Forum. StockSharp

does any support the developement with stocksharp API?

2020-10-11T20:53:36Z

Hi I am looking into Stocksharp API, I want to have some development with it, does anyone support with API for multiple connectors with web service?

ChartPanel draws incorrectly

2020-10-10T23:10:15Z

Hi everyone.
I have been experiencing your platform a lot lately and noticed if a share didn't have enough liquidity there were some price gaps in range candles which negatively affect drawing them. Take a look a the picture

Chart Range(4)

Green candle should have had 5 price levels but we see more
What is the best solution to avoid such problem if I use that kind of a chart
Thank you in advance

Has the new StockSharp API been updated to work with Etrade?

2020-10-01T19:43:30Z

Hi, you mentioned many times over the past 2 years that you are working to update the Etrade and other stock broker connectors: Has that been done?

Principles for trading cryptocurrencies part 4

2020-09-22T13:21:42Z

In today’s article we will review the significant part of trading analysis – trading volume.[happy]

Let’s explain what trading volume is – the whole amount of cryptocurrency units which trade on crypto exchanges that are traded on base of executed orders within considered period. Obtaining this volume is important that’s why there’re many charts of trading volume. For example the program software for downloading market data S#.Data(Hydra) easily can build trading charts and trading volume charts, giving the trader to see and compare them in one work space flow. Definitely it will give you a wide picture for further analysis. [wink]

For the analysis itself it’s crucial to know the volume indicator that occurs by reaching some fixed price level. Given information is a signal to start a trade or the opposite – to wait. Volume chart can be vertical or horizontal, however the first one is more used by traders, [nerd]
By building the graphs based on download market data in Hydra it has the same time period as for candlestick chart and displays in the form of bars.

In short words, if a trader builds a graph by trading volumes over the past 30 minutes then the bar value will indicate the whole cumulative volume of 30 minutes.[ninja]
By fact, one of the options using charts is to find the end of correction movement in a trend. Thus, if the volume increased dramatically by the price which the direction is opposite to the trend therefore it might indicate the end of the trade itself. This moment might be benefits for trade in the direction of a trend and often used for trading robots, particularly in a constructor of trading robots - S#.Designer. [love]
Also, you should keep in mind that a big trading volume of cryptocurrency not always indicates for beneficial price movement the cause of might be set aggressive orders.
In any case, if a trader gets an opportunity to use such financial instruments for analysis it will lead to reducing risk and gaining profits!

Principles for trading cryptocurrencies part 3

2020-09-15T12:49:16Z

Today we’re going to talk about one of the most important financial instruments is an order book. It is formed by all sell and buy orders on crypto exchange. An order book is the list of orders which uses to record the interest of buyers and sellers of chosen cryptocurrency for fiat money or any other cryptocurrency and taking in consideration the closest price of trading pair.[laugh]

Sometimes it's crucial [ninja], especially in arbitrage, to have an opportunity to trade with several order books at the same time. This option is fully implemented in S# programs. For instance, the working area of free trading terminal S#, Terminal allows the trader to configure it so that it would has the very informative picture of the whole trading process. [nerd]

Every order book gives the full information about the volume offer and its price. The number of offers is the order book depth. The ability to customize the book order depth also is important part of trade, as it gives you the ability to see the whole list of offers. It's often that in the upper part of order book are placed bid offers and in the down part is ask offers of selected security.[happy][love]

By fact, the order book shows the desire of trading of cryptocurrency at a favorable rate of a trade for a trader. When an opposite trade is appeared, trade is executed, and the pair price is changing in the direction of the executed trade. If the order doesn't have any counter offers, then it remains without any changes until the counteroffer moment or the cancel it by trader.

What we see on the picture that based on data of the order book, a trader can perform the analysis or make decision about trade move on. So for example, a trader can determine the spread of a traded pair (the difference between the first values of the bid and ask prices), as well as predict the behaviour of graph chart (if there is large buy orders, then rapid growth is highly likely, and vice versa). Therefore, having the option to customize the book order, the trader get a great flexibility in a trade that will bring a big profit and/or lesser risks.

