algorithmic trading. StockSharphttps://stocksharp.com/handlers/atom.ashx?category=tag&id=algorithmic trading&type=forumCopyright @ StockSharp Platform LLC 2010 - 20242024-03-29T12:35:39Zhttps://stocksharp.com/images/logo.pnghttps://stocksharp.com/topic/12403/Principles for trading cryptocurrencies part 32020-09-15T12:49:16Z2020-09-15T12:49:16ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.comToday we’re going to talk about one of the most important financial instruments is an <b><u>order book</u></b>. It is formed by all sell and buy orders on <em><u>crypto exchange</u></em>. <b><em><u>An order book</u></em></b> 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]<br /><br />Sometimes it's crucial [ninja], <em>especially in arbitrage</em>, to have an opportunity to trade with several order books at the same time. This option is fully implemented in <a href="https://stocksharp.com/products/" title="https://stocksharp.com/products/"><b><em><u>S# programs</u></em></b></a>. For instance, the working area of free trading <a href="https://stocksharp.com/products/terminal/" title="https://stocksharp.com/products/terminal/"><b><em><u>terminal S#</u></em></b></a>, <a href="https://stocksharp.com/products/terminal/" title="https://stocksharp.com/products/terminal/"><b><em><u>Terminal</u></em></b></a> allows the trader to configure it so that it would has the very informative picture of the whole trading process. [nerd]<br /><br /><a href='https://stocksharp.com/file/116060/an-order-book_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/116060/an-order-book_png/?size=500x500" alt="an-order-book.png" title="an-order-book.png" /></a><br /><br /><b><u>Every order book gives the full information about the volume offer and its price</u></b>. The number of offers is the <b><em><u>order book depth</u></em></b>. <b>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.</b>[happy][love]<br /><br />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. <em>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.</em><br /><br />What we see on the picture that based on data of the<b><em><u> order book,</u></em></b> 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.<br />https://stocksharp.com/topic/12386/Principles for trading cryptocurrencies part 22020-09-08T12:39:00Z2020-09-08T12:39:00ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.comIn the previous article we’ve analysed the main tools used particularly in trading and crypto trading. We've explained such important element as a <b><u>chart</u></b>. Keep in mind that <b><em><u>charts</u></em></b> can be different, and each trader can use different <b><em><u>charts and time frames</u></em></b>. For example <a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/"><b><em><u>S#.Data (Hydra)</u></em></b></a> program may build charts of various <em>trading elements and time frames</em> 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]<br /><br /><a href='https://stocksharp.com/file/115973/trade-build-charts_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115973/trade-build-charts_png/?size=500x500" alt="trade-build-charts.png" title="trade-build-charts.png" /></a><br /><br />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 <b><em><u>Time Frame</u></em></b>.[happy]<br /><br /><a href='https://stocksharp.com/file/115974/trading-periods-timeframe_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115974/trading-periods-timeframe_png/?size=500x500" alt="trading-periods-timeframe.png" title="trading-periods-timeframe.png" /></a><br /><br /><a href='https://stocksharp.com/file/115975/charts-timeframes_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115975/charts-timeframes_png/?size=500x500" alt="charts-timeframes.png" title="charts-timeframes.png" /></a><br /><br />Let's look at the basic elements of <b><em><u>Japanese candle</u></em></b>. The rectangles on the chart is the body of a <b><u>candle</u></b>. The body of candle is formed based on the values of beginning and the end of the chosen time frame.<br /><br /><a href='https://stocksharp.com/file/115976/charts-candle-body_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115976/charts-candle-body_png/?size=500x500" alt="charts-candle-body.png" title="charts-candle-body.png" /></a><br /><br /><b>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 <a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/">S#.Data (Hydra)</a> program candles adopted green and red colour therefore we can determine the rise or fall of selected exchange tool.