Community. StockSharp

Algo trading: What it means for Stock market? Part 2

2020-07-29T13:57:19Z

In previous time we’ve reviewed and analysed trading software for algorithmic trading. Let’s continue our analysis of trading systems.

- The next system will make volume analysiss of orders by tool and will determine the largest one. This system we call - Front running. A robot makes a decision where the largest order holds the price and force traders to trade in opposite direction.

- Another popular trading system is arbitrage algo robot. By trading with this robot the trade continues by the tools where correlation of is almost equal to 1. By tool we meant stocks and futures. Shares of the same issuer in different markets are also used. The robot monitoring price flow of financial instruments and make mirror trades, sells one out and buys another to balance the price. One of such robots is "Edward - scissor hands" which is a product of StockSharp company and able to do arbitrage trading and make a profit for traders.

- One of the most complex in terms of knowledge and technical base is volatility trading. The original principle based on buying options of different types, taking that a potential growth of volatility of a securities with expectation that the volatility of a certain securities will growth.

All represented types of algo trading have a myriad of trading systems. Our company developed such programs as S#.Designer which allows traders to trade in any direction. The trader have an opportunity to build a robot with help of constructor and sets any parameters for strategy.

More about S#.Designer you can find on our website.

Want to join our team? We are ready to cooperate!

2020-07-23T16:08:18Z

Good day, Friends!

Most recently, we have posted the source codes of our FIX and crypto connector so that you can learn their architecture, understand our approach, and start creating your OWN based on them.

We didn't stop there and opened the possibility to use the Plaza2 Cgate connector on the demo polygon for free and without a license. We hope that some of you have already experienced it and appreciate the advantages of direct connection!

Now we want to go further and offer you the opportunity to work and develop in our team!

If you are a programmer and are ready to work and collaborate with to help us develop and promote the platform, then we are waiting for your resume on info@stocksharp.com.
Perhaps you will become one of the creators of new unique products based on the S#. API, add new features and unique functionality that users need!

Algo trading: What it means for Stock market?

2020-07-22T13:29:32Z

Algo Trading's gained a big popularity in both Stock and Derivatives markets. These markets let you implement all features of algotrading.

It's very common nowadays to use automated trading software and trading advisors by both big corporate and private companies. In both cases the competent use of the capabilities of robots is a vital tool which can reduce the risk that the level of profits forecasted might not be achieved along with all possible losses. The most active market maker is typically a large bank or institution, some of them are HFT divisions of Deutsche Bank, Goldman Sachs, Morgan Stanley and so on.

Let's review some types of algotrading which are widely used in Stock market:

- Trading systems which use technical indicators which can help to predict market performance and behaviour.

- Trading robots that use a ratio on several tools, which have a relatively large percentage of correlation while it is not equal to 1. Tracking the deviations of these tools, the robot is selling and buying making a profit.

- Broadly, a market maker is a trader that provides liquidity to both buy and sell products. Without market makers, there would likely be little liquidity and the system works because of market liquidity. The market maker get benefits and rewards from the trading platforms regardless the profit or loss.

With our programs, such as S#.Shell и S#.API you can create any types of trading robot. The software let your ability to create your own graphic interface to work with, and the API library can create a whole trading system. More detailed information you can find on our website.

How to start trading cryptocurrencies?

2020-07-15T14:06:28Z

If you have decided to trading cryptocurrencies, then you should evaluate all the risks associated with this type of trade. In other words, without some basic knowledge and experience it's highly risky that might be causing you lose money rather than making it.

What are differences between trading vs crypto trading? Crypto trading has its own characteristics and advantages.

Some of them are:

- Growing number of cryptocurrencies
- A myriad of different trading exchanges
- A large number of different coins

According to the above information, a trader should be able to distinguish and pick the most promising coins, in addition the trader is required to possess many tangible and intangible skills for successful trading.