Ref: Lesson_01, 02_MarketDeph_Trade, The code from the video do not work.

2020-09-11T02:47:59Z

Ref: Lesson_01, 02_MarketDeph_Trade, The code from the video do not work.

_connector.NewTrade += TradeGrid.Trades.Add;

NewTrade is deprecated, I have used the TickTradeReceived and it still do not work.

Send a working code of Lesson_01, 02_MarketDeph_Trade.

These videos are not up to date with the libraries.
Please remake these videos or add additional instruction to correct these videos. Or add working code to these videos.

Principles for trading cryptocurrencies part 2

2020-09-08T12:39:00Z

In the previous article we’ve analysed the main tools used particularly in trading and crypto trading. We've explained such important element as a chart. Keep in mind that charts can be different, and each trader can use different charts and time frames. For example S#.Data (Hydra) program may build charts of various trading elements and time frames such as ticks, candles with various periods and volume charts. All of this give you a wide look to analyse the market, assess risks and its perspectives.[nerd]

A pair may have different charts which can be distinguished by time frames. So for instance, the chart can be of 5 or fifteen minutes period. These periods named are Time Frame.[happy]

Let's look at the basic elements of Japanese candle. The rectangles on the chart is the body of a candle. The body of candle is formed based on the values of beginning and the end of the chosen time frame.

A candlestick is a type of price chart, and its candlestick can have bullish pattern if the opening price is lower the closed price, or in the opposite direction is bear candlestick. In the S#.Data (Hydra) program candles adopted green and red colour therefore we can determine the rise or fall of selected exchange tool.

Also, a shadow is a line found on a candlestick chart which indicates the maximum and minimum price during the forming process. In the case of the absence of the upper shadow is considered that candle's top being cut off or the opposite is the base is cut off. [ninja]

A Doji is a candlestick with no real body, where the open price is equal to the closed price. If the body of the candle is small, then it is called a spinning top. S# programs allows traders to read candles as much as possible. A friendly interface and advanced analyses tools make them crucial for traders because the ability to read the candles it reduces the risks, especially in crypto currency market.[wink]

I got the currency list to show by adding the Oanda nuget pkg, but I am not seeing the price of the security when i click on a currency.

2020-09-02T03:49:33Z

I got the currency list to show by adding the Oanda nuget pkg, but I am not seeing the price of the security when i click on a currency.

public partial class MainWindow : Window
{
private Connector _connector = new Connector();
private string _connectFile = "ConnectFile";

public MainWindow()
{
InitializeComponent();
if (File.Exists(_connectFile))
{
_connector.Load(new XmlSerializer<SettingsStorage>().Deserialize(_connectFile));
}
}

private void Setting_Click(object sender, RoutedEventArgs e)
{
if (_connector.Configure(this))
{
new XmlSerializer<SettingsStorage>().Serialize(_connector.Save(), _connectFile);
}
}

private void Connect_Click(object sender, RoutedEventArgs e)
{
SecurityPicker.SecurityProvider = _connector;
SecurityPicker.MarketDataProvider = _connector;
_connector.Connected += this.Connector_Connected;

_connector.Connect();
}

private void Connector_Connected()
{
_connector.LookupSecurities(new Security() { Code = "USD/JPY" });
}

private void SecurityPicker_SecuritySelected(Security security)
{
if (security == null) return;
_connector.SubscribeFilteredMarketDepth(security);
//_connector.RegisterSecurity(security);
}
}

Rithmic connection CPU Usage & Refreshspeed of SubscribeMarketDepth

2020-09-02T18:47:42Z

Dear S# Community,

i have a question regarding the S# Rithmic Connection. I have realised that it needs a lot of CPU Usage (up to 50%) when i am subscribing to the SubscribeMarketDepth.
It seems the method is sync and is blocking the other threads in between. It would be better to call it async but that is not implemented right now in s#[crying].

