trading. StockSharphttps://stocksharp.com/handlers/atom.ashx?category=tag&id=trading&type=forumCopyright @ StockSharp Platform LLC 2010 - 20242024-03-28T10:45:16Zhttps://stocksharp.com/images/logo.pnghttps://stocksharp.com/topic/10707/S#.Designer syllabus.2019-05-16T23:12:23Z2023-04-17T20:24:31ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comAll video-lessons are available via the links below.<br />All samples for lessons can be installed via S#.Installer.<br />For Basic course you need the packet: <a href="https://stocksharp.com/store/lessons-designer-basic/" title="Edu Designer Basic">Edu Designer Basic</a><br />For Advanced course you need the packet: <a href="https://stocksharp.com/store/lessons-designer-advanced/" title="Edu Designer Advanced">Edu Designer Advanced</a><br /><h3><div align="center">Basic course.</div></h3><br /><br /><b><a href="https://stocksharp.com/forum/15269/sdesigner-basics-/" title="https://stocksharp.com/forum/15269/sdesigner-basics-/">1. S#.Designer basics </a></b><br />The lesson covers:<br />- Installing the program<br />- Configuring the interface of the program windows<br />- Examines the main sections of the Program menu<br />- Examines the sections of the strategy tree<br />- Shows how to download instruments and market data for the first time<br />- Shows how to start testing a strategy on the built-in SMA strategy.<br /><br />(The new version of the designer, like all programs, is installed through the Installer program.<br />The fifth version of the designer lacks the ability to select the themes of the designer, which was present in the fourth version) <br /><br /><b><a href="https://stocksharp.com/forum/15270/2-visual-editor-and-strategy-designer-blocks---1/" title="https://stocksharp.com/forum/15270/2-visual-editor-and-strategy-designer-blocks---1/">2. Visual editor and strategy designer blocks - 1.</a></b><br /><br />The lesson covers:<br />- General description of strategy cubes<br />- Examines the sections of the strategy cubes menu<br />- Examines the cube chart panel<br />- Examines the construction of candlestick charts<br />- Examines the construction of charts of the SMA and Bollinger indicator in the same window and in different windows<br /><br />(In the fifth version of the program, the location of some cubes in the menu has changed.<br />In the fifth version, the mathematics section is replaced by a formula cube.) <br /><br /><b><a href="https://stocksharp.com/forum/15271/3-visual-editor-and-strategy-designer-blocks---2/" title="https://stocksharp.com/forum/15271/3-visual-editor-and-strategy-designer-blocks---2/">3. Visual editor and strategy designer blocks - 2.</a></b><br /><br />The lesson covers:<br />- Description of the cube Variable and examines examples of the use of the cube<br />- Examines the Logic cube and an example of its application<br />- Examines the Previous value cube and an example of its application<br />- Examines the Mathematics section and the use of cubes that are included in it<br />- Examines the Converters section (cubes "Indexer" and "Converter") and an example of sharing the cubes of the section<br />- Considers the cube "Opening a position"<br />- Considers the cube "Position" and the scheme in which it is applied<br />- Considers the cube "Comparison" and an example of its application<br />- Considered building a simple strategy:<br /><em>If the closing price of the previous candle is less than the closing price of the current one, then we buy, if not, we sell.</em><br />- Considers the "Comparison" cube and an example of its application<br /><br />(In the fifth version, the mathematics section is replaced by one formula cube. In the fifth version of the program, the "Position opening" cube is replaced with "Position registration") <br /><br /><b><a href="https://stocksharp.com/forum/15273/4-work-with-the-strategy-scheme/" title="https://stocksharp.com/forum/15273/4-work-with-the-strategy-scheme/">4. Work with the strategy scheme.</a></b><br /><br />The lesson covers:<br />- Debugger tools<br />- Working with breakpoints is considered on the example of a circuit<br />- On an example, the possibility of imposing additional conditions on triggering a breakpoints is considered<br /><br /><b><a href="https://stocksharp.com/forum/15274/5-visual-editor-and-strategy-designer-blocks---3/" title="https://stocksharp.com/forum/15274/5-visual-editor-and-strategy-designer-blocks---3/">5. Visual editor and strategy designer blocks - 3.