the time the underlying transaction is concluded, the hedging is divided into: *- Classic hedging, used with the application of a fixed-term transaction, which is concluded after the transaction with the insured asset.

Anticipatory hedging, in which a fixed-term transaction is concluded in advance before the acquisition or sale of the insured asset.*

Hedging by asset type is divided into: -*Net hedging, in which the insurance contract is concluded for the same type of asset.

Cross-hedging, in which the hedging contract is entered into for a different type of asset than the underlying one.*

Hedging under the terms of the contract is divided into: *- One-sided hedging, in which the possible loss from price changes in the market is fully borne by one of the participants in the transaction – the buyer or seller.

Two-way hedging, in which losses are distributed among all participants.*

It is worth noting that all the types of hedging analyzed allow you to choose the most optimal strategy for the implementation of the trading mechanism. Of course, it is worth saying that this type of operation is quite difficult for a beginner, and sometimes for an experienced user, it causes a large number of problems. Today, the use of this type of operations is facilitated by implementing hedging mechanisms in various trading systems and robots. For example, StockSharphas implemented an "Hourglass" trading robot that allows hedging using various methods and trading operations. For Designer users, the "Hedging" cube is implemented, which settings allow you to protect against risks in ongoing trading operations. In this way, building strategies is easier, and is reduced to configuring the cube and input parameters. Remember that the types of hedging considered can be fully implemented using our SOFTWARE, including the implementation of these methods is considered in the course of programming training. The most important thing is to remember and not forget about the opportunities to save your profit, and hedging methods will come in handy

Arbitrage trading. Principles, types.

2020-02-04T18:52:36Z

What is Arbitration, general concepts.

Recently, the concept of Arbitration has been found quite often in trade. What is Arbitration? Arbitrationis a method of profit that minimizes the risk of loss by using the price difference for the same asset in different markets. Today, this mode of trade is a commonly used trade tactic. Let us consider what this mode of trade consists of. The point is to sell the same asset at a higher price in one market and purchase the same asset at a lower price in another market. Such trade is one of the most important components of the market, and most traders seek to conduct such trade, effectively reducing the possibility of loss to a minimum. Although the nature of arbitration consists of price differences of one asset in different markets, this strategy can be applied to two assets with similar prices and portfolio volume. Consider what the arbitration portfolio is and its properties:

Arbitration portfolio - portfolio of assets, which does not require additional resources of the investor.
The arbitration portfolio is not influenced by any factor, that is, has zero risk. In fact, for an investor, an arbitration portfolio is a tool that allows it to receive a large return, while remaining unaffected by various risks. A simple example of arbitration trade: Suppose the value of asset A on one of the exchanges is $100, while the value of the same asset on the other exchange is $105. A trader acquires an asset on one exchange, where its value is lower, and sells it on an exchange, where the value of it is higher. Thanks to this strategy, the trader gains profit, in the form of price differences of asset A on various exchanges. This example is quite simplified, and is given only for the sake of clarity, in real trade the implementation of such transactions has its own difficulties.

**:::center Choice of pair in arbitration.

Let us once again define Arbitration Trade based on practical knowledge of it. Arbitration trading is a method in which trading is carried out by means of differently directed transactions with an asset or assets having similar prices and portfolios, based on the difference in their value. In fact, the trader buys a cheaper asset and sells a more expensive asset similar to the first asset. Often, the arbitration pair selects a base and derivative asset (for example, shares and stock futures). Both assets should have similar price dynamics - correlation. However, correlation has the property of being broken for various reasons. Such reasons can be related to various serious market changes and to the consequence of market inefficiency. Emerging correlation violations contribute to profit in arbitration transactions. In fact, the trader profits when the correlation of the underlying and derived asset is restored, after its violation. Simply put, an arbitration transaction occurs when buying a cheap asset and selling an expensive asset when there is a difference between their prices in view of various factors. However, for the rest of the time, the prices of both assets tend to be equivalent.

**:::center Types of arbitration trade.

Let 's look at what types of arbitration are distinguished in trading:

Time arbitration;
Spatial arbitration. Temporary arbitration implies that transactions occur with a time difference. This type of arbitration is characterized by a mechanism: buy cheap, and sell expensive, or vice versa, sell expensive, and buy cheap. To put it simply, such a mechanism is actually - a common speculative transaction made on the stock exchange market. Temporary arbitration contains a risk, as during the period of time the trend may not change the direction of movement, that is, if the trader initially bought the asset for cheap, it is not a fact that after time the asset will not cease to be cheap, thus bringing a loss on sale. The next type of arbitration is spatial. With this type of arbitration, a couple of transactions are bought and sold at the same time but at different sites. In such transactions risk is minimal, and sometimes at all reduced to zero, as a couple of transactions take place simultaneously, at the same time the trader should take into account not only the difference in the price of the asset, but also possible commissions, which should be included in the expenses and covered by the amount of profit. In addition to the types of transaction time, arbitration is divided into trading methods. Let 's look at the main ones and explain them. Spatial arbitration is divided into the following types:
Equivalent arbitration;
Regulatory arbitration;
Calendar arbitration;
Percentage arbitration.