Does anybody make the same experience?

Also the second question i have is about the refreshspeed of this subscription. https://doc.stocksharp.c...ubscribeMarketDepth.htm

i gave a refreshspeed of 3 seconds,but it seems the data update comes more frequently, less than 1 second i guess.

TimeSpan span = new TimeSpan(0, 0, 0, 3, 0);
Connector.SubscribeMarketDepth(security, null, null, null, MarketDataBuildModes.LoadAndBuild,null, 25, span, null, false, null);

Am i using it wrong?

Thanks in advance & best regards
Tobias

I am not seeing any price for any security (currency) for Oanda

2020-08-31T04:26:23Z

I am following the lesson 01_Connect_and_get_security
I am not seeing any price for any security (currency) for Oanda
Please see image below.

public partial class MainWindow : Window
{
private Connector _connector = new Connector();
private string _connectFile = "ConnectFile";

public MainWindow()
{
InitializeComponent();
if (File.Exists(_connectFile))
{
_connector.Load(new XmlSerializer<SettingsStorage>().Deserialize(_connectFile));
}
}

private void Setting_Click(object sender, RoutedEventArgs e)
{
if (_connector.Configure(this))
{
new XmlSerializer<SettingsStorage>().Serialize(_connector.Save(), _connectFile);
}
}

private void Connect_Click(object sender, RoutedEventArgs e)
{
SecurityPicker.SecurityProvider = _connector;
SecurityPicker.MarketDataProvider = _connector;
//_connector.Connected += this.Connector_Connected;

_connector.Connect();
}

//private void Connector_Connected()
//{
// _connector.LookupSecurities(new Security(){Code = "USD/JPY"});
//}

private void SecurityPicker_SecuritySelected(Security security)
{
if (security == null) return;

_connector.RegisterSecurity(security);
}
}

Principles for trading cryptocurrencies

2020-09-01T13:33:56Z

Speculative trading is widely spread type of trading on most well-known exchanges nowadays. Without any doubts the crypto exchange is not an exception. Buying cheap and then selling it for a higher price is the basic principle of classic trading.[wink]

From now onwards it should be said that for a trader who trades foreign exchange or securities market the move to the sphere of crypto trading going to be enough clear and simple to understand. [happy]
Besides it, we need to mention that the crypto trading becoming a very popular among beginners. This is due to ease access and loads of trading platforms along with name of tokens (cryptocurrencies).

Let's review the crucial tools for traders for a quick introduction of the base principles of crypto exchanges.[nerd]

- Graphs
- An order to buy or sell
- History of executed orders, trading volume (market data)

Let's look at these components one by one. [nerd]

Our first financial tool is a graph or chart. Most of the best trading software programs give the building graphs a high priority. So, for example, all software from S# have function to build graphs to capture the whole information of a current trade. Moreover, our free trading terminal S#.Terminal make it possible to trade right from the graph. [love]

So what do we mean by repeatedly saying the word graph?

The chart(graph) - is a history of quotations of a crypto pair, the ratio of the rate of one crypto pair to another including the ratio of fiat money (dollar, euro, and others).
The most popular chart is Japanese candlesticks, they provide maximum needed information and provide the ratio spread (the difference between the best sell (ask) and the bid (buy) that are relevant now on, the smaller the spread, the greater the liquidity of the given security)[ninja]

A Japanese candlestick is a type of price chart that's main because of its very informative and the view of price movement for the chosen period of time. It makes it simple to do technical analyse of trading strategies, adjust, and correct the trading robots were built by it. More detailed explanations about candles we will tell in new article.[wink]

Oanda Live Data Not Coming Through?