</a></b><br /><br />The lesson covers:<br />- Considers the cube "Position protection"<br />- A strategy is built using the "Position protection" cube:<br /><em>If the difference between the closing price and the opening price of the candle is greater than 1, then we buy.<br />We sell position protection through the cube, provided that:<br />Take Profit - the price increases by 2%<br />Stop Loss - the price decreases by 3%</em><br />- An example of constructing the conditions for triggering transactions has been analyzed, in which Buy and Sell transactions go sequentially one after the other (the simplest flag)<br />- A scheme has been built for obtaining the absolute value of a position and doubling its value<br />- Using the example of the scheme from lesson three and the scheme for obtaining the absolute value of the position, the following scheme is obtained:<br /><em>If the closing price of the previous candle is less than the closing price of the current one, then we buy, if, on the contrary, we sell.<br />If the position is not equal to zero, then the trade is carried out with a double volume </em><br /><br /><b><a href="https://stocksharp.com/forum/15275/6-visual-editor-and-strategy-designer-blocks---4/" title="https://stocksharp.com/forum/15275/6-visual-editor-and-strategy-designer-blocks---4/">6. Visual editor and strategy designer blocks - 4.</a><br /></b><br />The lesson covers:<br />- Examines the cubes of the "Mathematics" section - formulas, including examples of their use<br />- Considered the construction of the scheme:<br /><em>If the closing price of the previous candle is greater than the value of the SMA indicator for 20 periods plus 3 standard deviations for 20 periods, then we sell by candle open price.<br />If the closing price of the previous candle is less than the value of the SMA indicator for 20 periods minus 3 standard deviations for 20 periods, then we make a buy at the opening price of the candle.<br /></em><br />(In the fifth version of the program there is no section "Mathematics", all the cubes of this section used in earlier versions of the program are replaced by one cube formula.<br />In the fifth version of the program, the cube "Position opening" is replaced by the cube "Order registration".) <br /><br /><b><a href="https://stocksharp.com/forum/15276/7-more-strategies/" title="https://stocksharp.com/forum/15276/7-more-strategies/">7. More strategies.</a></b><br /><br />The lesson covers:<br />- The construction of a diagram based on the Bollinger indicator is considered:<br /><em>If the candlestick crosses the upper curve of the Bollinger indicator, then we buy.<br />If the candlestick crosses the lower curve of the Bollinger indicator then we sell.</em><br /><br />- Considered the construction of the scheme based on the MACD indicator:<br /><em>If the MACD curve changes its sign from minus to plus, then buy.<br />If the MACD curve changes its sign from plus to minus, then we sell.</em><br /><br />- Considered a visual comparison of the results of two strategies<br />- Considered exporting test results to a file for subsequent analysis <br /><br /><b><a href="https://stocksharp.com/forum/15277/8-visual-editor-and-strategy-designer-blocks---5/" title="https://stocksharp.com/forum/15277/8-visual-editor-and-strategy-designer-blocks---5/">8. Visual editor and strategy designer blocks - 5.</a></b><br /><br />The lesson covers:<br />- The construction of a scheme using candles of different TFs is considered:<br /><em>First branch: The strategy will buy if the closing price of a five-minute candle is greater than the maximum of 20 previous days.<br />The strategy will sell if the closing price of the 5 minute candle is less than the previous 10 day low.<br /><br />The second branch: The strategy will sell if the closing price of the five-minute candle is less than the minimum of the previous 20 days.<br />The strategy will buy if the closing price of the five-minute candle is greater than the high of the previous 10 days.</em><br /><br />(In the fifth version of the designer, the appearance of the flag cube was changed. Also, in the fifth version of the designer, the strategy was changed in terms of the appearance of 2 sell cubes and 2 buy cubes, due to a different principle of receiving a signal to the trigger.) <br /><br /><b><a href="https://stocksharp.com/forum/15278/9-time-cubes/" title="https://stocksharp.com/forum/15278/9-time-cubes/">9. Time Cubes.