</b><br /><br />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]<br /><br />A <b><em><u>Doji</u></em></b> 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 <b><u>spinning top</u></b>. <a href="https://stocksharp.com/products/" title="https://stocksharp.com/products/"><b><em><u>S# programs</u></em></b></a> 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]<br />https://stocksharp.com/topic/12027/Crucial solutions in creating trading robots2020-08-11T13:48:03Z2020-08-11T13:48:03ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.comTraders 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 <em>programmer</em>. A <b>trader</b> 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 <b>trading robot</b>. [nerd]<br /><br /><a href='https://stocksharp.com/file/115588/trading-robot_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115588/trading-robot_jpg/?size=500x500" alt="trading-robot.jpg" title="trading-robot.jpg" /></a><br /><br />No worries here, there’s a solution. For example, our trading software - <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a>. <b><em><u>It has the functions to create trading robots even with 0 knowledge of programming</u></em></b> 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. <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a> can combine and use the blocks (cubic) of code making strategies more flexible by your wish.[happy]<br /><br />Another disadvantage of trading robot is considered the lack of analyzing the current market conditions and trends. For sure, a <b><em>trading robot</em></b> 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 <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a> 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]<br /><br /><b><em><u>Automated trading systems</u></em></b> 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 <b>trading robot </b><br />only a tool and you have to know monitor its work in order to correct some problems showed up. A <b>trader</b> should understand that <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a> 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]<br /><br /><a href='https://stocksharp.com/file/115589/algotrading_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115589/algotrading_jpg/?size=500x500" alt="algotrading.jpg" title="algotrading.jpg" /></a><br />https://stocksharp.com/topic/12017/The benefits of using a trading robot2020-08-04T13:16:01Z2020-08-04T13:16:01ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.comThe use of <b>trading robots</b> 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 <b>trading robots</b>.<br /><br /><a href='https://stocksharp.com/file/115426/algo-trading-robots_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115426/algo-trading-robots_jpg/?size=500x500" alt="algo-trading-robots.jpg" title="algo-trading-robots.jpg" /></a><br /><br />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 <b>trading robot </b>with <a href="https://stocksharp.com/products/api/" title="https://stocksharp.com/products/api/">S#.API</a> program, the user using tested and debugged libraries what makes the whole process of developing a <b>trading robot </b>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. <br /><br />2) A<b> trading robot</b> 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 <b><em><u>API library</u></em></b> 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.<br /><br />3) A <b>trading robot</b> doesn't have any <b>psychological effect</b> 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.<br /><br />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.<br /><br /><a href='https://stocksharp.com/file/115427/stock-market_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115427/stock-market_jpg/?size=500x500" alt="stock-market.jpg" title="stock-market.jpg" /></a><br /><br />5) Ease and simplicity of a program for creating <b>robots</b> - <a href="https://stocksharp.com/products/shell/" title="https://stocksharp.com/products/shell/">S#.Shell</a> and stable libraries <a href="https://stocksharp.com/products/api/" title="https://stocksharp.com/products/api/">S#.API</a> allows you to fill your trading strategy with additional features setting and installing new tools such as <em><u>SMS notifications and remote control of trading systems</u></em>.<br /><br />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.<br />https://stocksharp.com/topic/12010/ Algo trading: What it means for Stock market? Part 22020-07-29T13:57:19Z2020-07-29T13:57:19ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.comIn previous time we’ve reviewed and analysed trading software for <b>algorithmic trading</b>. Let’s continue our analysis of trading systems.<br /><br /><a href='https://stocksharp.com/file/115409/tradingsystems_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115409/tradingsystems_png/?size=500x500" alt="tradingsystems.png" title="tradingsystems.png" /></a><br /><br /><br />- The next system will make <b>volume analysis</b>s of orders by tool and will determine the largest one. This system we call - <b>Front running</b>. A robot makes a decision where the largest order holds the price and force traders to trade in opposite direction.<br /><br />- Another popular trading system is <b>arbitrage algo robot</b>. By trading with this robot the trade continues by the tools where correlation of is almost equal to 1. By tool we meant stocks and futures. Shares of the same issuer in different <b>markets</b> are also used. The robot monitoring price flow of financial instruments and make mirror trades, sells one out and buys another to balance the price. One of such robots is <a href="https://stocksharp.com/robot/18/edward-scissorhands/" title="https://stocksharp.com/robot/18/edward-scissorhands/">"Edward - scissor hands"</a> which is a product of StockSharp company and able to do arbitrage trading and make a profit for traders.