Equivalent arbitration refers to such transactions in which the underlying asset and derivative asset (derivative) are considered. Since the price of a derivative always strives for the price of a basic asset, price schedules go alongside each other, sometimes intersecting and diverging. If we simultaneously open equidistant positions on the selected asset and its derivative, when they have the maximum divergence, then closing the position when they converge will make a profit. Regulatory arbitration is based on thedifference in price caused by different rules in different jurisdictions (areas, countries, unions). For example: due to certain legislation, an asset in one region is sold with a markdown, and its price is correlated with prices in other regions, differing by a stable markdown difference. In this way, by purchasing an asset in one region and selling it in another, you can earn a profit in the amount of a markdown. Calendar arbitration is based on the **difference in price arising between futures on the same asset but having different delivery times.**This difference is called a calendar spread. The subsequent trading mechanism is similar to the equivalent arbitration method. The last type is interest arbitration. This arbitration takes place on the foreign exchange market (Forex), and there are two types:

No forward coverage;
With forward cover. The essence of arbitration is that the currency is bought and placed on a deposit with a set percentage. The currency is then sold at the current market rate. If the currency purchase occurs with the sale of a forward contract for the same amount, arbitration with forward coverage. With this type of risk is minimal, and for frequent absence. If the purchase is made without forward support, arbitration without forward coverage. Such arbitration may be accompanied by a large risk based on a change in exchange value, which may result in a loss that is greater than the percentage of income on the deposit. Triangular arbitration is also common in the Forex market. Let 's look at it with an example: The trader buys EUR/USD, sells EUR/GBP at the same time, and buys USD/GBP. An equilibrium triangular contour is created. It turns out that the trader bought Euro for dollars, sold Euro for Pounds, Bought Dollars for Pounds. Thus, a closed chain is obtained, on the imbalance of which profit is made.The scheme of such arbitration is shown below:

Conclusions

Arbitration trade has gained a lot of recognition among traders. A large number of approaches to solving the problems of arbitration trade, a large number of methods used to implement the tasks make this kind very flexible, and the absence of risk or its minimum value further popularizes it. However, it is worth saying that the strategies of arbitration to direct, are related to the rate of reaction of the trader to changes in the asset. This leads to various requirements that promote successful trade:

Fractions of a second play a major role in arbitration strategies. Therefore, suchtrading systems require good software. It can be represented by ready-made trading robots. For example, StockSharp offers the robot "Edward", which allows you to work using the trader'sarbitrage strategy and is capable of quick and flexible configuration. High-quality****software is especially important when working forForex, as the number of traders is high. Therefore, many prefer an individual approach and create trade robots on their own through various programs. Trading robots are mostly written in powerful *C#*or C++ languages, using libraries such as S#.API and Interactive Brokers API. Recent years have also received designers of trade strategies TSlab and S#.Designer, which allow to create trade robots without programming.Below is an example of a trading robot created using S#.Designer, the graph shows the moment of divergence of assets and their convergence with the subsequent transaction by the robot. Application of the latest software leads to reduction of risks and improvement of the mechanism of work and as a result to increase of profit.
It is important to remember that the strategy, even if there is perfect software, is profitable, if the income will exceed the possible risk and all broker commissions.
**It is worth remembering even using a trading robot, the risk can not always be reduced, so the trader must constantly manage his strategy, improve his tools and his knowledge.**Learning new principles that can be applied in trading can make a trader a pioneer in making profits. It is necessary to know that arbitration strategies can and should be combined with other types of exchange trade, which will give additional opportunities in income generation.

FAQ on Aalgorithmic trading. The history of algorithmic trading.

