Forum. StockSharphttps://stocksharp.com/handlers/atom.ashx?category=forum&page=7Copyright @ StockSharp Platform LLC 2010 - 20242024-03-29T05:56:49Zhttps://stocksharp.com/images/logo.pnghttps://stocksharp.com/topic/11790/Please tell me how to add options instruments with Interactive brokers data source2020-05-07T15:48:40Z2020-05-08T17:52:44ZCraig McWilliamshttps://stocksharp.com/users/124544/info@stocksharp.comHello,<br /><br />I am connected to Interactive Brokers (IB) and <u>can</u> download stock instruments.<br /><br />IB uses SMART routing to obtain quotes and transact stock options trades across 13 different boards. <br /><br />Thus, although it is possible to designate 1 board (for example: CBOE), it is desirable to designate SMART.<br /><br />Would you tell me please how to add options instruments (CALLs and PUTs) for IB. I have searched the S# Data documentation and am unable to find instructions.<br /><br />Thank you very much,<br /><br />Craighttps://stocksharp.com/topic/11789/Hydra fails to download data after software update2020-05-07T01:25:11Z2020-05-08T16:34:24ZCraig McWilliamshttps://stocksharp.com/users/124544/info@stocksharp.comError message Tasks 'Import (auto), Export (auto), Backup, Converter' has same working directory 'C:Windows\system32\Storage'. Continue?<br /><br /><br />17:20:57 System.ArgumentException: The path is not of a legal form.<br /> at System.IO.Path.NewNormalizePath(String path, Int32 maxPathLength, Boolean expandShortPaths)<br /> at System.IO.Path.NormalizePath(String path, Boolean fullCheck, Int32 maxPathLength, Boolean expandShortPaths)<br /> at System.IO.Path.GetFullPathInternal(String path)<br /> at System.IO.FileSystemEnumerableIterator`1..ctor(String path, String originalUserPath, String searchPattern, SearchOption searchOption, SearchResultHandler`1 resultHandler, Boolean checkHost)<br /> at System.IO.Directory.GetFiles(String path, String searchPattern, SearchOption searchOption)<br /> at StockSharp.Hydra.Tools.ImportTask.OnProcess()<br /> at StockSharp.Hydra.Core.BaseHydraTask.<Start>b__81_0()https://stocksharp.com/topic/11796/Path is not of legal form? what path?2020-05-08T16:28:40Z2020-05-08T16:28:40ZCraig McWilliamshttps://stocksharp.com/users/124544/info@stocksharp.comGuys,<br /><br />warning message:<br /><br />08:25:52 System.ArgumentException: The path is not of a legal form.<br /> at System.IO.Path.NewNormalizePath(String path, Int32 maxPathLength, Boolean expandShortPaths)<br /> at System.IO.Path.NormalizePath(String path, Boolean fullCheck, Int32 maxPathLength, Boolean expandShortPaths)<br /> at System.IO.Path.GetFullPathInternal(String path)<br /> at System.IO.FileSystemEnumerableIterator`1..ctor(String path, String originalUserPath, String searchPattern, SearchOption searchOption, SearchResultHandler`1 resultHandler, Boolean checkHost)<br /> at System.IO.Directory.GetFiles(String path, String searchPattern, SearchOption searchOption)<br /> at StockSharp.Hydra.Tools.ImportTask.OnProcess()<br /> at StockSharp.Hydra.Core.BaseHydraTask.<Start>b__81_0()<br /><br /><br />All paths I have specified are correctly formed. What path triggers this warning?https://stocksharp.com/topic/11795/Tasks are running for all instruments -- I did not specify this activity2020-05-08T16:25:11Z2020-05-08T16:25:11ZCraig McWilliamshttps://stocksharp.com/users/124544/info@stocksharp.comGuys,<br /><br />Warning dialog:<br /><br />Tasks 'Import (auto), Export (auto), Backup, Converter' are running for all instruments. Often these are incorrect settings. It is recommended to set specific instruments for each task. Do you want to continue as is or stop the launch?<br /><br />How do I configure tools please?https://stocksharp.com/topic/11763/Is there a way to import a list of symbols into Hydra?2020-05-02T00:41:50Z2020-05-08T01:02:56ZCraig McWilliamshttps://stocksharp.com/users/124544/info@stocksharp.comHello,<br /><br />I have just subscribed to the support contract. I do not know how to utilize that contract to obtain support. I presume, based upon information I have seen on this community page, that if I ask a question here, it will be answered by S#. Is that true?<br /><br />My question is a) is it possible to import a list of symbols (stock tickers) into the securities file in Hydra so I may download data for them from my provider? b) how can I set up Hyrdar to also download options contracts? Here, I wish to download the options contracts prices for the last several years from my data provider. How do I tell Hydra to do that? <br /><br />Thank you, Craighttps://stocksharp.com/topic/11784/Access denied 4032020-05-05T16:20:23Z2020-05-06T09:20:43ZMagnushttps://stocksharp.com/users/123931/info@stocksharp.comI can not access instruction videos. Get 403 even though I got email it was activated.<br />For instance this URL <a href="https://stocksharp.com/file/107853/STOCKSHARP%20-%20LESSON%202_mp4/
" title="https://stocksharp.com/file/107853/STOCKSHARP%20-%20LESSON%202_mp4/
">https://stocksharp.com/f...P%20-%20LESSON%202_mp4/