<br /><br />- One of the most complex in terms of knowledge and technical base is <b>volatility trading</b>. The original principle based on buying options of different types, taking that a potential growth of volatility of a securities with expectation that the volatility of a certain securities will growth.<br /><br /><a href='https://stocksharp.com/file/115410/trading_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115410/trading_png/?size=500x500" alt="trading.png" title="trading.png" /></a><br /><br /> All represented types of algo trading have a myriad of trading systems. Our company developed such programs as <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a> which allows traders to trade in any direction. The trader have an opportunity to build a robot with help of constructor and sets any parameters for strategy.<br /><br />More about S#.Designer you can find on our <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">website</a>. <br />https://stocksharp.com/topic/11998/Algo trading: What it means for Stock market?2020-07-22T13:29:32Z2020-07-22T13:29:32ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.com<em>Algo Trading's gained a big popularity in both Stock and Derivatives markets. These markets let you implement all features of algotrading.</em><br /><br />It's very common nowadays to use <b>automated trading software</b> and <b>trading advisors</b> by both big corporate and private companies. In both cases the competent use of the capabilities of <b>robots</b> is a vital tool which can reduce the risk that the level of profits forecasted might not be achieved along with all possible losses. The most active <b>market maker</b> is typically a large bank or institution, some of them are HFT divisions of Deutsche Bank, Goldman Sachs, Morgan Stanley and so on.<br /><br /><a href='https://stocksharp.com/file/115195/algotrading_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115195/algotrading_jpg/?size=500x500" alt="algotrading.jpg" title="algotrading.jpg" /></a><br /><br />Let's review some types of <b>algotrading</b> which are widely used in Stock market:<br /><br /><b>- Trading systems which use technical indicators which can help to predict market performance and behaviour.<br /><br />- Trading robots that use a ratio on several tools, which have a relatively large percentage of correlation while it is not equal to 1. Tracking the deviations of these tools, the robot is selling and buying making a profit.<br /><br />- Broadly, a market maker is a trader that provides liquidity to both buy and sell products. Without market makers, there would likely be little liquidity and the system works because of market liquidity. The market maker get benefits and rewards from the trading platforms regardless the profit or loss.</b><br /><br /><a href='https://stocksharp.com/file/115196/marketmaker_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115196/marketmaker_jpg/?size=500x500" alt="marketmaker.jpg" title="marketmaker.jpg" /></a><br /><br />With our programs, such as <a href="https://stocksharp.com/products/shell/" title="https://stocksharp.com/products/shell/">S#.Shell</a> и <a href="https://stocksharp.com/products/api/" title="https://stocksharp.com/products/api/">S#.API</a> you can create any types of trading robot. The software let your ability to create your own graphic interface to work with, and the API library can create a whole trading system. More detailed information you can find on our <a href="https://stocksharp.com/products/" title="https://stocksharp.com/products/">website</a>.<br />https://stocksharp.com/topic/11967/Algo trading software review2020-06-29T10:44:30Z2020-06-29T10:44:30ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.com<b><em>Read this article to find out more about tech companies developing software for algorithmic trading</em></b>.<br />Let's make a quick review. <br /><br />A <b>TSLab company</b> specialized in developing a popular trading software to work with <b>Forex</b> or <b>stockbrokers</b>. The software itself is a builder platform where you can design your own trading robot based on already built one. After a trial period you need to purchase the full version.<br /><a href='https://stocksharp.com/file/114788/tslab-trade_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/114788/tslab-trade_png/?size=500x500" alt="TSLab trade.png" title="TSLab trade.png" /></a><br /><br />Another software for algorithmic trading is <b>WealthLab</b>. It gives you an opportunity to create your trading strategy in C programming language. It has its own library that contains code.<br /><a href='https://stocksharp.com/file/114789/wealthlab-software_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/114789/wealthlab-software_png/?size=500x500" alt="WealthLab software.png" title="WealthLab software.png" /></a><br /><br />If you are more advanced user, there's a trading platform called <b>R Studio</b>. It has multiple language support along with wide range of functionality and allows you to build a highly complex trading model.