Forum. StockSharphttps://stocksharp.com/handlers/atom.ashx?category=forum&page=9Copyright @ StockSharp Platform LLC 2010 - 20242024-03-28T11:19:12Zhttps://stocksharp.com/images/logo.pnghttps://stocksharp.com/topic/8237/Strategy testing with Candles from csv file2017-04-24T19:58:21Z2019-04-29T12:44:49ZShubha https://stocksharp.com/users/98371/info@stocksharp.comWe want to perform strategy backtesting on history data stored in txt file. As we understand from the samples, the txt file should be converted to S# format before we can run strategy and testing on them. Please update if this understanding is correct. <br /><br />We need sample code how we can covert txt file to S# format through code. What are the classes we should look at?<br /><br />Or alternatively, can we run strategy on history data stored in txt file directly? Please share sample code if this is possible.<br /><br />Regards<br />Shubhahttps://stocksharp.com/topic/10646/how does quoting work?2019-04-26T04:50:42Z2019-04-27T20:56:06ZSamhttps://stocksharp.com/users/104377/info@stocksharp.comCould you point me to more information related to how quoting works, or answer some questions?<br />If I wanted to send an order for a large volume, can it break up the volume into smaller sequential orders until the total volume is used, or does it just place 1 order for the whole thing?<br />Can it adjust order volume based on the order book? For instance, very small orders out front with bigger orders trailing? <br />Can it place multiple orders in different positions in the order book?<br /><br />Thankshttps://stocksharp.com/topic/10620/Rithmic data2019-04-17T17:20:51Z2019-04-18T11:19:56ZMarekhttps://stocksharp.com/users/104210/info@stocksharp.comHello. How is StockSharp working with Rithmic data? Is there somthing what should I aisk my broker? Thank youhttps://stocksharp.com/topic/10618/StockSharp Compilation Error ( GitHub Codes )2019-04-16T19:12:38Z2019-04-16T19:14:29ZnewTraderhttps://stocksharp.com/users/104323/info@stocksharp.comHi Mikhail,<br />I used the download link to download the source files of your program, but apparently only<br />the API is available on GitHub.<br />Unfortunately, none of your .sln files are being complied. <br />I ended up with more than 4600 errors.<br />As you have a big big big big set of codes there is no way I could understand how to fix the problem.<br />Please let me know how the codes can be compiled? <br />Also please fill the Debug Folder by running the codes once, so that we gain an insight<br />of how the final program would look like<br />Looking forward to hearing from you.<br />With regards,https://stocksharp.com/topic/10604/I suggest you add a Chinese version.2019-04-12T13:01:24Z2019-04-16T12:56:02Zctmb520https://stocksharp.com/users/104278/info@stocksharp.comHello, I am an organization, but I need a Chinese version. I suggest you add a Chinese version.https://stocksharp.com/topic/10603/Problems with local updates2019-04-12T04:04:04Z2019-04-12T04:04:04Zctmb520https://stocksharp.com/users/104278/info@stocksharp.comHello, I registered my account and downloaded it locally. There was a problem.<br /><br />Error trying to save file "C:\Users\Tom\AppData\Local\Temp\w3055\stocksharpdata.all.to.4.4.16.wyu":<br /><br />Unable to read data from a transport connection: The software on your host has terminated an established connectionhttps://stocksharp.com/topic/10546/Support for brackets/OCO/OCA2019-03-26T01:06:43Z2019-04-11T14:12:54ZJasonhttps://stocksharp.com/users/104134/info@stocksharp.comIs 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.<br />I'm setting up using Rithmic, so I assume the feature would be system specific.<br />Does S# simply not support this basic feature?https://stocksharp.com/topic/10554/Crypto exchanges2019-03-27T15:16:43Z2019-03-27T15:16:43ZMax Rossihttps://stocksharp.com/users/104159/info@stocksharp.comHello, <br />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.