</a><br /><br />Separate question how to buy a Binance connector?https://stocksharp.com/topic/11777/backtest exception: ArgumentOutOfRangeException for unrealizedPnlInterval2020-05-04T12:31:28Z2020-05-05T01:11:54ZJun Fenghttps://stocksharp.com/users/108299/info@stocksharp.comI checked out backtest settings, unrealizedPnlInterval is 00:01:00, I guess this is 1minute.<br /><br />Shell 5/4/2020 5:29:11 PM +08:00 Error System.ArgumentOutOfRangeException: Specified argument was out of the range of valid values.<br /> at StockSharp.Algo.Strategies.Strategy.set_UnrealizedPnLInterval(TimeSpan value)<br /> at Shell.Strategies.SmaStrategy.XAML.SmaTestingControl.StartStrategyButton_Click(Object sender, RoutedEventArgs e)<br /> at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)<br /> at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)<br /> at System.Windows.Controls.Primitives.ButtonBase.OnClick()<br /> at System.Windows.Controls.Button.OnClick()<br /> at System.Windows.Controls.Primitives.ButtonBase.OnMouseLeftButtonUp(MouseButtonEventArgs e)<br /> at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)<br /> at System.Windows.RoutedEventHandlerInfo.InvokeHandler(Object target, RoutedEventArgs routedEventArgs)<br /> at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)<br /> at System.Windows.UIElement.ReRaiseEventAs(DependencyObject sender, RoutedEventArgs args, RoutedEvent newEvent)<br /> at System.Windows.UIElement.OnMouseUpThunk(Object sender, MouseButtonEventArgs e)<br /> at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)<br /> at System.Windows.RoutedEventHandlerInfo.InvokeHandler(Object target, RoutedEventArgs routedEventArgs)<br /> at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)<br /> at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)<br /> at System.Windows.UIElement.RaiseTrustedEvent(RoutedEventArgs args)<br /> at System.Windows.Input.InputManager.ProcessStagingArea()<br /> at System.Windows.Input.InputManager.ProcessInput(InputEventArgs input)<br /> at System.Windows.Input.InputProviderSite.ReportInput(InputReport inputReport)<br /> at System.Windows.Interop.HwndMouseInputProvider.ReportInput(IntPtr hwnd, InputMode mode, Int32 timestamp, RawMouseActions actions, Int32 x, Int32 y, Int32 wheel)<br /> at System.Windows.Interop.HwndMouseInputProvider.FilterMessage(IntPtr hwnd, WindowMessage msg, IntPtr wParam, IntPtr lParam, Boolean& handled)<br /> at System.Windows.Interop.HwndSource.InputFilterMessage(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)<br /> at MS.Win32.HwndWrapper.WndProc(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)<br /> at MS.Win32.HwndSubclass.DispatcherCallbackOperation(Object o)<br /> at System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs)<br /> at System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)<br /><br />https://stocksharp.com/topic/11707/Binance connector not working Version 4.4.172020-04-23T22:51:09Z2020-04-23T22:51:09Zisaacapuanohttps://stocksharp.com/users/116880/info@stocksharp.comI downloaded version 4.4.17 from a link the support team sent me and the crypto connectors and install instructions from this link <a href="https://stocksharp.com/forum/9066/Manual-for-crypto-connectors/ " title="https://stocksharp.com/forum/9066/Manual-for-crypto-connectors/ ">https://stocksharp.com/f...-for-crypto-connectors/ </a>(i repleaced the connector files on the reference folder) .<br /><br />In the code i only creted the settings button and the connect button as shown in this video <a href="https://stocksharp.com/forum/10058/Lesson-1-The-first-connection-creating/
" title="https://stocksharp.com/forum/10058/Lesson-1-The-first-connection-creating/
">https://stocksharp.com/f...st-connection-creating/
</a><br /><br />When I run the program the binance connector is not appearing on the list.https://stocksharp.com/topic/11675/Please contact2020-04-21T08:12:38Z2020-04-21T08:12:38ZJeung myung hakhttps://stocksharp.com/users/124226/info@stocksharp.com[정명학] [오후 2:11] Hi<br />This is Seoul, Korea<br />Crypto traders want to buy all connector sources<br />Please use it for confirmation before purchase.<br />In addition, I would like to operate a coin currency with only a crypto trader (add 1 alt coin)<br /><br />Chu, I can't speak English<br />I hope to write Mel in Korean next time.<br />Contact: +82 010-3306-0741https://stocksharp.com/topic/11459/Read bars bin2020-03-07T14:04:35Z2020-04-20T23:47:29Zbobsley88https://stocksharp.com/users/50328/info@stocksharp.comHello<br />How do I read bars from the .bin files downloaded by SData?https://stocksharp.com/topic/11626/Problem in getting option Contract (NSE, India) in Hydra2020-04-14T12:58:39Z2020-04-14T12:58:39ZDevisinghhttps://stocksharp.com/users/123411/info@stocksharp.comHi, <br />I am Devi Singh from India. I have downloaded Hrdra on my Window 64 bit Laptop. <br />I wanted to have NSE India, Option Contract in my Hydra. But not able to do so. <br />Can you please help me in getting securities in Hydra. I have already connected IB Gateway to Hrdra<br /><br />Devi Singh,<br />mobile 91 9558345730<br />email : <a href="https://stocksharp.com/away/?u=AQAAAAAAAADh9utIRH-IQK9_9RUkZNfnP-taDzomjCyYiJzeIbiNog">rathoreds25@gmail.com</a><br />https://stocksharp.com/topic/11474/How to get candles covered by 'area' object or selected by right-button of mouse?Thank you!2020-03-12T07:56:25Z2020-03-23T09:39:20Zlinucoshttps://stocksharp.com/users/121111/info@stocksharp.comHi Guys,<br /> First, thank you for your very good platform for charting and trading.