<br /><a href='https://stocksharp.com/file/114790/r-studio-trade_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/114790/r-studio-trade_jpg/?size=500x500" alt="R-Studio trade.jpg" title="R-Studio trade.jpg" /></a><br /><br />The <b>StockSharp</b> company <u>combines</u> the functionality of all of 3 platforms mentioned above.<br />Our products have great usability and a perfect interaction with each other what makes it a powerful tool for algo trading. Whether you come up with your <b><u>own trading algorithm</u></b> in C language and further integrate it in the <b>Designer terminal</b> in the form of a cube or simply write a code using our powerful <b>library API</b>, it's free to use and always will be. <b><u>Data collection and transferring</u></b> for analysis and testing can be implemented with one of our software programs called <b>Hydra</b>. It's also <b>free</b>, easy to both set up and use. Personal blend of trading tools, a large listing of brokers and a variety of different trading platforms along with features that let you directly connect to exchanges makes our products truly unique and innovative. For a full and more detailed list of products you can find on our <a href="https://stocksharp.com/products/" title="https://stocksharp.com/products/">website</a>.<br /><br /><a href='https://stocksharp.com/file/114791/stocksharp-trading-software_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/114791/stocksharp-trading-software_png/?size=500x500" alt="StockSharp trading software.png" title="StockSharp trading software.png" /></a><br /><br /><br /><br />https://stocksharp.com/topic/11964/Cryptocurrency Market Volatility: How to Be Ready2020-06-26T13:30:20Z2020-06-26T13:36:02ZAleksandrahttps://stocksharp.com/users/128203/info@stocksharp.com<h2>How the Cryptocurrency Market Changes</h2><br />As cryptocurrency market is gaining its weight becoming greater, it becomes more sensitive for information influence. We may say that any external statement can crash the market by collapsing all main trading tools.<br /><br /><a href='https://stocksharp.com/file/114782/stock_chart_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/114782/stock_chart_jpg/?size=500x500" alt="stock_chart.jpg" title="stock_chart.jpg" /></a><br /><br />For example, some news about possibly sudden drop comes from information channel. Now the trader’s goal is transfering his assets to more reliable currency. Trader who notices the reduction too late can lose a major part of his capital. <br /><br />That’s why <b>algorithmic trading systems</b> are essential for such cases. Each trader tries to develop these systems for his own aims in order to create the most credible mechanism that reduces any possible loss.<br /><br />Our company developed <b><em><a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/">S#.Designer</a></em></b> for these purposes. Using this software trader can create its own trading system simply and quickly. It would satisfy all his requirements and allow him to track and immediately react to all trend changes. Taking timely actions trader would get more chances to <b>keep and maintain his profit</b>.<br /><br />Such trading system also can track the trend’s upgrowth – it allows to increase trader’s profits. For example, stable asset’s growth gives the trader 10% of profit, but if he could bide his time and weigh his decision, his profit would grow up more and more. Trading system will make a sale automatically when trend expands, getting maximal profit. <br /><br />Cryptocurrency trading is not an easy area but so interesting! Tokens’ rises and falls open unlimited investing possibilities. It can happen so your coin was bought for a couple of cents once would <b>become close to the bitcoin</b>.<br /><br /><a href='https://stocksharp.com/file/114783/stock_chart1_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/114783/stock_chart1_png/?size=500x500" alt="stock_chart1.png" title="stock_chart1.png" /></a><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/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/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>.https://stocksharp.com/topic/11063/FAQ on FIX Protocol. FIX message transmission system2019-10-07T15:40:35Z2019-10-07T15:41:34ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comFIX Protocol is a <b>mechanism of trade data exchange</b>. The system itself consists of two data streams: incoming and outgoing, presented in the form of messages (administrative and user).<br /><br /><a href='https://stocksharp.com/file/109773/fix_connector_trading_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109773/fix_connector_trading_jpg/?size=500x500" alt="fix_connector_trading.jpg" title="fix_connector_trading.jpg" /></a><br /><br />The process of interaction between the <b>dealer and the end broker</b> is carried out in the extranet, in which the two information systems exchange <b>FIX messages</b> [nerd]. According to the FIX Protocol, messages are processed, followed by their transfer to the order management system, from which they become available to the broker.