2020-08-20T06:49:04Z

I've been trying to connect to an Oanda paper account for live candles using StockSharp.Oanda v5.0.27 but am not receiving updated candles. The historical candle load in the code below is successful and returns a day of history, but the live candles do not continue to come in. The same issue is seen for every lesson when I produce that code.

While debugging, I can see that

Code

IsSupportCandlesUpdates

is set to false and is read-only.

When I use the same Oanda API account in Shell#, and run a strategy, the live data works. So, it doesn't appear to be an account issue.

Can you confirm the Oanda adapter works for live data and advise what I'm missing in the code below to generate live candle data?

Thank you.

Code

class Program {

private static CandleSeries _candleSeries;
private static LogManager _logManager;
private static Connector _connector;
static void Main (string[] args) {

Console.WriteLine ("Init");

var security = new Security {
Id = "GBP/USD@OND",
Code = "GBP/USD",
PriceStep = 0.01m,
Board = ExchangeBoard.Ond
};

_connector = new Connector ();

_logManager = new LogManager ();
_logManager.Listeners.Add (new FileLogListener ("log.txt"));

var adapter = new OandaMessageAdapter (_connector.TransactionIdGenerator) {
Token = "the-api-key".To<SecureString> (),
Server = OandaServers.Practice,
};

_connector.Adapter.InnerAdapters.Add (adapter);
_connector.LogLevel = LogLevels.Debug;
_logManager.Sources.Add (_connector);

_connector.Connected += () => {
Console.WriteLine ("Connected");
};

_connector.ConnectionError += error => {
Console.WriteLine (error);
};

_connector.Error += error => {
Console.WriteLine (error);
};

_connector.NewSecurity += security => {
Console.WriteLine (security.Name);
};

_connector.NewTrade += trade => {
Console.WriteLine ("trade: {0}", trade);
};

_connector.NewPortfolio += portfolio => {
Console.WriteLine ("portfolio: {0}", portfolio.Name);
};

_connector.NewPosition += position => {
Console.WriteLine ("position: {0}", position);
};

_candleSeries = new CandleSeries (typeof (TimeFrameCandle), security, new TimeSpan (0, 1, 0)) {
BuildCandlesMode = MarketDataBuildModes.LoadAndBuild,
BuildCandlesFrom = MarketDataTypes.CandleTick,
};

_connector.CandleSeriesProcessing += (_candleSeries, candle) => {
Console.WriteLine (candle);
};

var subscription = _connector.SubscribeCandles (_candleSeries, DateTime.Today.Subtract (TimeSpan.FromDays (1)), DateTime.Now, adapter : adapter);

_connector.CandleReceived += (subscription, candle) => {
Console.WriteLine (candle);
};

_connector.TickTradeReceived += (subscription, trade) => {
Console.WriteLine (trade);
};

_connector.CandleSeriesError += (_candleSeries, error) => {
Console.WriteLine ("CandleSeriesError {0}", error);
};

_connector.Connect ();

Console.ReadLine ();

}
}

Custom Indicator - Changing Color Per Candle

2020-08-27T20:24:26Z

I'm creating a custom indicator using ChartIndicatorElement DrawStyle = ChartIndicatorDrawStyles.Dot

Per candle, I would like to change the dot color. How is this achieved? If I add the element to the chart before processing, all of the dots change color according to the last processed value. If I add a new element per candle, the color of the indicator dot, per candle, is correct, but the x-axis of the indicator does not line up with the datetime.

Please advise, thanks.

Potential risk of cryptocurrency market!

2020-08-25T12:34:08Z

Nowadays many experts concluded that cryptocurrency market is a financial bubble and its capitalization is blurred and unconfirmed.

However, in the light of growing algo traders and popularization of cryptocurrency, also as a form of cashless payment, might question the expert’s opinion about market decline. [laugh]

In any case, an algo-trader must consider all risks related to market fall.[smart] And with a help of trading software which can consolidate trading data and base on this data to build all necessary indicators. S#.Data(Hydra) is a great solution for managing market risk analysis. Hydra allows you to collect all market data and trade related data where a trader will be able to analyse market trends and make a right decision particularly any financial asset.

