Forum. StockSharp

ETF Blog for a Comprehensive Guide to Exchange-Traded Funds

2023-04-17T10:07:00Z

As investors look for ways to diversify their portfolios and access various asset classes, exchange-traded funds (ETFs) have become increasingly popular. This comprehensive guide will explain what ETFBlog are, how they work, and their advantages and disadvantages.

What are ETFs?

An ETF is a type of investment fund that trades on stock exchanges, similar to a stock. ETFs hold assets such as stocks, bonds, and commodities, and provide investors with exposure to those assets. ETFs can be bought and sold throughout the day, just like individual stocks.

How do ETFs work?

ETFs are designed to track the performance of an underlying index, such as the S&P 500 or the NASDAQ. ETFs are passively managed, meaning they seek to replicate the performance of the index they track, rather than actively selecting individual securities. This passive approach generally results in lower management fees compared to actively managed funds.

Advantages of ETFs

Diversification: ETFs provide investors with exposure to a variety of assets, which can help to reduce risk.

Cost-effective: ETFs typically have lower management fees compared to actively managed funds.

Transparency: ETFs disclose their holdings on a daily basis, which provides investors with greater transparency compared to mutual funds.

Liquidity: ETFs can be bought and sold throughout the day, just like individual stocks, which provides investors with greater flexibility.

Disadvantages of ETFs

Trading costs: As ETFs are traded on stock exchanges, investors may incur trading costs, such as brokerage fees and bid-ask spreads.

Tracking error: ETFs may not track their underlying index perfectly due to factors such as trading costs and timing differences.

Limited flexibility: While ETFs provide investors with exposure to a variety of assets, they are not as flexible as individual securities.

Types of ETFs

There are several types of ETFs available to investors, including:

Equity ETFs: These ETFs invest in stocks and track the performance of a particular stock index, such as the S&P 500 or the Dow Jones Industrial Average.

Fixed-income ETFs: These ETFs invest in bonds and track the performance of a particular bond index, such as the Barclays Aggregate Bond Index.

Commodity ETFs: These ETFs invest in commodities such as gold, oil, or agricultural products.

Currency ETFs: These ETFs invest in foreign currencies and provide investors with exposure to currency fluctuations.

Alternative ETFs: These ETFs invest in alternative assets such as real estate, infrastructure, or hedge funds.

How to Invest in ETFs

Investing in ETFs is similar to investing in individual stocks. You can purchase ETFs through a brokerage account, either online or through a financial advisor. ETFs can be bought and sold throughout the trading day, just like individual stocks.

Before investing in ETFs, it's important to do your research and understand the risks involved. Make sure to read the ETF Blog and ETF's prospectus, which outlines the fund's investment objective, fees, and risks.

In conclusion, ETFs can be a useful tool for investors looking to diversify their portfolios and gain exposure to various asset classes. ETFs offer several advantages, including diversification, cost-effectiveness, transparency, and liquidity. However, as with any investment, it's important to do your research and understand the risks involved before investing in ETFs.

[help] not able to import securities in hydra

2022-11-21T21:43:39Z

hi,
in hydra i am not able to import securities. it's my first contact with this program and i think is a great project. Any help, please?
i have tried to import securities with sources: iex and yahoo, but not success.