Let's highlight a key set of skills and knowledge that trader must have:

- A trader should know how to analyse the crypto that has been chosen to trade and necessary to understand the correlation along with the rate dependence and trade volume to understand investment activity.
- A trader needs to learn is to how to read and build out a price chart and the coding scheme that was introduced for the crypto currency.
- A trader must learn to trade correctly by having the patience and a strong mental attitude
- You should constantly monitor and make historical data analysis

These simple rules will help a trader to perform a successful trade in cryptocurrency market. The complexity of analyzing market data is determined not only by a proper knowledge but also a possibility to get it.

In an effort to facilitate and help the traders our company has developed a unique program called S#.DATA (Hydra). It gives you not only the ability to retrieve the market data but to analyse, build custom trading indicators and conduct the predicting behavior of the digital token.

Let us clarify and assure you that Hydra is absolutely free moreover can save data in a file format what can be used in any other platforms. To get more detailed information about our products can be found on the StockSharp website.

What is a trading robot?

2020-07-10T11:35:31Z

Algo - Trading Robot

How often did you hear about trading robots or trading advisor in your life and didn't have any clue what all of it mean?
Let's talk about what trading robot means and it's basic concepts.
A trading algo or robot is a computer code and algorithm of actions that generate and execute sell and buy signals, in short words a set of coded commands. The program analyses the market and its movements and then robot put the orders and execute the proper trade.

In plain language, the trading robot brings the automation and perform trades removing psychological factor. Any trader can connect algo robots to trading platforms by using external modules. For example, trading robots created using the S#. API libraries can be easily connected and work with the S#.Designer program.
For trading on the exchange, trading robots are used everywhere, both by private and corporate traders.

Using algorithmic trading robots has pros and cons and traders should consider the risk of losing money therefore you always will find algo supporters as well as its opponents which prefer manual trading.

Start

2020-07-05T23:51:52Z

hi
I did not find this package
v3-flatcontainer download
https://api.nuget.org/v3-flatcontainer
Can you tell me what to do? [smile]

Opening secrets! An example of a FIX and a crypto connector is available with the source codes!

2020-07-01T19:07:46Z

Hello everyone

Today's news will please our advanced users!
We decided to publish the open code of our FIX connector on Github resource using the example of CHF and the crypto connector using the example of BitStamp!

Now, if you are creating connectors, you don't need to write code from scratch, use our code as an example and create new FIX dialects and connections to new crypto exchanges.
We, for our part, will always support you in this endeavor!
How? Follow our news! [wink]

an internal error

2020-06-30T18:11:08Z

При выполнение поиска ключевых слов по форуму появляется сообщение:
We're sorry, an internal error occurred that prevents the request to complete.
Когда возможно будет осуществлять поиск ключевых слов по форуму?

Algo trading software review

2020-06-29T10:44:30Z

Read this article to find out more about tech companies developing software for algorithmic trading.
Let's make a quick review.

A TSLab company specialized in developing a popular trading software to work with Forex or stockbrokers. The software itself is a builder platform where you can design your own trading robot based on already built one. After a trial period you need to purchase the full version.

Another software for algorithmic trading is WealthLab. It gives you an opportunity to create your trading strategy in C programming language. It has its own library that contains code.

If you are more advanced user, there's a trading platform called R Studio. It has multiple language support along with wide range of functionality and allows you to build a highly complex trading model.

The StockSharp company combines the functionality of all of 3 platforms mentioned above.
Our products have great usability and a perfect interaction with each other what makes it a powerful tool for algo trading. Whether you come up with your own trading algorithm in C language and further integrate it in the Designer terminal in the form of a cube or simply write a code using our powerful library API, it's free to use and always will be. Data collection and transferring for analysis and testing can be implemented with one of our software programs called Hydra. It's also free, easy to both set up and use. Personal blend of trading tools, a large listing of brokers and a variety of different trading platforms along with features that let you directly connect to exchanges makes our products truly unique and innovative. For a full and more detailed list of products you can find on our website.

connection error & unable to retrieve Market Data

2020-06-08T10:01:25Z

Hi there
i have installed S#.designer but i cant seem to make it work. it doesn't acquire market data and every time i press start button (after selecting preferred securities) it get stuck on "Loading Data. Wait" forever, plus i get lost of connection error (Studio Connection or something like that) all the time.
my next question is that is it possible to connect S#. Designer to other brokers such as FXTM?