</a></b><br /><br />The lesson covers:<br />- Considered the "Working time" cube<br />- Considered the "Variable" cube with the "Strategy" value<br />- Considered the "Converter" cube with the function of getting time<br />- Considered the strategy of working with the "Working time" cube with the condition:<br /><em>Strategy buys a minute before the end working time.</em><br />- Considered an example of working with the "Working hours" cube: <br /><em>The strategy buys at 18.00.</em><br />- Considered a 7th lesson strategy with additional conditions: <br /><em>The strategy closes a position 5 minutes before the end of working hours.</em><br /><br />(In the fifth version of the designer, for correct work with the formula that calculates the time and the cube "Working time", after importing the strategies, it is recommended to recreate them) <br /><br /><b><a href="https://stocksharp.com/forum/15279/10-working-with-market-data-sdata-(hydra)/" title="https://stocksharp.com/forum/15279/10-working-with-market-data-sdata-(hydra)/">10. Working with market data. S#.Data (Hydra)</a></b><br /><br />The lesson covers:<br />- Considered examples of choosing a market data store<br />- Considered an example of working with the S#.Data (Hydra) program<br />- Considered a server mode of working with S#.Data (Hydra) program<br />- Considered an example of using a market data transmitted through a server mode<br /><br />(In the fifth server-mode version does not contain WCF mode.) <br /><br /><b><a href="https://stocksharp.com/forum/15280/11-backtest-and-optimization/" title="https://stocksharp.com/forum/15280/11-backtest-and-optimization/">11. Backtest and optimization.</a></b><br /><br />The lesson covers:<br />- Considered the basics of strategy optimization<br />- Considered strategy optimization based on changing the indicator parameter used in the strategy<br />- Considered the principle of portfolio optimization of a strategy on various instruments <br /><br /><b><a href="https://stocksharp.com/forum/15281/12-live-trading/" title="https://stocksharp.com/forum/15281/12-live-trading/">12. Live trading.</a></b><br /><br />The lesson covers:<br />-Example of setting up a strategy for connecting to Live mode <br /><br /><h3><div align="center">Advanced course.</div></h3><br /><br /><b><a href="https://stocksharp.com/forum/15310/13-composite-cubes/" title="https://stocksharp.com/forum/15310/13-composite-cubes/">13. Composite Cubes.</a></b><br /><br />The lesson covers:<br />- Considered the "Union" cube<br />- Considered the principle of working with a compound cube using the example of creating a cube for closing a position<br />- Considered an example of introducing a compound cube "Closing a position" into an existing strategy from lesson 9 <br /><br /><b><a href="https://stocksharp.com/forum/15311/14-creating-candles-from-ticks/" title="https://stocksharp.com/forum/15311/14-creating-candles-from-ticks/">14. Creating candles from ticks.</a></b><br /><br />The lesson covers:<br />- Considered how to download ticks in the program<br />- Considered how to build candles from the "Depth of Market"<br />- Considered the modes "Build", "Downloads", "Load and build" candles<br />- Considered an example of building volume candles<br />- Considered an example of plotting a Range of candles<br />- Considered construction of candles from Ticks<br />- Considered the construction of candles from candles of a smaller TF<br />- Considered the use of candles built in the S#.Data (Hydra)<br />- Considered building a volume profile <br /><br /><b><a href="https://stocksharp.com/forum/15312/15-building-the-flag-component-cube/" title="https://stocksharp.com/forum/15312/15-building-the-flag-component-cube/">15. Building the Flag component cube</a></b><br /><br /><b><a href="https://stocksharp.com/forum/15313/16-strategy-based-on-finding-the-price-of-the-maximum-volume/" title="https://stocksharp.com/forum/15313/16-strategy-based-on-finding-the-price-of-the-maximum-volume/">16. Strategy based on finding the price of the maximum volume.</a></b><br /><br />The lesson covers:<br />- Considered the function of the "Converter" cube. Maximum volume<br />- A strategy has been built in which candlestick data is built from ticks, with the following conditions: <br /><em>The strategy buys if the closing price is higher than the opening price of the candle.<br />The strategy sells at the sixth candlestick.</em><br /><br />(In the fifth version, the Flag cube was changed, as well as the condition for raising the flag. In the fifth version, the formula block cubes were replaced with the formula cube.)