2020-01-27T15:09:19Z

The start and emergence of algorithmic trading can be considered the 98th year of the last century, when the us securities Commission (abbreviated SEC), decided on the possibility of using electronic trading platforms, and as a result, the use of trading robots for algorithmic trading. All this gave rise to a leap in technology in the field of trade. There are several periods that are particularly important:

the beginning of the 2000s, this period of technology allowed you to make automatic transactions in a few seconds, despite the low speed it was a breakthrough, according to the SEC calculation, robots account for less than 8% of transactions.
the end of the 2000s was characterized by an increase in the speed of transactions upto milliseconds, during this period the number of transactions made by trading robots exceeded 55-60%. -late period since 2010, the number of use of trading robots has decreased, and amounted to about 45-50%. Experts attribute the decline in usage to an increased number of errors and failures of trading robots. Today, algorithmic trading (HFT trading) is one of the most important components of exchange trading. Not only private traders, but also large companies-invest. banks and funds use trading robots in their work. The annual investment of companies in the development of tools for algorithmic trading is growing, and the result of such developments brings its own income. StockSharp has been providing traders with all the necessarytools for algorithmic tradingfor many years, starting with connectors for exchange trading and ending with software that allows them to work on all trading platforms around the world. You can find more information about the list on our website.

FAQ on Algorithmic trading. What is Algorithmic trading?

2019-12-24T15:37:52Z

The concept of algorithmic trading there are two values:

Algotrading -an automatic systemthat allows you to open trades within the created algorithm, without the participation of a trader;
Algorithmic trading – a methodof execution of a large order, in which the order is automatically divided into parts, and is submitted consistently according to the established rules.

In the first case, algorithms are needed tomake a profit, using automatic marketanalysis and opening positions. Such algorithms have other names such as "trading robot" or "Advisor". In the second case, thealgorithm is used in order to simplify the work of the trader in manual trading when making transactions in large volumes. StockSharp company pursuing its goal to facilitate the work of the trader and bring it to a higher and more profitable level, has developed several programs to help the trader in this. Among these programs is S#.Designer.

It allows you to create trading robots for algorithmic trading. Our company has created a program that will help the novice traderto create his strategy with the help of dice. In fact, it is a constructor that requires a trader only to understand the market and the developed strategy, which is quite simple to implement and implement in trading processes. More information about the program can be found on our website.

Interactive Brokers FAQ. INTERACTIVE BROKERS-who are they?

2019-12-11T15:35:11Z

Interactive Brokers is the largest brokerin theUnited States, based on the volume of average daily transactions with profit. Interactive Brokersis a leading electronic Forex broker. Electronic brokers are focused on trading strategies or trading robots that work in the sector of trading with commodities [nerd], this allows us to say that this broker is among the five Prime brokers. Interactive Brokers is fullyregulatedby the financial industry Regulatory authority, the securities and exchange Commission, the new York stock exchange, the financial conduct Authority, and other self-regulatory organizations. To get the data, use theAPI connection via the IB TWS terminal. To work with this program, StockSharp has created its own API library, which allows you to create your own connection. What can this give the trader? There are several advantages: *-The fastest quotes -The average receiving speed is 4 MS

Work with real and demo accounts* Accordingly, the use of Interactive Brokers with the help of API libraries opens up new opportunities for the trader, allowing him to expand the expansion of his trading operations.

FAQ on Crypto trading. Сrypto trading what is it?

2019-12-02T16:13:58Z

Good afternoon. Today we will consider a relatively young type of trade - Сrypto trading. What is the difference between cryptocurrency token trading and traditional trading? Traditional trading is, for example, trading in precious metals, currencies and stocks. The main difference between crypto trading and trading on the stock market is the high volatility of the exchange rate.[nerd] Traders want to get a return of thousands of percent of the transaction, but in the stock market, such transactions are extremely rare, and the time of its occurrence is large enough, they buy shares of little-known companies in the hope of increasing capitalization, which is sometimes not feasible. Below is a graph of the change in the exchange rate of various exchange instruments for several years, which shows how much the exchange rate of cryptocurrency is changing, which allows you to earn more.

In Crypto trading, fast trades with high returns are quite common.Crypto trading has the greatest similarity with Forex trading. Here, too, the value of currencies is volatile, and stock speculators earn by selling more expensive cryptocurrency and buying cheaper. Different strategies and opportunities can be used to work in the cryptocurrency market. The Designer program, for example, offers a trading solution by building its profitable strategy.

Anyone, even a novice trader, can build his robot with the help of cubes responsible for the trading algorithm. Built-in capabilities for debugging strategies on different markets, with the ability to trade on several platforms at once, make it an indispensable tool. More information about all the products of our company can be found on our website.

Urgently! Black Friday!

