Community. StockSharp

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.

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

3. 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 .

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

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

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

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

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

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

11. 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.

Rithmic data

2019-04-17T17:20:51Z

Hello. How is StockSharp working with Rithmic data? Is there somthing what should I aisk my broker? Thank you

StockSharp Compilation Error ( GitHub Codes )

2019-04-16T19:12:38Z

Hi Mikhail,
I used the download link to download the source files of your program, but apparently only
the API is available on GitHub.
Unfortunately, none of your .sln files are being complied.
I ended up with more than 4600 errors.
As you have a big big big big set of codes there is no way I could understand how to fix the problem.
Please let me know how the codes can be compiled?
Also please fill the Debug Folder by running the codes once, so that we gain an insight
of how the final program would look like
Looking forward to hearing from you.
With regards,

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.

I suggest you add a Chinese version.

2019-04-12T13:01:24Z

Hello, I am an organization, but I need a Chinese version. I suggest you add a Chinese version.

Problems with local updates

2019-04-12T04:04:04Z

Hello, I registered my account and downloaded it locally. There was a problem.

Error trying to save file "C:\Users\Tom\AppData\Local\Temp\w3055\stocksharpdata.all.to.4.4.16.wyu":

Unable to read data from a transport connection: The software on your host has terminated an established connection

Support for brackets/OCO/OCA

2019-03-26T01:06:43Z

Is there any functionality provided in the S#.API for creating conditional orders? I want to generate an OCO, but don't see anything documented about this.
I'm setting up using Rithmic, so I assume the feature would be system specific.
Does S# simply not support this basic feature?

Crypto exchanges

2019-03-27T15:16:43Z

Hello,
I would like to know if with a paid crypto exchange DLL (e.g BitMEX) it's possible to use native orders and specific features of the exchange, to be able to exploit every aspect of the API of the exchange.

Another question: I see that 1 exchange costs 400$ and all exchanges 2700$. There could be some promotions to purchase, let's say a package of 3 exchanges?

BitMEX invalid argument clOrdID

2019-02-10T17:26:17Z

Hi, I get an invalid argument error for the BitMEX connector when the MarketQuotingStrategy tries to requote:

Code

Error "Order 53343094 (0x7BB32E) was not cancelled because System.InvalidOperationException: {""error"":{""message"":""Invalid argument: clOrdID"",""name"":""HTTPError""}}

I've attached the log to this post. StockSharp.Bitmex.dll version 4.4.15.0. Code snippet used to initiate the MarketQuotingStrategy:

Code

ChildStrategies.ToList().ForEach(s => s.Stop());
var strategy = new MarketQuotingStrategy(Sides.Sell, Volume + Math.Abs(Position))
{
WaitAllTrades = true,
};
strategy.WhenNewMyTrade().Do(OnNewOrderTrade).Apply(this);
ChildStrategies.Add(strategy);

There was an error in the S# Shell operation strategy!

2019-02-25T11:15:52Z

When S# Shell uses the SMA policy for real-time transactions, an error occurs that does not specify the date on which data must be received.

Will this error be caused by the message adapter, because when I connect to the broker, there will be a warning that there is no suitable adapter.

Requesting help with Interop.SterlingLib

2019-03-07T04:32:23Z

I tried the Designer application and also created a new project following the instructions here https://www.youtube.com/watch?v=O8ucIQA829w but whenever I try to verify the sterling connection i get the error "Could not load file or assembly 'Interop.SterlingLib' ...

In both cases Sterling is running and the Interop.SterlingLib.dll looks to be in the correct place.

Any thoughts?

Unable to create Mt4 process

2019-02-17T20:20:04Z

what is this?

INFORMATION ABOUT HOW WE USE COOKIES

2019-03-05T14:52:43Z

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Get BID side from DukasCopyHistorySource

2019-03-02T13:53:00Z

var history = new DukasCopyHistorySource(new CsvNativeIdStorage("C:\\test\\asd.csv"), new InMemoryExchangeInfoProvider());

Code

var security = new Security()
{
Id = "EURUSD",
};

var timeFrame = TimeSpan.FromHours(1);

var timeFrameCandleMessages = history.LoadCandles(security, timeFrame, new DateTime(2019, 1, 1), Level1Fields.Yield);

This code only gets me ASK prices. I want to download only BID prices. How I can do this?

Unable to calculate WilderMovingAverage

2019-03-02T13:49:20Z

Hi,

I`m trying to calculate ATR using Wilder Moving Average. Here is my code:

Code

var atr = new WilderMovingAverage()
{
Length = 2,
};

foreach (var candle in candles.Take(10))
{
atr.Process(candle);
}

var result = atr.GetValue(0);

The result is always 0, no matter what index I will select.

Level II full market depth historic files support?

2019-02-23T22:22:44Z

Hello. I need about 3 months of full market depth level II data, for all stocks for any exchange. I need it for testing. Does you have software that can download/load this data from server or computer file, and then transform it to the following or similar format in .csv or alike?

Timestamp, bidprice1, bidvolume1, askprice1, askvolume1 etc.

I need the data for Matlab.

Where to Download S.Shell???

2019-02-21T20:30:23Z

I have paid for S.Shell $493USD, but have no way to download it, all I have is the receipt. How do I go about downloading it to begin using it?

Immediate limit orders TakeProfitStopLossStrategy

2019-02-15T11:56:19Z

Hi, I've a strategy which holds positions just for a few minutes and closes them using take profit or stop loss strategy: https://doc.stocksharp.c...fitStopLossStrategy.htm

I noticed the take profit/stop loss strategies submit limit orders when the current bid/ask is near the take profit/stop loss level. However, for optimal execution it's beneficial to start submitting limit orders immediately once a trade is executed to obtain good queue position.

How can I force the take profit / stop loss strategies to immediately submit limit orders?

Thank you

BitMEX Testnet

2019-02-10T17:32:32Z

Hi, I can connect to BitMEX using production API credentials, but I cannot connect to https://testnet.bitmex.com. Connection using testnet API credentials fails. StockSharp.Bitmex.dll version 4.4.15.0.

I suspect that I’ve to change the endpoint somehow? I didn’t find any documentation in https://github.com/Stock...les/Bitmex/SampleBitmex and https://doc.stocksharp.c...1-8ced-f7e9468f86b5.htm

The connection log is attached.

Thanks