<br />Scheme of interaction of two information systems by means of FIX<br /><br /><a href='https://stocksharp.com/file/109775/fix_protocol_exchange_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109775/fix_protocol_exchange_jpg/?size=500x500" alt="fix_protocol_exchange.jpg" title="fix_protocol_exchange.jpg" /></a><br /><br />The trader connects to the exchange via the <b>Internet</b>. To create a connection , the trader and the exchange exchange information about IP addresses and ports through which data is exchanged, as well as add exceptions to the firewall. <br />The FIX message itself contains the name of the party receiving the message and the party transmitting it, so there is no possible substitution or tracking of messages. <br />To guarantee the confidentiality of the transmitted information, use <b>SSL / TSL encryption</b>.<br /><br /><a href='https://stocksharp.com/file/109772/trading_fix_exchange_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109772/trading_fix_exchange_jpg/?size=500x500" alt="trading_fix_exchange.jpg" title="trading_fix_exchange.jpg" /></a><br /><br />This type of encryption allows you to use the <b>simplest way to decrypt </b>the Laugh data that comes on the <b>FIX Protocol</b> and sent it<br /><br /><a href='https://stocksharp.com/file/109774/connector_exchange_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109774/connector_exchange_jpg/?size=500x500" alt="connector_exchange.jpg" title="connector_exchange.jpg" /></a><br /><br />Using this method of data transmission, not only <b>speeds up the work </b>and <b>increases the amount of data transmitted</b> [laugh], but <b>guarantees the safety</b> of work. Our <a href="https://stocksharp.com/" title="https://stocksharp.com/"><b>company</b></a> offers connectors for high-frequency trading, which provide both of these parameters, allowing trouble-free operation in the market. Detailed description and cost of connectors is presented on our <b><a href="https://stocksharp.com/products/pricing/" title="https://stocksharp.com/products/pricing/">page</a></b>.https://stocksharp.com/topic/11042/FAQ on FIX Protocol. Scope of FIX Protocol.2019-09-28T19:15:24Z2019-09-28T19:15:24ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comFIX Protocol has found great application among traders, let's look at why.<br /><b>Financial Information Exchange</b>, it stands as an abbreviation <b>FIX.</b><br /><br /><a href='https://stocksharp.com/file/109716/fix_protocol_exchange_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109716/fix_protocol_exchange_jpg/?size=500x500" alt="fix_protocol_exchange.jpg" title="fix_protocol_exchange.jpg" /></a><br /><br />That translates to sharing financial information. <br />It is designed for financial markets, for the purpose of <b>high-speed transmission of a huge amount of data</b>. Today it is used by most of the participants of the financial market, establishing communication between information systems, is the standard of interaction in the financial market.[nerd]<br /><br /><a href='https://stocksharp.com/file/109715/fix_connector_trading_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109715/fix_connector_trading_jpg/?size=500x500" alt="fix_connector_trading.jpg" title="fix_connector_trading.jpg" /></a><br /><br /><b>FIX API or FIX Protocol </b>has a number of indisputable advantages:<br /><br />- the simplicity of the Protocol architecture allows a high frequency and a small time interval to transfer a large amount of data;<br />- since the FIX Protocol is one, the connection between the participants on it does not require a large amount of time;<br />- the Protocol provides a trader with its own trading system to be anonymous to those who are available operations;<br />- the Protocol has a large number of specialized tools, in particular-a standardized language in which market participants communicate.<br />- if you have FIX API, you can use limit orders FOK and IOC. To avoid slippage, the deal is either opened at your price, or simply does not open, the price does not slide.<br /><br />FIX API allows you to design your trading systems, such as the <b>"black box" of algorithmic trading</b>, they are able to receive a huge amount of information from a huge number of different resources, making decisions based on the received information[laugh]. All this allows the process of obtaining and analyzing information, as well as placing orders on the market via FIX API to take milliseconds.<br /><u><b><a href="https://stocksharp.com/" title="https://stocksharp.com/">StockSharp</a></b></u> company has long been providing the opportunity to purchase FIX connector at a <b>favorable offer</b>, providing flexibility when buying a package of connectors. More information about offers and discounts can be found on our <b><u><a href="https://stocksharp.com/products/pricing/" title="https://stocksharp.com/products/pricing/">page</a></u></b>.https://stocksharp.com/topic/11019/FAQ on FIX Protocol. History of creation2019-09-19T20:41:41Z2019-09-19T20:41:41ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comThe creation of the FIX Protocol, in <b>1992 </b>, revolutionized the world of stock trading. The purpose of its creation was to make <b> a convenient high-speed method of transmitting and receiving exchange information</b> of large volume, between trading participants, as a replacement for trading via the phone, prevailing at the time.