Thank you in advance

Can not start S#.Designer

2020-06-09T21:07:02Z

Hi,
I have downloaded and installed S#.Designer, but can not start it.

Thank you in advance

Log:
19:37:56.183|Error |S#.Designer|System.Windows.Markup.XamlParseException: Вызов конструктора для типа "StockSharp.Designer.MainWindow", удовлетворяющего указанным ограничениям привязки, привел к выдаче исключения. ---> Microsoft.Practices.ServiceLocation.ActivationException: Activation error occurred while trying to get instance of type IStorageRegistry, key "" ---> Microsoft.Practices.Unity.ResolutionFailedException: Resolution of the dependency failed, type = "StockSharp.Algo.Storages.IStorageRegistry", name = "(none)".
Exception occurred while: while resolving.
Exception is: InvalidOperationException - The current type, StockSharp.Algo.Storages.IExchangeInfoProvider, is an interface and cannot be constructed. Are you missing a type mapping?
-----------------------------------------------
At the time of the exception, the container was:

Resolving StockSharp.Algo.Storages.StorageRegistry,(none) (mapped from StockSharp.Algo.Storages.IStorageRegistry, (none))
Resolving parameter "exchangeInfoProvider" of constructor StockSharp.Algo.Storages.StorageRegistry(StockSharp.Algo.Storages.IExchangeInfoProvider exchangeInfoProvider)
Resolving StockSharp.Algo.Storages.IExchangeInfoProvider,(none)
---> System.InvalidOperationException: The current type, StockSharp.Algo.Storages.IExchangeInfoProvider, is an interface and cannot be constructed. Are you missing a type mapping?
в Microsoft.Practices.ObjectBuilder2.DynamicMethodConstructorStrategy.ThrowForAttemptingToConstructInterface(IBuilderContext context)
в BuildUp_StockSharp.Algo.Storages.IExchangeInfoProvider(IBuilderContext )
в Microsoft.Practices.ObjectBuilder2.DynamicMethodBuildPlan.BuildUp(IBuilderContext context)
в Microsoft.Practices.ObjectBuilder2.BuildPlanStrategy.PreBuildUp(IBuilderContext context)
в Microsoft.Practices.ObjectBuilder2.StrategyChain.ExecuteBuildUp(IBuilderContext context)
в Microsoft.Practices.ObjectBuilder2.BuilderContext.NewBuildUp(NamedTypeBuildKey newBuildKey)
в Microsoft.Practices.Unity.ObjectBuilder.NamedTypeDependencyResolverPolicy.Resolve(IBuilderContext context)
в BuildUp_StockSharp.Algo.Storages.StorageRegistry(IBuilderContext )
в Microsoft.Practices.ObjectBuilder2.DynamicMethodBuildPlan.BuildUp(IBuilderContext context)
в Microsoft.Practices.ObjectBuilder2.BuildPlanStrategy.PreBuildUp(IBuilderContext context)
в Microsoft.Practices.ObjectBuilder2.StrategyChain.ExecuteBuildUp(IBuilderContext context)
в Microsoft.Practices.Unity.UnityContainer.DoBuildUp(Type t, Object existing, String name, IEnumerable`1 resolverOverrides)
--- Конец трассировки внутреннего стека исключений ---
в Microsoft.Practices.Unity.UnityContainer.DoBuildUp(Type t, Object existing, String name, IEnumerable`1 resolverOverrides)
в Microsoft.Practices.Unity.UnityContainer.Resolve(Type t, String name, ResolverOverride[] resolverOverrides)
в Microsoft.Practices.Unity.UnityServiceLocator.DoGetInstance(Type serviceType, String key)
в Microsoft.Practices.ServiceLocation.ServiceLocatorImplBase.GetInstance(Type serviceType, String key)
--- Конец трассировки внутреннего стека исключений ---
в Microsoft.Practices.ServiceLocation.ServiceLocatorImplBase.GetInstance(Type serviceType, String key)
в Microsoft.Practices.ServiceLocation.ServiceLocatorImplBase.GetInstance[TService]()
в Ecng.Configuration.ConfigManager.GetService[T](String name)
в Ecng.Configuration.ConfigManager.GetService[T]()
в StockSharp.Studio.Controls.Extensions.InitializeDriveCache()
в StockSharp.Designer.MainWindow..ctor()
--- Конец трассировки внутреннего стека исключений ---
в System.Windows.Markup.WpfXamlLoader.Load(XamlReader xamlReader, IXamlObjectWriterFactory writerFactory, Boolean skipJournaledProperties, Object rootObject, XamlObjectWriterSettings settings, Uri baseUri)
в System.Windows.Markup.WpfXamlLoader.LoadBaml(XamlReader xamlReader, Boolean skipJournaledProperties, Object rootObject, XamlAccessLevel accessLevel, Uri baseUri)
в System.Windows.Markup.XamlReader.LoadBaml(Stream stream, ParserContext parserContext, Object parent, Boolean closeStream)
в System.Windows.Application.LoadBamlStreamWithSyncInfo(Stream stream, ParserContext pc)
в System.Windows.Application.LoadComponent(Uri resourceLocator, Boolean bSkipJournaledProperties)
в System.Windows.Application.DoStartup()
в System.Windows.Application.<.ctor>b__1_0(Object unused)
в System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs)
в System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)