2019-11-29T16:36:05Z

The whole world is covered by the holiday of discounts - Black Friday! Therefore we want to make a unique offer for you : A case of 10 any crypto connectors today costs only $ 1500! Want an even better offer? Not a problem! Now, if you buy all connectors, you pay only $ 1900! Well, just a stunning offer! Did you want to become the owner of our source code programs? Then this is exactly for you! We give 33% discount on all productswith source codes! Agree, it is very profitable. But we decided to go further. We know that it is not always possible to do everything in one day, so-our Black Friday lasts a week! Yes, Yes, until next Friday! Do not miss this offer! After all, Black Friday once a year! Any questions? feel free to write to us in the email info@stocksharp.com.

The remote manager module

2019-01-17T18:12:06Z

Hello dear friends! Today we are announcing a new software module from StockSharp - a remote manager. As the name implies, it is intended for remote control of applications based on S#.API, for example, created on the basis of our other program S#.Shell

The module allows you to remotely connect to S#.Shell or your own robots using the FIX protocol monitor and control them. Let's see how it looks like- connection to the server:

displaying strategies available on the server

adding and monitoring strategies on the server

sending custom commands

The module will be useful to all algorithmic traders who have several bots, especially if they are located on a remote server. With the help of our module, you can configure, manage and control your robots from one program from your computer.

The core things:- the remote manager separately costs only199$

S#.Shell and the remote manager costs 590$
The complete training course includes: video-lessons, S#.Shell, the remote manager, 6 month support, the extended license and costs only 990$

Designer - create a strategy based on MACD. Start with simple.

2019-05-06T18:15:06Z

Creating a strategy in the Designer program.

Let’s discuss an example of creating a trading strategy in a program based on the MACD indicator values. The indicator’s goal is as follows:

If the MACD indicator histogram crosses the zero line from top to bottom, this is a sell signal.
The transition of the histogram from the negative to the positive zone is a buy signal.

Therefore, it is necessary to create conditions under which a trade will be made, namely, if the indicator value on the next candle changes its sign, then the signal is sent to make a trade. To create a strategy, we need:

Run the program.

Select the Variable, Candles and Chart Panel blocks, connect them.

Select an instrument with which we will test the strategy.

Plot a candle chart.

Select the Indicator and Chart Panel blocks. Connect the Indicator and Candles blocks.

Plot a chart of the MACD indicator.

Select the Variable block and assign it a numeric value of 0 for further comparison with the indicator value.

Select the Comparison block and set the test condition in the properties: execution during the test, with the MACD indicator value greater than 0.
Add two Variable blocks and Comparison block. One of the variables is set to -1 in the block properties. It will indicate the transition of the MACD curve value from negative to positive area. The second Variable value is set to 0 in the properties, that will indicate the initial indicator value.
Set the condition in the Comparison block that will be fulfilled if the initial indicator value for the time frame is greater than the current one.
Connect the Variable blocks via a trigger socket with the Comparison blocks, as shown in the figure. Select the Logical Condition and Variable cubes.

The execution condition of two comparisons will be checked in the Logical Condition cube. Set the AND condition in the properties of the Logical Condition cube and connect the cubes as shown in the figure.

Set the value equal to -1 in the Variable cube and connect it with the Logical Condition cube via a trigger socket, and through the output connect to the input of the cube with a value of 0. This will allow overwriting the checkbox value when conditions are met, indicating within what range of values the MACD indicator curve is.

Select the Open Position block, select the Buy direction in the settings and connect data and trigger with the socket, as shown in the figure.

Select two Variable blocks in which to set the volume and portfolio for trading. Connect them with the corresponding sockets of the Open Position block.

Similarly, create a routine for the Sales execution.

-The strategy is ready, let’s run it.

FAQ on FIX Protocol. Limit orders FOK and IOC (FAK).

2019-11-15T18:04:12Z

Earlier, we said that the FIX Protocol not only increased thespeed of traders in the market, but also provided an opportunity for market participants to use limit orders, which reduced the risks of trading. Let's take a closer look at two types of limit orders. Let's start with the FOK order. Literally, its name stands for - 'Fill Or Kill'. The essence of this order is that it isexecuted immediately and in full at the stated price, or will not be executed at all, which eliminates the possibility of slippage. Thus, if your ordercannot be executed in full, then the order issimply rejected, if the order can be executed in full, then the order is executed in full at the specified price. [nerd] This type of order is very convenient for scalping or arbitrage strategies, as they eliminate the risk of slippage. In fact, we can say that the "Edward – Scissorhands"arbitrage strategy from StockSharp eliminates risks. Below is an example of the rejection of the FOK order in the CME system, due to the fact that the order size is 20, and thebook contains only 19, so the order can not be executed completely, and the system cancels it.