<br /><br />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?https://stocksharp.com/topic/10419/BitMEX invalid argument clOrdID2019-02-10T17:26:17Z2019-03-19T09:55:35Zvsmthttps://stocksharp.com/users/95909/info@stocksharp.comHi, I get an invalid argument error for the BitMEX connector when the MarketQuotingStrategy tries to requote:<br /><div class="code"><strong>Code</strong><div class="innercode"><br />Error "Order 53343094 (0x7BB32E) was not cancelled because System.InvalidOperationException: {""error"":{""message"":""Invalid argument: clOrdID"",""name"":""HTTPError""}}<br /></div></div><br /><br />I've attached the log to this post. StockSharp.Bitmex.dll version 4.4.15.0. Code snippet used to initiate the MarketQuotingStrategy:<br /><div class="code"><strong>Code</strong><div class="innercode"><br />ChildStrategies.ToList().ForEach(s => s.Stop());<br />var strategy = new MarketQuotingStrategy(Sides.Sell, Volume + Math.Abs(Position))<br />{<br /> WaitAllTrades = true,<br />};<br />strategy.WhenNewMyTrade().Do(OnNewOrderTrade).Apply(this);<br />ChildStrategies.Add(strategy);<br /></div></div>https://stocksharp.com/topic/10465/There was an error in the S# Shell operation strategy!2019-02-25T11:15:52Z2019-03-15T11:02:00Zwujianhttps://stocksharp.com/users/102370/info@stocksharp.comWhen 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.<br /><br />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.https://stocksharp.com/topic/10494/Requesting help with Interop.SterlingLib2019-03-07T04:32:23Z2019-03-15T10:59:08ZJameshttps://stocksharp.com/users/104014/info@stocksharp.comI tried the Designer application and also created a new project following the instructions here <a target="_blank" rel="nofollow" href="https://stocksharp.com/away/?u=AQAAAAAAAACxXAhpkCOAGVeUUeYtluvBHtR5Yo76FfGo0d6fBsqYTmPcuCifAKYjL5uWKF-HsBs" title="https://www.youtube.com/watch?v=O8ucIQA829w ">https://www.youtube.com/watch?v=O8ucIQA829w </a>but whenever I try to verify the sterling connection i get the error "Could not load file or assembly 'Interop.SterlingLib' ...<br /><br />In both cases Sterling is running and the Interop.SterlingLib.dll looks to be in the correct place.<br /><br />Any thoughts?https://stocksharp.com/topic/10434/Unable to create Mt4 process2019-02-17T20:20:04Z2019-03-13T20:02:45ZSwissinvestorhttps://stocksharp.com/users/103794/info@stocksharp.comwhat is this?https://stocksharp.com/topic/10487/INFORMATION ABOUT HOW WE USE COOKIES2019-03-05T14:52:43Z2019-03-05T14:52:43ZЮрий Басанговhttps://stocksharp.com/users/7/info@stocksharp.comOur website uses cookies. A cookie is a small file of letters and numbers that we put on your computer if you agree. These cookies allow us to distinguish you from other users of our website, which helps us to provide you with a good experience when you browse our website and allows us to improve our site. The cookies we use are "analytical" cookies. They allow us to recognize and count the number of visitors and to see how visitors move around the site when they are using it. This helps us to improve the way our website works, for example by ensuring that users are finding what they are looking for easily. Read more about the individual cookies we use and how to recognize them by clicking <a href="https://stocksharp.com/forum/10486/INFORMATION-ABOUT-OUR-USE-OF-COOKIES/" title="https://stocksharp.com/forum/10486/INFORMATION-ABOUT-OUR-USE-OF-COOKIES/">here</a>.https://stocksharp.com/topic/10481/Get BID side from DukasCopyHistorySource2019-03-02T13:53:00Z2019-03-02T13:53:00Zjaykop@wp.plhttps://stocksharp.com/users/103974/info@stocksharp.comvar history = new DukasCopyHistorySource(new CsvNativeIdStorage("C:\\test\\asd.csv"), new InMemoryExchangeInfoProvider());<br /><div class="code"><strong>Code</strong><div class="innercode"><br />var security = new Security()<br />{<br /> Id = "EURUSD",<br />};<br /><br />var timeFrame = TimeSpan.FromHours(1);<br /><br />var timeFrameCandleMessages = history.LoadCandles(security, timeFrame, new DateTime(2019, 1, 1), Level1Fields.Yield);<br /></div></div><br /><br />This code only gets me ASK prices. I want to download only BID prices. How I can do this?https://stocksharp.com/topic/10480/Unable to calculate WilderMovingAverage2019-03-02T13:49:20Z2019-03-02T13:49:20Zjaykop@wp.plhttps://stocksharp.com/users/103974/info@stocksharp.comHi,<br /><br />I`m trying to calculate ATR using Wilder Moving Average. Here is my code:<br /><br /><div class="code"><strong>Code</strong><div class="innercode"><br />var atr = new WilderMovingAverage()<br />{<br /> Length = 2,<br />};<br /><br />foreach (var candle in candles.Take(10))<br />{<br /> atr.Process(candle);<br />}<br /><br />var result = atr.GetValue(0);<br /></div></div><br /><br />The result is always 0, no matter what index I will select.https://stocksharp.com/topic/10461/Level II full market depth historic files support?2019-02-23T22:22:44Z2019-02-24T23:13:37ZDanielhttps://stocksharp.com/users/103928/info@stocksharp.comHello. 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?<br /><br />Timestamp, bidprice1, bidvolume1, askprice1, askvolume1 etc.<br /><br />I need the data for Matlab.https://stocksharp.com/topic/10451/Where to Download S.Shell???2019-02-21T20:30:23Z2019-02-22T00:33:29Zkerrekhttps://stocksharp.com/users/103789/info@stocksharp.comI 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?https://stocksharp.com/topic/10431/Immediate limit orders TakeProfitStopLossStrategy2019-02-15T11:56:19Z2019-02-15T18:43:44Zvsmthttps://stocksharp.com/users/95909/info@stocksharp.comHi, I've a strategy which holds positions just for a few minutes and closes them using take profit or stop loss strategy: <a href="https://doc.stocksharp.com/html/T_StockSharp_Algo_Strategies_Protective_TakeProfitStopLossStrategy.htm
" title="https://doc.stocksharp.com/html/T_StockSharp_Algo_Strategies_Protective_TakeProfitStopLossStrategy.htm
">https://doc.stocksharp.c...fitStopLossStrategy.htm
</a><br /><br />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.<br /><br />How can I force the take profit / stop loss strategies to immediately submit limit orders?<br /><br />Thank you<br />https://stocksharp.com/topic/10420/BitMEX Testnet2019-02-10T17:32:32Z2019-02-11T12:06:06Zvsmthttps://stocksharp.com/users/95909/info@stocksharp.comHi, I can connect to BitMEX using production API credentials, but I cannot connect to <a target="_blank" rel="nofollow" href="https://stocksharp.com/away/?u=AQAAAAAAAAD6iNhHulX-9e6hmlUe-3o3gqvMMSDwg6h0F0DR8nRb8A" title="https://testnet.bitmex.com">https://testnet.bitmex.com</a>. Connection using testnet API credentials fails. StockSharp.Bitmex.dll version 4.4.15.0.<br /><br />I suspect that I’ve to change the endpoint somehow? I didn’t find any documentation in <a target="_blank" href="https://github.com/StockSharp/StockSharp/tree/master/Samples/Bitmex/SampleBitmex " title="https://github.com/StockSharp/StockSharp/tree/master/Samples/Bitmex/SampleBitmex ">https://github.com/Stock...les/Bitmex/SampleBitmex </a>and <a href="https://doc.stocksharp.com/html/81f33924-b166-42c1-8ced-f7e9468f86b5.htm
" title="https://doc.stocksharp.com/html/81f33924-b166-42c1-8ced-f7e9468f86b5.htm
">https://doc.stocksharp.c...1-8ced-f7e9468f86b5.htm
</a><br /><br />The connection log is attached.<br /><br />Thanks<br />https://stocksharp.com/topic/10394/CQG Continuum Connection Error2019-02-02T23:43:42Z2019-02-07T19:04:07ZFRANK JARRETThttps://stocksharp.com/users/103731/info@stocksharp.comS#.Data Error: System.InvalidOperationException: Trader is not enabled to use CQG Web API Test. Contact your FCM.<br /><br />AMP Global Clearing isn't quite sure how to help with this S#.Data error I'm getting. Any help or suggestions of how to make the CQG to S#.Data connection? Using default connection address: wss://api.cqg.com:443<br /><br />Thanks for any help!<br />