The forecasts of cryptocurrency market and crypto-trading are different of their development measure. So, the value of cryptocurrency market is estimated in hundreds of millions of dollars and its capitalization continues to grow. Therefore, crypto-trading becoming popular form of trading and in many cases more accessible to trade.

Traders have no fear of recent China announcement about regulation of blockchain industry, where some standards will be involved and function in China.

Let’s highlight the most common risks of cryptotrading:

- A myriad of different crypto tokens and therefore you will face a challenge and confuse to pick up a right one to trade
- The lack of proper regulation what lead to fraud in the market
- The lack of information of crypto capitalization of market cap it is under question
- A right choice of your strategy and trading software

However, it should be said that these cons also have some pros for traders, for instance a big choice of trading securities and access to it, ability to enter any market because of large number of platforms, multiple trading solutions and trading systems![happy]

The StockSharp company gives you a full list of everything you need for successful trading with minimal risk. You can buy our connectors to connect the most popular and famous cryptocurrency exchanges as well as program software which able to analyse the market condition and trends to make a right decision without any loss. More information about our products you can find on our website.

Potential risk of cryptocurrency market!

2020-08-25T12:34:02Z

Cryptocurrency trading strategies

2020-08-18T13:46:33Z

We’ve discussed about crypto-trading previously and today we continue our talk![happy]
Let’s take a look at one of the methods given by trader Hacker Moon and explain everything in details.
What is this method about and how to implement it? The base of this trading method is lied in a very simple action - to store your coins. The trader considers storing the several types of coins for a long-term period while monitoring the market and selling other tokens the price of within a day started to increase and vice versa.[wink]

The perform this type of trading is quite logical, right? However, you should understand and take into account that different exchanges trade different coins. And trade with various different crypto-exchanges, not just exchanges is pretty complex process and you have to be extra careful.
Most of crypto-exchanges such as Bitfinex, Binance, BitMEX and others, should be connected through connectors.

The StockSharp company developed a truly unique solution for traders, where each and single one can simply buy all required connectors in combination with our free trading platforms such as S#.Shell и S#.Designer give you a great opportunity simultaneously work with several crypto-exchanges! The use of this connection allows you to get all helpful tools and earn profit from growth of token market capitalization while the trading strategy itself don't take much of your time.[wink]

This trading technique is very simple; besides, it will decrease your risks since you handle with changing assets during the day, sell higher and buy lower. In fact, a trader does a diversification of assets by savings redistribution.[ninja]

Read more about our software programs to know and apply all possibilities and be able to fully manage your strategy by reducing risks and increasing profits.[love]

Custom MessageAdapter

2020-08-11T06:01:01Z

I'm in the process of creating a custom adapter.
After adding the adapter to the connector and attempting to configure:

Code

var gc = new GainCapitalMessageAdapter(_connector.TransactionIdGenerator);
_connector.Adapter.InnerAdapters.Add(gc);

if (_connector.Configure(this))
new XmlSerializer<SettingsStorage>().Serialize(_connector.Save(), _connectFile);

The following error is produced:

Code

Message=Description of connection GainCapital.GainCapitalMessageAdapter not found. (Parameter 'adapter')

If added the following attributes to the custom MessageAdapter:

Code

[CategoryLoc("Forex")]
[DescriptionLoc("Str1770", LocalizedStrings.GainCapitalKey)]
[DisplayNameLoc(LocalizedStrings.GainCapitalKey)]

Also, while Unit Testing, the connect event is not firing but sending the ConnectMessage works:

Code

var gc = new GainCapitalMessageAdapter(_connector.TransactionIdGenerator);
_connector.Adapter.InnerAdapters.Add(gc);
_connector.Connect(); //-- does not work
gc.SendInMessage(new ConnectMessage { Adapter = gc }); //-- works

If this is included in a lesson, let me know. Otherwise, any advice is appreciated.