The next type of limit orders are IOC orders. The name *'Immediate OR Cancel'*means that the order is executed in whole or in part at the set price, otherwise the order will be canceled. For example, if the order size is 100 units, only 50 units can be sold at the set price. If we use an order of type FOK, the system will cancel it, as it can not be fully executed. When using the IOC limit order, the order will be executed for 50 units, and the remaining ones will be canceled. IOC also has another name FAK, which stands for 'Fill And Kill', executed and discarded the remainder.[nerd] For example, an IOC order will be partially executed (in the CME system, its name is FAK). If we buy 15, and the book contains only 10, then we buy 10, and the remaining 5 are rejected, so this order can be called partially executable:

Limit orders when working through the FIX Protocol allow the trader to reduce risks, and in some cases, especially when working with arbitrage strategies to reduce them to zero. Our company provides a range of programs to work in the market through FIX connect, such as: designer trading strategies Designer, trading program Terminal. We also provide a full range of connectors for connection to trades, including FIX. Flexible system of discounts and reliability of connection, makes us one of leaders in the market. The full range of connectors and software can be found on our website.

S#.Data (Hydra) - manual and examples of use

2016-12-01T23:17:40Z

**:[:::center Intro

Hydra is a program for downloading and storage of market data. This article will explain how to download the history from Google Finance, Gain Capital broker and IQFeed service.

To begin we tell a little bit about the program interface. After the first start you will see the main window, which prompts you to select the data sources.

Pay attention to the description of each source, if the following is written next to it:

Source is designed to get history data … - then it means the ability to download historical data,

and if the following is written:

Source is designed to get market-data .. - then it means the ability to connect to the real-time data source and one's own history collection. Looking ahead, a similar process is often cheaper than a simple data purchase from a data vendor.

Now select the number of sources and try to get the market data. As such, we propose to use: Google (as a source of historical data), OECTrader (as a source of real-time data, which the broker gives you when opening an account), IQFeed (as a source of real-time data with the maximum number of concurrent subscriptions).

Click the check-boxes in the selected sources.

After you click OK, the program prompts you to enable additional features.

They are well documented in the program itself, so we will not go into a description of each of them.

In order to move forward it will be enough just to click OK without selecting anything in this window. If necessary, you can always restore this setting via the ADD -> Tools button and select the required.

After all the previous procedure, we have got added sources in the left pane, all of which must now be set up. :[:::center Google Finance

This is done simply by pressing the pen button,

that opens the settings window.

Quickly go over each of them to get a full understanding. So:

Start date – the date from which Hydra will receive market data
Time Offset – In this case, 1 means that the today data will not be downloaded. This is necessary in order not to download half a day, when the trading have not yet been completed.
Weekend – weekends ignored when checkbox is selected.
Time interval – Hydra downloads data in parts. This parameter allows to specify how large data part will be used. With a value of 30, the program will download data packages for 30 days.
Header, work from, work until, work interval – settings for the program itself, the time interval during which the program should download data (from and to)
Data directory – a directory in which the downloaded data will be stored, you can leave the default, or choose any other. We recommend to create a separate directory for each source, in order to not overwrite the data.
Format - the format of the stored data. BIN supported – Hydra’s special format allows to get a unique compression ratio (2 bytes per tick, 7 bytes per order book) or well-known CSV (it is normal volume)
Max.errors - the maximum number of errors in the source.
Dependency - specifies the added task that must be completed before the current (in this case, it may be either IQFeed, or OEC Trader)
Logging level - the level of logging.

Let's leave all the default data and choose the securities on which the data will be downloaded. Let's say we choose 5 tickers included in the S&P500 index, for example: MMM, AFL, GOOG, AAPl, T.

For this purpose, all these tools you need to add:

Since Google source does not support the automatic addition of the tools you should to add them to the database manually

Then repeat the procedure for each security and move them to the Selected section

Then simply connect the source and press Start.

After the end of the downloading you have to get the following results

**:::center OpenECry (Gain Futures)

The market data source for the Gain Capital clients, which a broker gives you for free when opening an account. The source key settings in many ways similar to the settings that we have made in Google with the only difference that now you should enter your account username/password to access the data stream and select the correct address from which the data will come. Preset 3 possibilities: the test server (to which we connect and which is intended for developers), the simulator (server for demo accounts), the real server (the server that has the connection to the real market and real accounts). If you have an opened account, then your choice is the real server.

The CandleFromDate parameter is needed to specify the starting date from which you want to download the history in the form of candles.