<br /> S# almost fits everything i want for an open trading platform. It is amazing!!!<br /> <br /> I am developing a pattern editor and recognizer based on S#.<br /> So candle operation like 'selecting candle series as a pattern' is essential function.<br /> I looked around and found nothing to implement this.<br /> <br /> Anyone help?<br /> Thanks.https://stocksharp.com/topic/11323/Interactive Brokers TWS connection not working2020-01-13T23:20:38Z2020-01-29T00:13:23Zisaacapuanohttps://stocksharp.com/users/116880/info@stocksharp.comHello, I tried to follow this video (https://stocksharp.com/forum/10058/Lesson-1-The-first-connection-creating/), I did exactly every step like the video but the securities never showed up, I'm uploading a video for you to see.<br /><br />Thankshttps://stocksharp.com/topic/11135/S#.Designer connections issues?2019-11-02T15:30:54Z2019-11-05T19:05:59ZGianghttps://stocksharp.com/users/109716/info@stocksharp.comDear Sir/Madam,<br />I just tried to download asset data from FXCM using S@.Designer connection with demo FXCM account. The connection seem connect successfully by the testing, but cannot get data from the exchange.<br />The attachment show that there was some subscription configuration missed?<br />Thanks,<br />https://stocksharp.com/topic/11125/What is a trading robot?2019-10-28T14:49:18Z2019-10-29T11:25:12ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comThe growth of activity in the world markets among traders, as well as the constant progress of technology, led to an increase in the <b>speed of actions</b> carried out by players on the trading floor.<br />Today, many traders actively <b>working with various financial instruments</b> prefer <b>trading robots</b> rather than manual trading. This is largely due to the <b>speed of operations </b>and their volume.<br />Let's see, what is a trading robot? A <b>trading robot</b> is a <b>special program</b> created by a <b>special algorithm</b>, according to which it conducts trading operations. [nerd]<br />Let's take a closer look at the features of such programs.<br />The <b>trading robot program</b> allows you to <b>fully or partially take over the process of working</b> on the trading floor. The trader, as the operator of the trading robot, has the possibility of <b>full control</b> over it, which allows the robot to adjust the trading robot, <b>make changes to the program code or change the algorithm</b>.<br />The trading robot in Autonomous operation independently <b>makes decisions </b>on orders and transactions, according to the established criteria of its algorithm, with intervention in the user's process, operations can be carried out in<b> manual mode</b>.<br />The<b> program code</b> of the trading robot is <b>based on calculated and thought-out mathematical sequences</b>. Keeping track of different data such as <b>indexes, indicators and other market data</b> obtained from the exchange. The trading robot program decides whether to buy or sell certain assets. The <em>speed of reaction to market changes</em>, allows the trading robot to make much more transactions, respectively, potentially bring greater profits and reduce losses. [nerd]<br /><br /><a href='https://stocksharp.com/file/109967/algorithmic-trading-forex_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109967/algorithmic-trading-forex_jpg/?size=500x500" alt="algorithmic-trading-forex.jpg" title="algorithmic-trading-forex.jpg" /></a><br /><br />Let's return to the main task of the trading robot. We can say that the task of a trading robot to simplify trading for a trader is not the main one. The <b>main task</b> of the trading robot is to be able to <b>implement through programming trading algorithms</b> that are difficult or impossible to implement in manual trading. Simply put, a trading robot is a set sequence of actions for making a trade.<br /><br />From the total mass of trading robots, it is necessary to distinguish three main groups that differ in the algorithm of work or the type of strategy.<br />- <em>Trend (directional) or directional;</em><br />- <em>Countertrend</em>;<br />- <em>Arbitral</em>.<br /><br /><a href='https://stocksharp.com/file/109976/trade-robot-strategy_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109976/trade-robot-strategy_jpg/?size=500x500" alt="trade-robot-strategy.jpg" title="trade-robot-strategy.jpg" /></a><br /><br />Let us consider in more detail the features of each type of trading robots.