<br /><br /><b><a href="https://stocksharp.com/forum/15314/17-indices-and-multiple-security-strategies---1/" title="https://stocksharp.com/forum/15314/17-indices-and-multiple-security-strategies---1/">17. Indices and multiple security strategies - 1.</a></b><br /><br />The lesson covers:<br />- Considered working with stock indices<br />- Considered working with futures on the example of a strategy with conditions:<br /><em>If the index calculated by the SBER @ TQBR / SRM9 @ FORTS formula is less than the average value for 10 periods, then Sberbank shares are sold.<br />If the index calculated by the SBER @ TQBR / SRM9 @ FORTS formula is greater than the average value for 10 periods, then we buy Sberbank shares.</em><br />- The function of constructing a continuous futures is considered<br />- A strategy with a continuous futures is built with the condition:<br /><em>If the current value of the SBER @ TQBR / SBER_СF @ FORTS index is 0.005 units above the average, sell the instrument Sberbank Shares and buy the instrument of Sberbank shares.<br />If the current value of the SBER @ TQBR / SBER_СF @ FORTS index is 0.005 units lower than the average, buy the Sberbank Shares instrument and sell the Sberbank shares instrument.</em><br />- Based on the strategy, an example of building a scheme with cancellation of an order is considered <br /><br /><b><a href="https://stocksharp.com/forum/15315/18-indices-and-multiple-security-strategies---2/" title="https://stocksharp.com/forum/15315/18-indices-and-multiple-security-strategies---2/">18. Indices and multiple security strategies - 2.</a></b><br /><br />The lesson covers:<br />- Considered a pair trading strategy based on the previous strategy.<br /><em>If the index calculated by the SBER @ TQBR / GAZP @ TQBR formula grows, then we buy a cheaper asset and sell a more expensive one.<br />If the index calculated using the SBER @ TQBR / GAZP @ TQBR formula decreases, then we buy a more expensive asset and sell a cheaper one.</em><br />- Considered the round operator - to get an integer value<br /><br /><b><a href="https://stocksharp.com/forum/15316/19-indices-and-multiple-security-strategies---3/" title="https://stocksharp.com/forum/15316/19-indices-and-multiple-security-strategies---3/">19. Indices and multiple security strategies - 3.</a></b><br /><br />Lesson highlights:<br />- Considered a pyramiding strategy based on the previous strategy from the previous lesson. <br /><br /><b><a href="https://stocksharp.com/forum/15317/20-working-with-the-editor-of-the-program-code-1/" title="https://stocksharp.com/forum/15317/20-working-with-the-editor-of-the-program-code-1/">20. Working with the editor of the program code-1.</a></b><br /><br />The lesson covers:<br />- Considered the "Source Code" cube<br />- Considered the principle of creating a cube with a code<br />- Considered the principle of creating your own unique cube with a code<br /><br />(Today the StockSharp website does not have a direct link to Github, so you need to go to it not through the website)<br /><br /><b><a href="https://stocksharp.com/forum/15318/21-work-with-the-program-code-editor---2/" title="https://stocksharp.com/forum/15318/21-work-with-the-program-code-editor---2/">21. Work with the program code editor - 2.</a></b><br /><br />The lesson covers:<br />- Considered the creation of cubes on C# in Visual Studio<br />- Considered the DLL cube<br />- Considered the principle of working with S#.API libraries in Visual Studio <br /><br /><b><a href="https://stocksharp.com/forum/15319/22-export-and-import-of-strategies-in-the-program/" title="https://stocksharp.com/forum/15319/22-export-and-import-of-strategies-in-the-program/">22. Export and import of strategies in the program.</a></b><br /><br /><a href="https://stocksharp.com/edu/" title="https://stocksharp.com/edu/"><span style="font-size:140%">You can buy any course right now from our site</span></a>https://stocksharp.com/topic/12489/Principles for trading cryptocurrencies part 42020-09-22T13:21:42Z2020-09-22T13:21:42ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.comIn today’s article we will review the significant part of trading analysis – <b>trading volume</b>.