21:35:46.689| |IEX |Moved into state Stopping.
21:35:46.689|Error |Connector |System.ArgumentNullException: Value cannot be null. (Parameter 'token')
at #=z4LbsmGpm$4fqxSQfVg7okLYyeSCwSXchpg==..ctor(SecureString #=zBS3KVh4=)
at StockSharp.IEX.IEXMessageAdapter.#=z9LplqHQ_aKIn()
at StockSharp.IEX.IEXMessageAdapter.OnSendInMessage(Message message)
at StockSharp.Messages.MessageAdapter.SendInMessage(Message message)
21:35:46.689| |IEX |Moved into state Stopped.
21:37:21.158| |Connector |Connect
21:37:21.158| |Connector |Security @ is subscribing for SecurityLookup,T(L)=2022/11/21 21:37:21.158,Sec=@,TransId=77828250,SecId=@,Name=,SecType=,ExpDate=
21:37:21.158| |Basket |Connecting 'IEX: Key='''.
21:37:21.158|Error |IEX |System.ArgumentNullException: Value cannot be null. (Parameter 'token')
at #=z4LbsmGpm$4fqxSQfVg7okLYyeSCwSXchpg==..ctor(SecureString #=zBS3KVh4=)
at StockSharp.IEX.IEXMessageAdapter.#=z9LplqHQ_aKIn()
at StockSharp.IEX.IEXMessageAdapter.OnSendInMessage(Message message)
at StockSharp.Messages.MessageAdapter.SendInMessage(Message message)
21:37:21.158|Error |Basket |Connection error for IEX: Key='': System.ArgumentNullException: Value cannot be null. (Parameter 'token')
at #=z4LbsmGpm$4fqxSQfVg7okLYyeSCwSXchpg==..ctor(SecureString #=zBS3KVh4=)
at StockSharp.IEX.IEXMessageAdapter.#=z9LplqHQ_aKIn()
at StockSharp.IEX.IEXMessageAdapter.OnSendInMessage(Message message)
at StockSharp.Messages.MessageAdapter.SendInMessage(Message message)
21:37:21.159|Error |Connector |System.ArgumentNullException: Value cannot be null. (Parameter 'token')
at #=z4LbsmGpm$4fqxSQfVg7okLYyeSCwSXchpg==..ctor(SecureString #=zBS3KVh4=)
at StockSharp.IEX.IEXMessageAdapter.#=z9LplqHQ_aKIn()
at StockSharp.IEX.IEXMessageAdapter.OnSendInMessage(Message message)
at StockSharp.Messages.MessageAdapter.SendInMessage(Message message)

S#.DATA (Hydra) Upper Data Limit

2022-11-27T11:12:13Z

Is there an upper data limit of how much S#.DATA should be used for? is 500MB too much? is GB too much? Is 5TB too much?

What are the typically sizes of data storage used by professionals who use S#?

S#.DATA (Hydra) Delete Data Function not working

2022-11-27T11:09:54Z

I have about 500MB of 1minute TF Candles. When i use the DELTETE data function by selecting "ALL" and TF Candles - it works for a long time (15 seconds) but no data in disk actually gets removed. The storage folder is the exact same size before and after. I can also verify by pulling up any candle chart - they are still there. If i manually empty the storage folder then the data is gone and then candles no longer work. Screenshot shows how the function is used.

qusetions:
i. is this the correct behavior of the DELETE DATA function
ii. if not, how should this tool be used?

How to compare MFI data in S# Designer

2022-11-23T18:03:45Z

Hi, I want to test a simple strategy that says:
Sell if MFI is above 70
Buy if MFI is below 30
What I have done so far is shown in the screenshot
Here's what I don't understand:
In the comparison object, the values to compare are only "Value 1" , "operator", "Value 2".
I am expecting to see something like "MFI", ">", "70".
How exactly do I design a logic that says "If the MFI is greater than 70, sell"
With the comparison object in my screenshot, doing this seems impossible because I cannot select "MFI" for "Value 1".

Bitmex

2021-03-19T11:08:51Z

S#.Bitmex connector is developed and stands for communication and exchanging data between both Bitmex Crypto exchange and S# programs: S#.Data, S#.Terminal, S#.Designer, S#.Shell. It is fully compatible with our S#.API such as other custom software based on it.

Its features and functionality:

- Connection to Bitmex Crypto exchange and receiving all the data it needs for the trade such as price, volume, order book, etc.
- Portfolio Status Update
- Get historical data for cryptocurrencies
- Get the status of your order and its execution
- A list of functions provided by API

Advice on developing a stock simulation game

2022-08-13T20:28:48Z

Hello, I am trying to develop something similar to HSX. It is a prediction market
that attempts to predict box office. The specific part I am trying to model, is the
fact that the trades can buy/sell against a virtual market maker. So those orders are
filled immediately. In fact, the vast majority of trading is done against the virtual
market maker immediately.

Then the imbalance between buy and sell orders are entered into a formula to determine
the market price.

"https://patents.google.com/patent/US7487123B1/en"

"The projected price movement (PM) can be expressed as: PM=(NMS/LMV)*SIV."