<br />1. <em>Trend or directional robots</em>. The purpose of the robot is the <b>fastest response to the trend of the market</b>, in other words to track in which direction the market has turned. Depending on the direction, the trading robot automatically opens a position either by selling or buying. Accordingly, if the market changes its direction, the trading robot performs the opposite action as quickly as possible, opening a position.<br />2. <em>Countertrend trading robots</em>. Their goal is to<b> track price rollbacks</b>. This trading robot monitors price rollbacks occurring in the flat position of the market and places orders based on the established algorithm.<br />3. <em>Arbitrage trading robot</em>. This trading robot is <b>almost the most popular type</b>. A trading robot such as "<u><a href="https://stocksharp.com/robot/18/edward-scissorhands/" title="https://stocksharp.com/robot/18/edward-scissorhands/">Edward"</a></u>, for example, makes a profit by <b>determining price</b> differences between similar or identical instruments in different markets. In fact, he buys in one market, sells in another, compensating for the difference and making a profit.<br /><br /><a href='https://stocksharp.com/file/109964/trade-robot-api_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109964/trade-robot-api_png/?size=500x500" alt="trade-robot-api.png" title="trade-robot-api.png" /></a><br /><br />Another way is the separation of robots:<br />- <em>Candlestick</em>. These are trading robots that use <b>candlestick data </b>to determine signals for placing orders.<br />- <em>Indicator</em>. These robots use <b>indicator data</b> to open an order.<br /><br />Let's talk about building a trading robot. The very <b>writing of program code</b> <b>is not a difficult task</b>, reduced to the knowledge of programming languages. It is much more difficult to find the <b>right way to create a trading algorithm</b> on the basis of which a trading robot is created.<br />Today, up to 50% of transactions on trading platforms are made by trading robots. Trading robots are rightfully considered one of the most reliable and effective trading tools. There's an explanation :<br />- <em>Trading robot simplifies the work of transactions with a large volume of the lot, dividing the application into smaller parts and making transactions in parts;</em><br />- <em>Trading robot reduces the labor of the trader, making trading operations automatically. This contributes to an increase in the volume of transactions, increase the profits that trade brings, and, importantly, reduces the possible loss;<br />- While remaining automatic, the trading robot can always be switched to manual mode, that is, it remains completely under the control of its owner;<br />- A huge list of tools and methods that can be used by a trading robot, allow us to say that the trading robot makes it possible to realize the most complex mathematical problems for trading;<br />- The trading robot does not have the criterion of emotionality, in fact, it soberly operates its inherent mechanism. Does not panic in a stressful situation.</em><br /><br /><a href='https://stocksharp.com/file/109966/hft-trade-forex_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109966/hft-trade-forex_jpg/?size=500x500" alt="HFT-trade-forex.jpg" title="HFT-trade-forex.jpg" /></a><br /><br />When analyzing trading robots, a trader must choose the <b>right path for himself</b>, on the basis of which he will be able to choose a robot for himself. A trader should understand that a <b>trading robot is not decision for 100% success</b>. In addition to the trader, it is important to know the platform for the implementation of such trading robots. There are quite a lot of them (TSlab, <u><a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a></u>).<br /><br /><a href='https://stocksharp.com/file/109963/holy-grail-forex_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109963/holy-grail-forex_jpg/?size=500x500" alt="holy-grail-forex.jpg" title="holy-grail-forex.jpg" /></a> <a href='https://stocksharp.com/file/109968/exchange-trade-strategy_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109968/exchange-trade-strategy_png/?size=500x500" alt="exchange-trade-strategy.png" title="exchange-trade-strategy.png" /></a><br /><br /><br />Summing up, we can say that the <b>trading robot is reliable and convenient functionality</b> in the arms of the trader, the most important thing is to use it correctly when conducting exchange trading.<br /><br />https://stocksharp.com/topic/11121/Familiarity with algorithmic trading.2019-10-23T12:31:08Z2019-10-23T12:31:08ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comBefore you start talking about <b>algo trading</b>, you need to define it.<br />So, what is algo trading? There is a <b>different definition</b> of this concept, only its essence and the principles on which the work is <b>based remain unchanged</b>. Algo trading-trading, which takes place through a fully automated algorithm, which prescribes the trader, the execution of which potentially brings profit to the trader. In fact, it is a program that carries a sequence of actions. [nerd]<br /><br /><a href='https://stocksharp.com/file/109909/trading_robot_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109909/trading_robot_jpg/?size=500x500" alt="trading_robot.jpg" title="trading_robot.jpg" /></a><br /><br />The trader himself <b>makes and determines</b> the sequence of applications for purchase or sale, indicating the order of management of his funds.