Once it has been done, we add instruments by which we want to get data, because OEC supports automatic downloading and searching of instruments. We do it through the Download Securities button, and then adding them through the instrument code. Our selection ESZ6 (mini S&P) and NQZ6 (mini Nasdaq).

After adding you should get the same as shown in the picture.

Now turn your attention to the bottom part of the window. At the beginning of this article, we talked about the fact that Hydra supports downloading and storing a plurality of market data types, settings about what data to download can be done using the appropriate panel:

On Ticks - means that ticks will be downloaded On Market Depth - means that order books will be downloaded Candles has additional setting, by clicking the button you can select the candles types which will be downloaded, that's how it looks:

On Level 1 - means that the best bid/ask will be downloaded, as well as some fields of the ticker basic statistics.

Now just click the Start button, and Hydra will start to receive data and store them locally. In this case, both historical and real-time market data will be received.

Thus, you can collect and store the market data yourself, and then use them for testing your own strategies.

**:::center IQFeed

IQFeed provides as OpenECry, intraday data. But, in contrast to the OEC, IQFeed supports a very wide range of parallel subscriptions, as well as a much greater depth of history, both for candles and tick data.

The source settings similar to OpenEcry:

The CandleFromDate parameter is needed to specify the starting date from which you want to download the history in the form of candles.

The TicksFromDate parameter is needed to specify the starting date from which you want to download the history in the form of ticks.

All other steps are similar to those described above.

**:::center Data viewing

Now, after all the manipulations, you need to understand, and how to work with these data, and what the program can do else. Recall that data is stored in the directory where you downloaded them, but how to see what is a result.

For this we refer to the OEC Trader source from which a lot of data has been downloaded, select it and click the right mouse button.

Thereafter, we can choose in the menu the way to work with the instrument. Let's choose Market Depths and then in the window that opens, click the magnifying glass. As a result, we will get a similar picture

Next, similarly we select Level 1, and then Candles 1 min, but in the window with candles we do not choose the magnifying glass, and Chart button. The results are shown in the figures below

That's the way you can view the data and work with them directly from the program.

We hope our product will help you in trading and development of profitable trading systems.

3th crowdfunding - CoinCap and TradeOgre are available!

2019-02-21T15:56:54Z

Hello all! We continue work on our 3rd crowdfunding project and today we inform you about delivery the next 2 crypto connectors: CoinCap and TradeOgre. Everyone who has taken part in fund-raising can get them here.

For others we would like to remind that our campaign is unlimited by time and content, so only you decide which connector will be provided. We develop any connector to any exchange for only $300! Just now you can get and use connectors to Digifinex, BitBank, Quoinex, Zaif, CoinCap, and TradeOgre. We are not losing optimism about cryptocurrency and invite you to join the campaign today. To increase your interest just before the February ends ordering any new cryptoconnector you'll get any 3 ones from the 3rd round for free! Join the campagn and order the connector you can

Here<<

Downloading the US market data via Hydra

2016-12-01T23:45:37Z

In our today's article, we will talk about where to go for free or for a relatively small amount of money to download historical data on the US market, as well as about a universal way to download, store, analyze and use in your own algorithms all types of market data.

First, let's concern the main sources of market data on US securities with a brief description of them. In general, there are three types of sources:

Sources of historical data, such as exchanges, which provide trading history on their own sites (of course, we do not consider direct connections, which are of type 2).
Sources of market data, such as broker terminals, through which it is possible to download also some history, but the main interest is what is happening right now.
Multifunctional sources that combine the type 1 and type 2, and usually presented by specialized services.

The first type of sources includes sites such as Google and Yahoo Finance:

The apparent advantage of these services is their full free, but on the other hand, it is impossible to download intraday market data, as well as impossible to get anything other than candles. By this we mean the data such as Level1, Order Log, Market Depth, etc. This practically eliminates the possibility of using the data for testing strategies involving the intraday trading. On the other hand, if your strategy assumes a medium-term trade, for example, based on the Turtle approach, or you practice portfolio investments without too frequent portfolio shake-up, then use of data from these sources to be very reasonable and appropriate.

The sources of market data as already described above, are, primarily, broker terminals or other connections to the broker, which every practitioner trader has. For example: Fusion/Blackwood, Rithmic, Gain Capital, OEC Trader, Sterling, etc.