"For example, with 42,000 buy orders and 30,000 sell orders for a particular stock,
the NMS=(42,000−30,000)=12,000. With SIV=$0.25 and LMV=5000, the price movement of
the particular stock will be (12,000/5,000)*0.25=$0.50. Thus, the market price of
the particular stock will be $0.50 greater than the last trading price."

I read through the patent a few times, and could not figure out how SIV is determined,
so I cannot adopt the same formula.
But is it possible to adopt the same strategy? To have the trading done against a
virtual market maker and filled immediately, without having to match up buys and sells.
And determine the price through some other method?

ERROR FatalProtocolException: Error downloading 'StockSharp.IQFeed.5.0.114' During installation.

2022-07-26T16:12:49Z

Got ERROR FatalProtocolException: Error downloading 'StockSharp.IQFeed.5.0.114' from 'https://nuget.stocksharp.com/x/v3/package/stocksharp.iqfeed/5.0.114/stocksharp.iqfeed.5.0.114.nupkg'.Any ideas where to look for?

Windows 11.

Thanks in advance.

Коннекторы Quik9

2022-07-31T05:22:35Z

Подскажите, пожалуйста, Stocksharp предлагает бесплатные коннекторы QuiK7,8, будут ли они корректно работать, например, с Quik финам v.9.7.10 или сбера v.9.4.2.1, есть ли бесплатный коннектор Quik9?

[Designer]

2022-07-08T14:51:17Z

Err_id: 2280209

Trading

2022-06-07T15:27:39Z

Hello is there a point chart available in trading is it possible to make a custom indicator thank you

Interactive Brokers and TWS API Connection

2021-05-24T12:10:01Z

Viewers,

I have attempted to connect the Designer and Terminal to the Trader work station after allowing active x connections. There is returned a error message

12:08:15 System.Net.Internals.SocketExceptionFactory+ExtendedSocketException (10061): No connection could be made because the target machine actively refused it. [::ffff:127.0.0.1]:7497
at System.Net.Sockets.Socket.DoConnect(EndPoint endPointSnapshot, SocketAddress socketAddress)
at System.Net.Sockets.Socket.Connect(EndPoint remoteEP)
at System.Net.Sockets.TcpClient.Connect(IPEndPoint remoteEP)
at System.Net.Sockets.TcpClient.Connect(String hostname, Int32 port)
--- End of stack trace from previous location ---
at System.Net.Sockets.TcpClient.Connect(String hostname, Int32 port)
at Ecng.Net.NetworkHelper.Connect(TcpClient client, EndPoint address)
at #=z0o8d9XAgtHF4nZD9bBhDLTWvn742DCe7Zw==.#=zdTPxXFI=(EndPoint #=zPrumxco=)
at StockSharp.InteractiveBrokers.InteractiveBrokersMessageAdapter.OnSendInMessage(Message message)
at StockSharp.Messages.MessageAdapter.SendInMessage(Message message)

How is the error mesage resolved?

Jacob Eli Goodson

Installer not working win7,x86 and is there a guide to design a strategy after installing the nuget in visual studio code?

2022-03-07T02:02:22Z

Stocksharp installer not working in windows 7, 32 bit system. The .bat file on clicking flashes a cmd window just for a second.The console exe says "the program is incompatible ..... 32/64 bit .... " How can i solve this issue?? Can't stocksharp be installed in 32 bit system? Or can anyone provide ne the installer for 32 bit?

Also i couldn't find guiding videos/articles to use it via vs code. Installed the stocksharp via nuget gallery but now how to get the gui of designer to work? I just want the designer to design strategy. But the whole system sounds complex. Plz help

Access to online course and enable binance connector

2022-01-30T21:38:30Z

Hy I have purchased today an API course and a binance connector. But I have not yet received any link to access online course and download your 40h videos firstly, secondly when i try to verify binance connector by clicking on verify button i stay receiving a message indicates me that my licence is not compatible with Binance
[img][/img]

ok after removing the licence files and restart the application i got my latest licence file, now i can use the connecter but i receive an unauthorized message

Ok after checking and searching a long time, i resolve my binance connector error, now i&#39;m waiting the video online course link to access because i can not see them in the installer

ok after a long time, all thing are work correctly

StopLossTakeProfitStrategy for Binance

2022-01-21T05:10:34Z

Dear developers,

I have a problem when I try to use StopLossTakeProfitStrategy. I'm using HistoryEmulationConnector with my Binance downloaded History Candles.