<br />The money management conditions set by the trader as <b>program parameters</b> determine the necessary or optimal size of investments, for example, purchased securities. Similarly, this system manages the allowable loss or risk at which the size of the loss will be acceptable. In this case, risk management is performed by setting the <b>stop loss</b> algorithm.<br />The absence of feelings and emotions in the <b>algorithmic program </b>allows to avoid nervous breakdowns or other emotional outbursts. This is certainly a plus, since the work of a trader often occurs on the verge of nervous tension, and sometimes a person can lose his nerves, which will entail a rash step and as a consequence of loss. At the same time, the trader has the <b>opportunity </b>to intervene in the work of the trading strategy, <b>making the necessary adjustments</b>. [laugh]<br />The<em> task of algo trading</em> is the exact execution of the instructions of its system. Often in some sources you can see the name of <em>mechanical trading systems (MTS)</em>, but algo trading is the most common name. In fact, the algorithm is <b>" mechanically " executed by the program</b>, excluding judgments about the market situation and the state of various instruments. I must say that the "mechanical" system is <b>not always automated</b>. The latter, unlike the first, independently makes transactions, with the participation of a person is not required or minimized.<br /><br /><a href='https://stocksharp.com/file/109902/trade_systems_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109902/trade_systems_jpg/?size=500x500" alt="trade_systems.jpg" title="trade_systems.jpg" /></a><br /><br />Experts note that the algorithmic trading consists of <b>two stages</b>. Let's take a closer look at them.<br />At the <b>level of the first stage</b>, the trader creates his "mechanical" strategy. After creation, the process of<b> testing on the market data</b>, and subsequently, when the strategy reaches the desired level of potential <b>profit</b>, testing goes into real time or real trading. Note that the last stage takes place when using <b>minimal capital</b>, as it is testing, and some traders prefer it to <em>"trade on paper"</em>. At the same time, profitability is not the only criterion that gives an assessment of the efficiency of the strategy.<br />Let's talk about the means of creating and then testing the created strategies. Such tools may include <b>special programs</b> designed for technical analysis of algorithmic systems created. The most famous are: carried out using specialized programs: <em>MetaStock, S#.Designer, Wealth-Lab, Tslab</em> and others.<br />The strategy program is written in various programming languages such as: <em>C#, C++, LUA </em>and others. The recorded algorithm makes it possible to use the <b>downloaded market data </b>to test the strategy, and in the future allows you to place orders in the programs used for trading. It is worth noting that strategies can be created as in constructor programs for example: <em><u><a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a></u>, Tslab</em>, in which the strategy is created on the basis of cubes, and the program is a scheme, and in programs where direct programming is used <em>MetaStock, Wealth-Lab</em>, including using ready-made libraries, such as <u><em><a href="https://stocksharp.com/products/api/" title="https://stocksharp.com/products/api/">S#.API</a></em></u>.<br />The<b> second stage</b> of development begins after the trader's strategy has been fully tested and is ready for <b>real trading</b>. The second stage is implemented approach strategy or a trading robot that will trade the set algorithm or the trader selects the manual bidding process on a signal received from created strategy.<br />The trader connects the e<b>xport of stock market data</b> obtained in real time to the program in which his trading strategy is created. The strategy processes the data and based on the result, sends a signal to submit applications.<br />Again, what alarm action strategy can be done manually by a trader, and can be delegated to a <b>trading robot</b>, which places bids automatically according to the algorithm, for example in systems like <em>S#.Designer, MT4, TSlab</em>.<br /><br /><a href='https://stocksharp.com/file/109903/trade_strategy_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109903/trade_strategy_jpg/?size=500x500" alt="Trade_Strategy.jpg" title="Trade_Strategy.jpg" /></a><br /><br />It should be <b>remembered</b> that the creation of a trading robot does not relieve the <b>trader of responsibility</b> for the trade itself. The trader must <b>constantly monitor the work</b> of his robot, edit the terms of transactions according to the changing situation in the market. [nerd] Should be said, when <b>working on long time frames</b>, comparable, for example, with an hour, the automation of placing orders may disappear, since the trader is able to correlate and manage the trade on <b>long periods</b>.