<br />To date, the FIX Protocol is supported by most of the largest exchanges in the world.<br /><br /><a href='https://stocksharp.com/file/109694/fix_connector_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109694/fix_connector_png/?size=500x500" alt="FIX_connector.png" title="FIX_connector.png" /></a><br /><br />Since the creation of the FIX Protocol, a lot of time has passed, and during this period the information trading network is constantly improved, along with it and improved the Protocol itself.[nerd]<br /><br />Throughout this time, new functionality was added to the FIX Protocol, support for new tool classes appeared.<br /><br />Now the most widely used Protocol is <b> FIX 4.4</b>, but the latest version of the Protocol is <b> FIX 5.0.</b> the Protocol itself exists in two syntaxes, XML (second name FIXML) and key - value. It should be said that the Protocol is divided into 3 levels - transport, session, application.<br /><br /><a href='https://stocksharp.com/file/109691/fix_protocol_jpg/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109691/fix_protocol_jpg/?size=500x500" alt="fix_protocol.jpg" title="fix_protocol.jpg" /></a><br /><br />The company <b><a href="https://stocksharp.com" title="https://stocksharp.com">StockSharp</a></b> for a long time provides the opportunity to purchase access via the FIX Protocol to famous trading platforms, providing a complete list of <b>connectors for trading.</b> Buying connectors through our company, you can be sure of <b>full reliability and stability of access </b>, as well as the possibility of technical support.<br /><br />You can learn more about connection methods on our <u><a href="https://stocksharp.com/products/pricing/" title="https://stocksharp.com/products/pricing/"><b>page</b></a></u>.<br /><br />https://stocksharp.com/topic/5215/Ecng DLLs2016-01-27T20:03:41Z2016-01-27T20:03:41Zdalebruhttps://stocksharp.com/users/95163/info@stocksharp.comI'm not familiar with Ecng and I see they are heavily referenced. (Ecng.Collections, Ecng.Serialization, etc.)<br />Who owns them?<br />Are they open source?<br />Is the source code posted somewhere?<br /><br />Thank you.https://stocksharp.com/topic/4942/StockSharp2015-03-25T18:25:40Z2015-03-25T18:25:40Zangushttps://stocksharp.com/users/73130/info@stocksharp.comI am a fairly adequate programmer but unable to get StockSharp to build:<br /><br />For instance I try to build project Xaml I get:<br /><br /><br />Error 120 'Could not load file or assembly 'ActiproSoftware.Editors.Wpf, Version=11.2.555.0, Culture=neutral, PublicKeyToken=36ff2196ab5654b9' or one of its dependencies. Operation is not supported. (Exception from HRESULT: 0x80131515)' C\StockSharp-master\Xaml\LC Xaml<br /><br />The assembly is there and its identical to the one which gets downloaded when I install the exe so its not environmental.<br /><br /><br />Angus<br /><br /><br /><br />https://stocksharp.com/topic/4846/How to change DisplayName of a StatisticParameterGrid?2014-12-20T11:12:28Z2014-12-20T11:12:28Zsunrisinghttps://stocksharp.com/users/50864/info@stocksharp.comHi everybody,<br /><br />I wonder if someone has ever changed a DisplayName inside a StatisticParameterGrid.<br />Actually I'm trying to show the StatisticsParameter on the user interface in English.<br />The problem is that the items are Russian only and that particular property (<<em>IStatisticsParameter</em>> DisplayName) has no setter so i cannot overwrite them 'on the fly'.<br /><br />This is what i was trying to do (TicksParameterGrid is the name of my StatisticParameterGrid):<br /><div class="code"><strong>Code</strong><div class="innercode">TicksParameterGrid.Parameters[0].DisplayName = "newName";</div></div><br /><br />Can anyone help me? thanks!https://stocksharp.com/topic/4804/HistoryEmulationConnector -> Ignoring consecutive orders2014-11-08T14:32:29Z2014-11-08T14:32:29Zsunrisinghttps://stocksharp.com/users/50864/info@stocksharp.comHey Guys,<br /><br />I'm testing out a simple strategy basically based on moving averages interconnection.<br /><br />History Emulation Connector is used to simulate connection with Quik.<br /><br />The main problem at the moments:<br /> - Once I shoot 2 consecutive orders with almost no delay between them, the system registers both of them, but the HistoryEmulationConnector fires "NewMyTrades" event only for the second order, completely ignoring the first one (orders #4 and #5 in the attached log). <br /><br />Please find attached log generated by Stock# LogManager.<br /><br />Thank you very much for your help in advance.<br /><br />Best Regards. <br /> <br /><br />https://stocksharp.com/topic/4504/Stock # Data - English users2014-05-07T21:27:56Z2014-05-07T21:27:56Zsunrisinghttps://stocksharp.com/users/50864/info@stocksharp.comDear all,<br /><br />Please might you suggets us if Hydra is available with English interface?<br /><br />If not, how can we make it by ourself? Is there a xaml we might modify or we necessarily need source code?<br /><br />Thank you very much for your help.<br /><br />Best,<br />A&A <br />