[happy]<br /><br />Let’s explain what trading volume is – <b><em>the whole amount of cryptocurrency units which trade on crypto exchanges that are traded on base of executed orders within considered period</em></b>. Obtaining this volume is important that’s why there’re many charts of trading volume. For example <b><u>the program software for downloading market data</u></b> <a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/"><b><em><u>S#.Data(Hydra)</u></em></b></a> easily can build trading charts and trading volume charts, giving the trader to see and compare them in one work space flow. Definitely it will give you a wide picture for further analysis. [wink]<br /><br />For the analysis itself it’s crucial to know the volume indicator that occurs by reaching some fixed price level. Given information is a signal to start a trade or the opposite – to wait. <b><u>Volume chart can be vertical or horizontal, however the first one is more used by traders, </u></b>[nerd]<br />By building the graphs based on download market data in <a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/"><b><u><em>Hydra</em></u></b></a> it has the same time period as for <b><em>candlestick chart and displays in the form of bars</em></b>.<br /><br /><a href='https://stocksharp.com/file/116286/download-market-data_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/116286/download-market-data_png/?size=500x500" alt="download-market-data.png" title="download-market-data.png" /></a><br /><br /><a href='https://stocksharp.com/file/116287/tradnig-volume_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/116287/tradnig-volume_png/?size=500x500" alt="tradnig-volume.png" title="tradnig-volume.png" /></a><br /><br /><br />In short words, if a trader builds a graph by trading volumes over the past 30 minutes then the bar value will indicate the whole cumulative volume of 30 minutes.[ninja]<br />By fact, one of the options using charts is to find the end of correction movement in a trend. <b><em>Thus, if the volume increased dramatically by the price which the direction is opposite to the trend therefore it might indicate the end of the trade itself.</em></b> This moment might be benefits for trade in the direction of a trend and often used for trading robots, particularly in <b><u>a constructor of trading robots</u></b> - <a href="https://stocksharp.com/products/designer/" title="https://stocksharp.com/products/designer/"><b><u><u>S#.Designer</u></u></b></a>. [love]<br />Also, you should keep in mind that a big trading volume of cryptocurrency not always indicates for beneficial price movement the cause of might be set aggressive orders.<br />In any case, if a trader gets an opportunity to use such financial instruments for analysis it will lead to reducing risk and gaining profits! <br />https://stocksharp.com/topic/12378/Principles for trading cryptocurrencies2020-09-01T13:33:56Z2020-09-01T13:33:56ZILYAhttps://stocksharp.com/users/127794/info@stocksharp.com<b><em><u>Speculative trading</u></em></b> is widely spread type of trading on most well-known exchanges nowadays. Without any doubts the crypto exchange is not an exception. Buying cheap and then selling it for a higher price is the basic principle of classic trading.[wink]<br /><br />From now onwards it should be said that for a trader who trades foreign exchange or securities market the move to the sphere of crypto trading going to be enough clear and simple to understand. [happy]<br /><em><u>Besides it, we need to mention that the crypto trading becoming a very popular among beginners.</u></em> <b><em><u>This is due to ease access and loads of trading platforms along with name of tokens (cryptocurrencies).<br /></u></em></b><br /><br />Let's review the crucial tools for traders for a quick introduction of the base principles of crypto exchanges.[nerd]<br /><br /><b><em><u>- Graphs<br />- An order to buy or sell<br />- History of executed orders, trading volume (market data)</u></em></b><br /><br />Let's look at these components one by one. [nerd]<br /><br /><b><em><u>Our first financial tool is a graph or chart. </u></em></b>Most of the best trading software programs give the building graphs a high priority. <u>So, for example, all <a href="https://stocksharp.com/products/" title="https://stocksharp.com/products/"><b><em>software</em></b></a> from <a href="https://stocksharp.com/products/" title="https://stocksharp.com/products/"><b><em>S#</em></b></a> have function to build graphs to capture the whole information of a current trade. Moreover, our free trading terminal <a href="https://stocksharp.com/products/terminal/" title="https://stocksharp.com/products/terminal/">S#.Terminal</a> make it possible to trade right from the graph. </u>[love]<br /><br /><a href='https://stocksharp.com/file/115885/cryptocurrency-trading_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/115885/cryptocurrency-trading_png/?size=500x500" alt="cryptocurrency-trading.png" title="cryptocurrency-trading.png" /></a><br /><br /><em><u>So what do we mean by repeatedly saying the word graph?