<br />Any chosen direction of algo trading can undoubtedly bring profit to the trader, but the approach should be deep, not just at the level of the chosen algorithm, it is necessary to take into account the tools on which the trade will be conducted, the software. An important rule is analysis and testing, it <b>always minimizes your losses</b>.https://stocksharp.com/topic/11111/IQFeed issues with level1 and historical candles2019-10-21T01:12:27Z2019-10-21T23:29:04ZChris Delaneyhttps://stocksharp.com/users/102264/info@stocksharp.comHi,<br />I just downloaded the latest source code from GitHub and trying to run the various samples. I use IQFeed as my data feed, so I try to run the IQFeed sample. It does connect correctly, and I can find a symbol in the securities window and see live price updates within it. However, when I click Historical candles button, I get no data at all when I try to search. In fact, the GetHistoricalCandles() seems to be hanging when I try to step through the sample code. It just hangs and never returns. However, I don't have source code for IQFeed connector, so I can't step in to see what the issue is or fix it.<br />Any ideas? Is there a specific version of IQFeed needed? I just updated to the latest version.<br />Is there source code available for IQFeed connector? I did not see it in GitHub. I would be happy to make any updates myself, but obviously not possible without source.<br /><br />Thanks,<br />Chris<br />https://stocksharp.com/topic/11113/FAQ on FIX Protocol. Limit orders when working through FIX Protocol.2019-10-21T13:10:12Z2019-10-21T13:10:12ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comAs mentioned earlier, an<b> important advantage</b> of working through <b>FIX Protocol</b> is the ability to use limit orders <em>FOK ('Fill or Kill')</em> and <em>IOC ('Immediate Or Cancel')</em>. Their advantage over simple market orders is the absence of <b>price slippage</b>. In fact, for arbitrage strategies, such as <a href="https://stocksharp.com/robot/" title="https://stocksharp.com/robot/">"Edward-Scissorhands"</a> from <a href="https://stocksharp.com" title="https://stocksharp.com">StockSharp</a>, this means almost <b>zero risk</b>. Consider how the orders <em>FOK</em> and <em>IOC</em> FIX Protocol on the example of comparing them with conventional orders.<br />Before making a trade, the trader has the opportunity to <b>sell or buy</b> the selected asset using a limit or market order. The option chosen by the trader determines the level of control over the execution price. <br />Thus, a market order determines its execution in the shortest possible time and at the best available price. [smile] For example, if you buy 100 units on a market order, the order will be executed entirely at the price that is available on the market. Accordingly, 50 units can be conditionally at a favorable price, and the rest at a price less favorable or completely unprofitable, in other words, the order will be executed at several different prices. At the same time, we have a situation with a large slippage. [laugh]<br /><br /><a href='https://stocksharp.com/file/109877/fix_connector_limith_order_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109877/fix_connector_limith_order_jpg/?size=500x500" alt="fix_connector_limith_order.jpg" title="fix_connector_limith_order.jpg" /></a><br /><br />FIX Protocol allows the trader to set his own execution price, so it will be executed at the specified price or higher. This is the use of a limit order. For example, if a trader placed a limit order to sell an asset and set a strike price of $ 100, the order will not be executed until the price for the placed asset is equal to or above the set limit of $ 100.[nerd]<br /><br /><a href='https://stocksharp.com/file/109876/fix_protocol_limith_order_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109876/fix_protocol_limith_order_jpg/?size=500x500" alt="fix_protocol_limith_order.jpg" title="fix_protocol_limith_order.jpg" /></a><br /><br />For this reason, <b>we recommend using</b> the FIX Protocol connection, and provide the opportunity to purchase connection connectors or develop connectors individually. The full range of our products can be found <a href="https://stocksharp.com/products/pricing/" title="https://stocksharp.com/products/pricing/">here</a>.https://stocksharp.com/topic/11084/SampleETrade example source code2019-10-13T17:29:20Z2019-10-14T17:09:43ZJason Smithhttps://stocksharp.com/users/110536/info@stocksharp.comI have the latest stocksharp nuget package. Is there anyway to get the source for the SampleETrade example. The documentation says it is in the Sameples/Etrade folder,etc<br /><br />Thank!<br /><br /><em>The application SampleETrade shows an example of working with ETradeTrader as shown in the figure below. The example source code is in the Samples/ETrade folder of the installation package.