Cryptocurrency Market Volatility: How to Be Ready

2020-06-26T13:30:20Z

How the Cryptocurrency Market Changes

As cryptocurrency market is gaining its weight becoming greater, it becomes more sensitive for information influence. We may say that any external statement can crash the market by collapsing all main trading tools.

For example, some news about possibly sudden drop comes from information channel. Now the trader’s goal is transfering his assets to more reliable currency. Trader who notices the reduction too late can lose a major part of his capital.

That’s why algorithmic trading systems are essential for such cases. Each trader tries to develop these systems for his own aims in order to create the most credible mechanism that reduces any possible loss.

Our company developed S#.Designer for these purposes. Using this software trader can create its own trading system simply and quickly. It would satisfy all his requirements and allow him to track and immediately react to all trend changes. Taking timely actions trader would get more chances to keep and maintain his profit.

Such trading system also can track the trend’s upgrowth – it allows to increase trader’s profits. For example, stable asset’s growth gives the trader 10% of profit, but if he could bide his time and weigh his decision, his profit would grow up more and more. Trading system will make a sale automatically when trend expands, getting maximal profit.

Cryptocurrency trading is not an easy area but so interesting! Tokens’ rises and falls open unlimited investing possibilities. It can happen so your coin was bought for a couple of cents once would become close to the bitcoin.

Connecting to Bitmex-watch the video! Don't miss the benefit!

2020-06-16T16:40:45Z

A great tradition to start the week with good news!
Bitmex - one of the largest crypto exchanges has become even more accessible for trading!

First of all:
- Our new video will tell you how to connect S#.Designer and start trading according to your strategy!

Secondly:
- Only 4 days of 15% discount on the purchase of a Bitmex connector!
Get a connector for just $425, instead of $500, so as not to miss out on the benefit!

Start trading on favorable terms!

The connection to Binance! Video demonstration!