The code is as per below:

Configurations for Security, Portfolio and Connector is as per below:

Code

_security = new Security
{
Id = "BTCUSDT_PERPETUAL@BNB",
Code = "BTCUSDT",
PriceStep = 0.01m,
Board = ExchangeBoard.Binance,
VolumeStep = 0.01M
};

//.................initialize portfolio...................
_portfolio = new Portfolio { Name = "test account", BeginValue = 1000 };
var storageRegistry = new StorageRegistry
{
DefaultDrive = new LocalMarketDataDrive(_pathHistory),
};

//.................initialize connector...................
_connector = new HistoryEmulationConnector(new[] { _security }, new[] { _portfolio })
{
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
StorageFormat = StorageFormats.Binary,
StartDate = DatePickerBegin.SelectedDate.Value.ChangeKind(DateTimeKind.Utc),
StopDate = DatePickerEnd.SelectedDate.Value.ChangeKind(DateTimeKind.Utc),
},
LogLevel = LogLevels.Info,
};

The code with which I try to Buy and Set SL and TP is as per below:

Code

var order = this.BuyAtMarket(0.01M);
order.WhenNewTrade(Connector).Do(NewOrderTrade).Until(() => order.State == OrderStates.Done).Apply(this);
ChildStrategies.ToList().ForEach(child => child.Stop());
RegisterOrder(order);

And here is the method in which I specified StopLoss and TakeProfit:

Code

private void NewOrderTrade(StockSharp.BusinessEntities.MyTrade mytrade)
{
var takeProfit = new TakeProfitStrategy(mytrade, 20)
{
WaitAllTrades = true,
};
var stopLoss = new StopLossStrategy(mytrade, 20)
{
WaitAllTrades = true,
};

var protectiveStrategies = new TakeProfitStopLossStrategy(takeProfit, stopLoss)
{
WaitAllTrades = true,
};
ChildStrategies.Add(protectiveStrategies);
}

The problem is when I start the strategy there are buy and sell orders but non of StopLoss or TakeProfit executes.

And for more information, I attached the Log info after execution.

yobit exchange platform

2022-01-11T11:51:01Z

I want to trade in yobit exchange platform with big amount of coin but they did not allows to me to do this trading and when i asking them about this big amount of trading they told me that is trading bot
So i want to trade with big amount of coin like this trade in the picture
So i want to know if i can do this trade through your platform

using s# Api for crypto exchanges

2022-01-01T11:36:44Z

is it possible to use s# api to trade in crypto exchanges free of charges?

Stocksharp with FIX API?

2021-11-03T11:36:57Z

Hello,

I hope all is well!

I want to know before I sign up to StockSharp, will I be able to send orders from StockSharp to other brokers that utilize the FIX API?

I am asking this because I want to use StockSharp Easylanguage and then mirror the trades from StockSharp with other brokers.

Thanks!

Exception in Ecng.Reflection.dll

2021-09-17T02:19:36Z

Hi me again,
I encountered exception in Ecng.Reflection.dll
here is the sample code:

Code

static void Main(string[] args)
{
var path = @"C:\blabla\Storage";
var storageRegistry = new StorageRegistry
{
DefaultDrive = new LocalMarketDataDrive(path),
};
var security = new Security
{
Id = "APPL@ALL",
};

var timeFrame = TimeSpan.FromMinutes(1);
var series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
var storage = storageRegistry.GetCandleStorage(series);
var candles = storage.Load(new DateTime(2021, 1, 4));
}

this snippet works well in .netcoreapp but failed in .net framework4.72
It throws exception when I call GetCandleStorage()
the exception message reports " Type 'System.Lazy`1[Ecng.Collections.CachedSynchronizedOrderedDictionary`2[System.DateTime,System.DateTime]]' has '0' members with name '_state' "

For using legacy dll so I must stay in .net framework, so I wonder is this fixable?

is this thing still alive?

2021-09-03T09:25:01Z

1. chat not working,
2. i dont see answers to previous questions
3. its difficult to grasp the structure of your services (is it an API, or desktop program or what?)

- can I get real-time price data?
- what about Interactive Brokers "connector" - I quickly search github, didn't find any relevant source code
- same goes for Metatrader5

what exactly are you offering?