</em>https://stocksharp.com/topic/11089/The FIX Protocol. FIX message architecture.2019-10-14T11:33:50Z2019-10-14T11:33:50ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comToday it is impossible to imagine <b>stock trading</b> without the use of <b>FIX Protocol</b>. However, it appeared relatively recently - in 1992.<br />The increase in <b>speed and data volume</b> has prompted the creation of a fundamentally new connection with high bandwidth and reliable connectivity.<br />Today, the fifth version of the FIX5 Protocol has been released, which should replace the previous FIX4. However, the most popular for use is still FIX4, which has proven itself as the<b> optimal solution for data transmission</b>.<br />The Protocol itself exists in two syntaxes, <em>XML</em> (second name FIXML) and <em>Tag=Value</em>. It is worth saying that the Protocol is divided into <b>3 levels</b> - transport, session, application.<br /><br /><a href='https://stocksharp.com/file/109833/fix_protocol_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109833/fix_protocol_jpg/?size=500x500" alt="fix_protocol.jpg" title="fix_protocol.jpg" /></a><br /><br />For a better understanding of the mechanism of the Protocol, consider each of the levels separately.<br />Let's start with the <b>transport laye</b>r of the FIX Protocol.<br />This level describes the structure of the message transmitted through the FIX Protocol. Gives a description of how the message structure is constructed.<br />Considering it it is possible to tell the following that it is the usual line containing the cipher written by means of syntax of FIX of the Protocol. In fact , it is a cipher containing a message to be sent to the trading floor.<br /><br /><a href='https://stocksharp.com/file/109832/fix_connector_data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109832/fix_connector_data_png/?size=500x500" alt="FIX_connector_data.png" title="FIX_connector_data.png" /></a><br /><br />The example shows the message transport LAYER fix Protocol, which is directed to the exchange Lmax. This message conveys the information that the trader wants to log in to the trading system to make transactions.<br />At first glance, this message is a set of numbers and symbols, but let's analyze what information this message contains.<br />In our example, we see the syntax of type "Tag=Value". All messages consist of several components - fields, these fields are divided by vertical lines. Each field is divided into two parts by the sign "=". It turns out that to the left of the sign is equal-the "Tag", and to the right-the "Value". Tags are always positive and integers that indicate the name of the field. Each exchange provides a kind of documentation, according to which messages are encrypted and decrypted by the FIX Protocol. It specifies the names of the "Tags" that describe the data type and the description of the data itself.<br />Almost all fields are standardized, having the same meaning on all trading floors. However, it is worth saying that at the same time, <b>not every exchange supports them</b>. Messages sent via the FIX Protocol contain mandatory and optional fields, as well as conditionally required fields, the presence of which is conditioned by the presence of other fields. In the diagram below we can clearly see the division of the message into fields.<br />Let's look at an example of such a record.<br /><br /><a href='https://stocksharp.com/file/109834/fix_protocol_messenge_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109834/fix_protocol_messenge_png/?size=500x500" alt="FIX_protocol_messenge.png" title="FIX_protocol_messenge.png" /></a><br /><br />The separation of fields occurs by means of the <em>SOH</em> symbol, which stands for-Start of Heading, and belongs to the <em>ASCII </em>encoding method. In this case, this symbol is not displayed as an abbreviation, but is conditionally indicated by a vertical line and from the point of view of the <em>UNICODE</em> format has the value “<b>\u0001</b>”.<br />The same is worth noting that the message is built from three parts. Conventionally, they are shown in different colors:<br />- Green-header<br />- Pink-body<br />- Lilac - checksum<br />Let's take a closer look at what each of the parts is.<br />The message header can contain a different number of fields, consider the main ones that must be in the FIX message:<br />- <b>8 = FIX.4.4</b>-this field indicates the Protocol version, it is always the first.<br />- <b>9 = 123</b>-this field indicates the size of the FIX message, it is the second message size, always the second in a row<br />- <b>35 = V</b>-this field means the name of the operation to be performed, in this case V-market data query, this field is always the third.<br />- <b>34 = 2</b>-denotes which account message is calculated for the current session.<br />- <b>49 = FIXtest1</b> – this field means the sender user ID, which is assigned by the exchange.<br />- <b>54 = 20120924-14:05:44.952</b> is the current time of sending the message.