</u></em><br /><br /><b>The chart(graph) - is a history of quotations of a crypto pair, the ratio of the rate of one crypto pair to another including the ratio of fiat money (dollar, euro, and others).</b><br />The most popular chart is <b><u>Japanese candlesticks</u></b>, they provide maximum needed information and provide the ratio spread (the difference between the best sell (ask) and the bid (buy) that are relevant now on, the smaller the spread, the greater the liquidity of the given security)[ninja]<br /><br />A <b><u>Japanese candlestick</u></b> is a type of price chart that's main because of its very informative and the view of price movement for the chosen period of time. It makes it simple to do technical analyse of trading strategies, adjust, and correct the trading robots were built by it. More detailed explanations about candles we will tell in new article.[wink]<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/10917/How to plot the indicator in the program Hydra.2019-08-08T13:13:48Z2019-08-08T13:13:48ZMarathttps://stocksharp.com/users/101940/info@stocksharp.comTo simplify the work with indicators, you can build and save them in <a href="https://stocksharp.com/products/hydra/" title="https://stocksharp.com/products/hydra/">Hydra</a>. <br />Let's consider the order of construction of the chart of the indicator of exchange trade on the example of the indicator SMA (simple moving average):<br />1. Run the Hydra program.<br />2. Select the stock data source. (1.1)<br /><br /><a href='https://stocksharp.com/file/109486/1_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109486/1_png/?size=500x500" alt="1.png" title="1.png" /></a><br /><br />3. Right-click, and in the drop-down list select View Downloaded (1.2)<br /><br /><a href='https://stocksharp.com/file/109489/2_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109489/2_png/?size=500x500" alt="2.png" title="2.png" /></a><br /><br />4. Select the “chart” icon and plot the history of stock quotes (1.3) (1.4)<br /><br /><a href='https://stocksharp.com/file/109493/3_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109493/3_png/?size=500x500" alt="3.png" title="3.png" /></a> <a href='https://stocksharp.com/file/109487/4_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109487/4_png/?size=500x500" alt="4.png" title="4.png" /></a><br /><br />5. Right-click in the chart area and select the Indicator item. (1.5)<br /><br /><a href='https://stocksharp.com/file/109490/5_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109490/5_png/?size=500x500" alt="5.png" title="5.png" /></a><br /><br />6. From the drop-down list, select the indicator of stock quotes we need, in our case SMA, and click OK. (1.6)<br /><br /><a href='https://stocksharp.com/file/109495/6_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109495/6_png/?size=500x500" alt="6.png" title="6.png" /></a><br /><br />7. On the market data chart, the stock quotes indicator curve will be displayed. (1.7)<br /><br /><a href='https://stocksharp.com/file/109488/7_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109488/7_png/?size=500x500" alt="7.png" title="7.png" /></a><br /><br />8. To plot the SMA indicator chart separately, we need to click the “+” button in the upper part of the stock quotes history chart area, and in the field that opens below click the right mouse button. Select the Indicator item, select the required indicator in the list and click OK. (1.8) (1.9)<br /><br /><a href='https://stocksharp.com/file/109494/8_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109494/8_png/?size=500x500" alt="8.png" title="8.png" /></a> <a href='https://stocksharp.com/file/109491/9_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109491/9_png/?size=500x500" alt="9.png" title="9.png" /></a><br /><br />9. The stock quotes indicator chart will be plotted in a separate window. (1.10)<br /><br /><a href='https://stocksharp.com/file/109492/10_png/' class='lightview' data-lightview-options="skin: 'mac'" data-lightview-group='mixed'><img src="https://stocksharp.com/file/109492/10_png/?size=500x500" alt="10.png" title="10.png" /></a><br /><br />The considered functionality of the Hydra program allows you to apply indicators calculated from the downloaded market data on any platform, which makes it easier to work with trading algorithms.<br />Enjoy using the program.<br />