Thank you.

SecurityEditor v5

2020-08-08T01:55:43Z

What is the new name or package for the SecurityEditor class? The docs show it in StockSharp.Xaml.dll in v4 but I'm not finding it in v5.

Crucial solutions in creating trading robots

2020-08-11T13:48:03Z

Traders may face a problem if they want to create trading robots and one of the issues is the lack of programming knowledge. Not every trader can be a programmer. A trader may simulate a good trading system but have zero coding knowledge. Even if you know of the programming languages very well, you might need to learn another one but if you have 0 knowledge of programming then it can be very challenging. Of course, you can buy trading robot but always keep in mind that it’s not perfect and may have some bugs or problems which lead to difficulties in modifying trading robot. [nerd]

No worries here, there’s a solution. For example, our trading software - S#.Designer. It has the functions to create trading robots even with 0 knowledge of programming with help of cubic system which represent an individual elements of trading strategies. And at the same time such strategy won't be having less functionality or reliability. S#.Designer can combine and use the blocks (cubic) of code making strategies more flexible by your wish.[happy]

Another disadvantage of trading robot is considered the lack of analyzing the current market conditions and trends. For sure, a trading robot is not an artificial intelligence and mostly depends human knowledge, however the knowledge of market with its technical analyse may minimize the problem. Using market data or other trading tools such as indicators or indexes which consist in S#.Designer in a large amount, you will be able to create a robot more loyal to the market, expand the conditions, functionality and possibilities to react to a particular trading situation. [wink]

Automated trading systems can participants of the exchange market huge opportunities for a trade, provide some benefits over those manual traders. In any market, a trading robot always perform its embedded algorithm. However, you must know, that a trading robot
only a tool and you have to know monitor its work in order to correct some problems showed up. A trader should understand that S#.Designer is not just create a robot, but also fill it with intelligence and logic, adding additional features and conditions. It also takes a step forward in creating more interactive and complex logic trading strategy that makes decision based on inputs which increases its profitability. [love]

The benefits of using a trading robot

2020-08-04T13:16:01Z

The use of trading robots nowadays is essential part of trading and its process. In today’s article we will explain all advantages and benefits along with successful approaches of using trading robots.

1) The trading robot itself can’t make a mistake but only if a trader made this mistake by creating this robot. For example by creating a trading robot with S#.API program, the user using tested and debugged libraries what makes the whole process of developing a trading robot way easier and the strategy itself is more stable. By placing an order, a correctly built a trading robot doesn't make any technical or syntactic errors, thus we don't face any failures and losses, as for example if the order has been placed manually.

2) A trading robot has a technical ability to track hundreds of quotes at once instantly react at market changes, make necessary calculations by operating with a large number of conditions and a big amount of information making the right decision correlating to the base algorithm. The API library allows you to create a robot whose speed of data processing makes it possible immediately take into account the trends and conditions of the market. Traders which don't use trading robots are forced to reduce the amount of trading tools, increase the use of time intervals (timeframes) and leave the idea of perspective but complex trading systems.

3) A trading robot doesn't have any psychological effect or influence, it works based on algorithm written in the code what makes it reliable and stable tool for placing orders and the whole trading process.

4) Once you developed a trading robot then you don't have to spend days around the monitor rather let your advisor to handle all the work and monitor 24/7 the whole trading process and put orders. Only what you need to do is manage conditions and strategy behavior by using a library.

5) Ease and simplicity of a program for creating robots - S#.Shell and stable libraries S#.API allows you to fill your trading strategy with additional features setting and installing new tools such as SMS notifications and remote control of trading systems.

We's explained some positive aspects of trading robots and in a next article we will analyse some disadvantages and try to reduce its impact on your trading strategy.