<br />- <b>56 = LMXBDM</b>-this field is the value of the identifier that is assigned to the recipient by the exchange.<br />Considering the body of the FIX message, we can say that this is a list of fields that correspond to each of the types of requests. The practice of using a set of fields or groups that contain the same tags is also used.<br />Let's assume we need to request information on a list of tools. In this case, each of them will have the same tag, and differ only in content. We list the necessary tools, using a separate field for each. This type of record is called a group or set of fields. They will all have the same tag or data type, and differ only in content.<br />Consider the checksum. The calculation is performed in accordance with a special algorithm, the calculation takes the header and body. In the beginning, the length of the "header plus body" is calculated, then divide the length by 256 and get the remainder. The checksum consists of three characters. If in the remainder of the division we got 20, then forward we add 0, and get 020. As a result, the checksum in our case will have the form " 10 = 020|".<br />Now consider the session-level Protocol. This FIX message Protocol regulates the mechanism of establishing/disconnecting the connection, maintaining the connection, reporting missing data. It consists of a number of messages:<br />1.<b> Logon (35=A)</b> - by means of this message, the user is authenticated by the server. It is sent first, and serves as a signal to the beginning of the data transfer session. On successful startup, a response message is received, on error-a message about the error occurred.<br />2. <b>Logout (35=5)</b> - this message indicates a disconnection from the server.<br />3. <b>Heartbeat (35=0)</b> - this message notifies the readiness of counterparties, is sent to both parties, another name is the message "pulse". The frequency of sending the pulse is set by the user in the First logon message.<br />4. <b>Test Request (35=1)</b> - this message is a test message and is sent when the counterparty has not sent a pulse message within the specified period. The session will be closed if this message remains unanswered.<br />5. <b>Resend Request (35=2)</b> is a request message that is directed to send a repeated message. Resend Request, for example, can repeat to give a signal that the exchange would repeat the missed information.<br />6. <b>Reject (35=3)</b> – the message is sent in response if the previous one is incorrectly formed.<br />7. <b>Sequence Reset (35=4)</b> - this message can take two forms.<br />- in the field <em>GapFillFlag</em> (tag 123) is the value " Y”, used to ignore administrative messages, if there is a repetition of their sending.<br />- in the second case, it is used To reset the <em>MsgSeNum </em>counter.<br />The last level of FIX messages is applied.<br />This level has the most capacious description, this is due to the fact that this level contains information that is necessary to work with the trading platform.<br />Let's look at the main messages of this level:<br />1. <b>Market Data Request (35=V)</b> - the message sends a signal that the user subscribes to the stream of transmitted data on quotes in the current time period. The user can unsubscribe from receiving data through a similar request, specifying the ID of the previous message. In this case, he will receive a message MarketDataSnapshotFullRefresh (35=W).<br />2.<b> New Order Single (35=D)</b> – a message about the user's desire to place an order in the system. The user has the ability to set their own ID, this simplifies the process of tracking the execution, partial execution or cancellation of the order.<br />3. <b>Execution Report (35=8)</b> – execution report message that provides information on the status of the order executed or canceled, and for what reasons. This report is specified as Exec Type (Tag 150).<br />4. <b>OrderCancelRequest (35=F)</b> - message about the request to cancel the placed order.<br /><br /><a href='https://stocksharp.com/file/109835/fix_protocol_trading_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109835/fix_protocol_trading_jpg/?size=500x500" alt="fix_protocol_trading.jpg" title="fix_protocol_trading.jpg" /></a><br /><br />We have analyzed the main aspects of working with messages transmitted by means of FIX Protocol. The number of such messages and query options is huge, and every year the possibilities and <b>tools for working with FIX Protocol are growing</b>. The specification of such messages is regulated by the exchange, leaving a standardized form for recording requests.<br />Let me remind you that the transmission of such messages takes place directly when <b>directly connected </b>to the trading floor, through <b>FIX connectors</b>. The cost of such connectors and their name are different, more information about the specification of connectors can be found on our <u><b><a href="https://stocksharp.com/products/pricing/" title="https://stocksharp.com/products/pricing/">website</a></b></u>.