Benefits from the use of this source can be seen almost immediately. First, it is free (of course excluding those fees that you pay to the broker). Second, it is large amount of data that can be obtained: some types of candles, ticks, Level1, DOM etc. On the downside, there are the lack of deep history and the need to collect the necessary data using cunning way, when it is nothing to do without specialized software. With this approach your capabilities for testing are greatly enhanced. There is a possibility to create not only intraday strategies, but also high-frequency algorithms based on historical regularities found.

Multifunctional sources are mostly specialized services that provide a real-time market data as well as any requested history, for example IQFeed.

The main advantage of this source is its versatility and fullness of the data, i.e. at any time it is possible to get any desired data by the user’s request such as ticks, candles, order books etc. The downside of this approach is the payment for this service, the price of which starts from $50 per month for the basic version. If there is a desire to get a few more, it is necessary to connect the additional functions which, as you already understood, will cost money too. But like the previous option, you will need a special program to collect and store the data. Since, at the end of your subscription, you will lose all data. Plus, though the depth of history is more than at the previous method, but it is still limited. Especially for tick data.

Now we can proceed to the most interesting, but how do we get the history optimally and do not spend a lot of money. In our opinion, the common approach is as follows:

to download the daily candles from a free source, and to test your strategy preliminary on these data;
to download intraday data through your broker, and to test the strategy in more detail;
the purchase of a subscription to a paid service, and downloading the data array of interest.

In order to realize suchlike a specialized software will be necessary to download the required data from the required service for you first, and then it will continue to collect the data from your broker in a common format. Thus, the unity of data will not be lost and this data can be easily used for further analysis.

For such tasks we have created the S#.Data (Hydra) program (to read the instruction manual and have a look at examples of use here). This is a free program available for download. Hydra provides a variety of functions, but its main task is to download and store the data.

Hydra supports downloading not only candles of any timeframe, but also ticks, order log, level 1, order books on a variety of instruments. The program can not only download but also store the data incoming from the broker, for example from OEC Trader, Sterling, etc.

Hydra stores data in the CSV or BIN formats (super compact storage format – 7 bytes per 1 order book image or 2 bytes per tick). The data are located locally, like files, and they can be accessed from any programming language, that eventually allows the user to store and use a vast array of market data on a home computer, a server or in the cloud (AWS supported).

Summing up the article, we hope that the techniques outlined in it will allow you to get the market data for adequate means and become a bit closer to the professional participants. They have long been doing just that.

Good luck on the market!

How to download market data to the Designer?

2019-04-25T12:35:50Z

In order to download market data to the Designer program for testing a trading strategy, you need to do the following:

1.Run the program.

Select the Market Data section in the top menu and click on it.

In the window that appears, select the Download Securities button in the Securities panel, in the menu that appears, tick the All option and select the storage. Then click the OK button .

In the list of downloaded securities, select the one we need.

Choose a period for which we need market data, and candles that we need.

Select the path to storage where our market data will be stored, for this, we click the “+” button.

In the menu that appears, select the full path to store the downloaded market data.

Click the Start button
In the window that appears, select the market data source.

In the window that appears, click the “+” button and select the source we need from the drop-down list.

Click the OK button.

Market data downloaded to your storage. Enjoy using.

We create Knowledge Base for Designer! Join us!

2019-04-25T12:58:15Z

Dear friends! To make it convenient for you to use StockSharp programs, we started to create a knowledge base for the Designer program. What do we want? We want you to always find answers to your questions! And if you do not find it, you could tell us, well, we would add your question to the list and find the answer to it! The main objective of our project is to create a comfortable environment for all users so that your and our knowledge will help our large community. The first topic was the issue of downloading market data to the program. Looking forward to your feedback! Let's make the program more convenient together. Thanks in advance.

Great news from Futures Online (ex OpenECry)!

2019-04-16T16:13:04Z

Hey!

We're glad to inform you we received accreditation from Futures Online (OpenECry) broker. Now we are in the list of all officially supported programs:

To get access, click on the link https://myaccount.gainfutures.com/Software/ThirdParty.

Please, download Night builds version from here - https://stocksharp.com/products/download.

If you have any questions, write us in comments below. We are waiting for your opinion on further improvement.

Thank.

The new cryptoconnectors of the third round!

2019-01-24T15:17:47Z

Hello everybody! Perhaps you have already forgotten, but we continue our final cryptocrowdfunding. So now we announce the delivery of the next connectors and starting development of the new ones. From this day becomes available the connectors to Digifinex and BitBank Everyone who has taken part in fund-raising on it can get them here.

Also, this day we starts the development of cryptoconnectors to TradeOgre and CoinCap. You can join to our campaign and get the new connectors

Here<<

The ready-to-use connectors you can buy on our special page Pricing

Happy New Year!!!