2020-06-10T17:43:48Z

Hello everyone! We have created a video and invite you to watch it. We show how to connect to Binance in a couple of minutes!

You are not yet trading on Binance using our platform, aren't you? Then this offer is for you!!!

Only in the next 3 days, the connector to Binance is available for lifetime with a 15% discount!

Click on the link and the Binance connector is yours!!!

Hurry up the offer is only valid for 3 days, do not miss the opportunity to start trading with profit!

commission is zero when backtest strategy in s#shell

2020-06-02T07:06:54Z

How to set commission rule when backtest strategy in s# shell?

how to run S#shell server mode without GUI on linux server?

2020-05-22T09:25:17Z

how to run S#shell server mode without GUI on linux server?

got wrong tick data when download market data from bitmex

2020-05-21T18:17:46Z

the time range of tick data has some problem.

MissingMethodException occurs when query bitmex market depth data from local storage

2020-05-20T06:59:13Z

S#.Data (Hydra) 5/20/2020 11:55:06 AM +08:00 Error System.MissingMethodException: Method not found: 'Void StockSharp.Xaml.MarketDepthControl.UpdateDepth(StockSharp.Messages.QuoteChangeMessage, StockSharp.BusinessEntities.Security)'.
at StockSharp.Hydra.Panes.DepthPane.DisplayDepth()
at StockSharp.Hydra.Panes.DepthPane.<>c__DisplayClass15_0.<FindClick>b__0(QuoteChangeMessage[] items)
at System.Windows.Threading.DispatcherOperation.InvokeDelegateCore()
at System.Windows.Threading.DispatcherOperation.InvokeImpl()
--- End of stack trace from previous location where exception was thrown ---
at System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw()
at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)
at System.Windows.Threading.DispatcherOperation.Wait(TimeSpan timeout)
at System.Windows.Threading.Dispatcher.InvokeImpl(DispatcherOperation operation, CancellationToken cancellationToken, TimeSpan timeout)
at System.Windows.Threading.Dispatcher.Invoke(Action callback, DispatcherPriority priority, CancellationToken cancellationToken, TimeSpan timeout)
at System.Windows.Threading.Dispatcher.Invoke(Action callback, DispatcherPriority priority)
at Ecng.Xaml.XamlHelper.GuiSync(DispatcherObject obj, Action action)
at StockSharp.Hydra.Controls.ExportProgress.<>c__DisplayClass19_0`1.<Load>b__0(Object sender, DoWorkEventArgs args)
at System.ComponentModel.BackgroundWorker.OnDoWork(DoWorkEventArgs e)
at System.ComponentModel.BackgroundWorker.WorkerThreadStart(Object argument)

how to import bitmex history data by using S#data

2020-05-04T08:32:45Z

I download csv data from public.bitmex.com. How to import bitmex csv data into local database of S#data?
The download data includes quote csv files and trade csv files.

quote csv format and sample
timestamp,symbol,bidSize,bidPrice,askPrice,askSize
2020-05-02D00:00:04.212877000,ADAM20,267375,5.79e-06,5.8e-06,1202626

trade csv format and sample
timestamp,symbol,side,size,price,tickDirection,trdMatchID,grossValue,homeNotional,foreignNotional
2020-05-02D00:02:11.511351000,ADAM20,Buy,1379,5.8e-06,PlusTick,ee7a821c-6ab3-aef2-e32e-727937eaa778,799820,1379,0.0079982

shell backtest not work

2020-05-03T18:36:49Z

I tried to run s# shell backtest and use sma strategy and default local history data. Then got the following warning message and seems not working.

HistoryEmulationConnector 2017/10/1 0:00:00 +00:00 Warning Subscription 'MarketData,T(L)=2017/10/01 00:00:00.000,Sec=SBER@TQBR,Name=SBER,Type=CandleTimeFrame,IsSubscribe=True,Arg=00:15:00,TransId=5,SmallTF=True' not supported by established connection.