2018-12-30T16:05:12Z

Hello dear friends! Well, that’s the end of 2018, we would like to thank you for being with us. We hope that this year has been successful for you, and perhaps a modicum of this success, including our merit. Today, let's remember what we managed to do in 2018, thanks to your support and interest in the platform. In the past year, we completed many landmark projects:

Cryptoconnectors crowdfunding (the frist and the second rounds). Now our platform supports 50+ different connections.
In the second round, we released several ready-to-use trading algorithms for cryptocurrency:synthetic arbitrage, pump dtector and carrier.
Next was the third crowdfunding, in which we moved away from the crypto and created connectors for MetaTrader 4 и MetaTrader 5. Now you can trade forex through your favorite broker.
We can not forget S#.Shell upgrade and release of absolutely new training course. By the way Christmas offer is still going!!!
And at the end of the year, we launched the final crypto crowdfunding round to create connectors for any crypto exchanges you want. And already made first delivery! Of course, this is not the whole list of what we managed to do; there were both individual solutions and regular updates of our Terminal, Designer products. All this work was carried out in the interests of the users, that is mean, yours. We hope that you are satisfied with the results and continue to use our solutions in the future in 2019! We wish you a Happy New 2019 Year

New crypto algorithms

2018-03-12T14:07:14Z

Hello, dear friend!

As you already know, we launched the second stage of crowdfunding for the crypto connectors on March 1st. This time, we did everything in a new way, including with regard to algorithms.

We will now provide algorithms without black boxes. All participants will be given strategies with source codes. To be the best in the market, unique settings are required for algorithms. Sometimes this is not possible without changing the code. We will be fully open to the supplied automation.

In this article, we describe the algorithms set up especially for you. This is our technical assignment. We specifically provide complete information BEFORE you choose to participate.

## Synthetic arbitrage

This idea is similar to our main crypto robot, Edward. Synthetic arbitrage is built on a long combination of BTC/ETH/LTC//ETH/BTC. Connectors to exchanges, where there are similar coins, are set for the strategy, and then it independently chooses the convergence-divergence on the found pairs to track the arbitrage situation.

Edward-Crypto News For those who use Edward-Crypto (напиши нам по указанным ниже контактам, если хочешь получить и эту стратегию). За счет значительно продвинутой модели торговли у существующего Эдварда, для него синтетический арбитраж будет возможен с опцией автопоиска нужных пар. Н(write to us at the contacts specified below if you want to get this strategy). Due to the significantly advanced trade model of the existing Edward, synthetic arbitrage will be possible for it with the option of auto-searching for the necessary pairs. For example, BTC//LTC//LTC/ETH/BTС. The program will automatically select an effective coin as pairs to search for arbitrage divergence. This option will be available only to users of Edward-Crypto!

Pump detector

This is a special automation, tracking the growth of cheap coins with cosmic returns in a few hours. The robot can either monitor and generate a signal or actively enter the position and exit it after a certain movement to take profit. The robot will track all coins on all available connections. Of course, we are talking about very cheap alts, where you can increase your deposits 10 times a day. The main advantage of the algorithm is to get out in time, but the robot, of course, will be faster than our hands.

Carrier

It's very simple - the transfer of money from one exchange to another by the robot. Auto selection of the cheapest coin for transferring, for example, BTC positions through intermediate conversion to cheaper cryptocurrency, i.e. Vertcoin, Ripple, etc.

Modularity The key point behind all of the strategies being developed is modularity! All of our strategies are run in unlimited quantities within the same program. Edward-Crypto will also act with new strategies, all in one bundle. The Converter will work, for example, in a pair with arbitrage strategies, watching for an increase in positions on certain exchanges.

We hope that this ambitious change in the second round will be even more interesting for you!

Have any questions? E-mail us at info@stocksharp.com and we will be happy to answer any of your questions. Do not put off the decision, just now one algorithm can be obtained for only 1000$, then the minimum investment will be doubled!!!

Are you ready?

Cyber Christmas!!!

2018-12-25T15:58:34Z

Hello dear friends! In addition to previously announced discounts on our absolutely new training course we decide to extend it on our other products! Let's start Cyber Christmas!!!

If during the year you did not have time to take part in our crowdfunding programs, or simply also want to get HFT connectors, cryptocurrency or MetaTrader ones, then this news is for you !!! Starting today, until the end of 2018, you have a chance to get it all with a discount of 20%!!!. And when you buy several products, the discount will be even greater!!!

You can take advantage of discounts right now on the pages:

Connectors<<

The Training course<<