S#.Designer. Training Plan Basic course. 1. S#.Designer basics - The necessary software installation and program description. The program’s goal. - Basic settings. Interface Guide. - Connection and operating with historical data. Storage management, the principle of organizing data storage. - Using the StockSharp Designer terminal to test strategies. Backtest of built-in moving average intersection strategy. 2. Visual editor and strategy designer blocks - 1. - Cube general description. Cube types. Chart panel. - Basic blocks, how to build a security chart, what cubes are needed, indicators. - Overlay indicator on the chart (SMA, Bollinger) - Creating a new window on the chart and the indicator output (RSI, MACD) 3. Visual editor and strategy designer blocks - 2. - Cubes for creating strategies: variable, logical blocks, previous value, mathematics, converters, positions (opening and closing), position size. - The first strategy: if the C of the current candle is greater than the previous one, then we enter a long one, if C of the current candle is less than the previous one, then we exit the long. - The backtest of our strategy on different time frames. Backtest results, description of results, windows of trades, orders, equity curve. 4. Work with the strategy scheme. - Scheme debugging, breakpoints. - Work with our strategy, add a breakpoint, tracking values. - Tracking the trade execution correctness. Comparison of values on the chart and in the trade table. 5. Visual editor and strategy designer blocks - 3. - Cubes for creating strategies: position protection, composite cubes. - Alteration of the previous strategy, exit using position protection. Setting take profit and stop loss. Backtest. - Flipping. Composite cube for position size estimation. Reference to the SMA strategy. The cube analysis. - Alteration of the previous strategy. If the C of the current candle is less than the previous one, then flipping (close the long and open the short) and so on. - Tracking the strategy correctness using breakpoints. 6. Visual editor and strategy designer blocks - 4. - Cubes for creating strategies: own formulas. - Strategy 2. If the C of the current candle is greater than the SMA(20)+3 standard deviations of the closures for 20 periods, then we enter into the short at the opening of the next candle. If C of the current candle is less than SMA(20)-3 standard deviations for 20 periods, then we enter long at the opening of the next candle. Exit on return to SMA. - Backtest. Backtest results. 7. More strategies. - The use of indicators. Strategy at Bollinger Bands. Backtest. Comparison of results with a standard deviation strategy. - Strategy for MACD. 8. Visual editor and strategy designer blocks - 5. - Cubes for creating strategies: saving own values, using data from another time frame. - Turtle strategy. If the minute timeframe C is greater than the maximum in the last 20 days, then enter long. Exit from long if minute timeframe C is less than the minimum in the last 10 days. For the short is similar. - Backtest and evaluation of results. 9. Historical data. Sources. Data sources, acquisition and storage. Work with the S#.Data (Hydra) program. Downloading data, using downloaded data in S#.Designer. Filling storage. Hydra and server mode. Connection to S#.Designer. 10. Work with the program code editor - 1 - Creating a cube using C#. Using the built-in code editor. - Creating indicators using cubes and C#. 11. Backtest and optimization. - Backtest basics. Setting commissions and slippage. - Alteration of the created strategies to account for commissions and slippage. Backtest and evaluation of its results. - Problem of determining the execution price. - Strategy optimization. Parameter enumeration for the strategy from Section 6. Optimization of the SMA length parameter, the standard deviation length parameter. Optimization results. - Portfolio testing. 12. Live trading. - Running the strategy on simulation - without registering trades on exchange. - Run the strategy in real trading. - Run multiple strategies simultaneously. Track their operation, manage strategies. - Additional risk management. Basic settings. Creating your own additional position control logic. 13. Teamwork and data export. - Teamwork and export strategies. - Encryption and the ability to publish strategies for use. - Auto-display of trading results, export of backtest and live trading results. Advanced course. 1. Advanced work with candles - 1 - Creating arbitrary candles from ticks: mini time frame, volume candles, range candles, charting. - Volume profile. Display on the chart. 2. Advanced work with candles - 2 - Strategy on range candles. Dependence on volume. If the current range candle volume is greater than the average volume for 10 periods X times, then we enter the direction opposite to the current candle direction by opening the next candle. Close the position after 10 candles. - Strategy on volume candles. Dependence on range. If the current candle range is greater than the average candle range for 10 periods X times, then we enter the direction opposite to the current candle direction by opening the next candle. Close the position after 10 candles. 3. Advanced work with candles - 3. Work with orders. - Work with orders: setting, tracking execution, moving, cancellation. - Strategy on volume profile. If C>O, then we register an order in long to the middle of the range on which the maximum volume passed. Close the position after 5 candles. Tracking the order execution on the next candle. If the order is not executed and again C>O, then move the order to the middle of the range on which the maximum volume passed on the new candle. If the order is not executed and C<O, then cancel the order and register a new one in short to the middle of the range in which the maximum volume passed. 4. Indices and multiple security strategies - 1. - Cubes for working with indices. Building index. - Using the index in arbitration strategies. - Building an arbitration strategy. 5. Indices and multiple security strategies - 2. - Using index in pair trading strategies. - Building a strategy on the fly: SBER-VTBR. Estimation of convergence/divergence using an index. Charting. Determination of extrema. - Determination of counter order volumes: how many VTB shares per 1 Sberbank share. - Scheme of the pair trading strategy based on previously determined extrema (when a certain level is reached: we buy (sell) 1 Sberbank share, against a basket of VTB shares, exit the trade when index value returns to 0). 6. Indices and multiple security strategies - 3. - Extension of the pair trading strategy. Pyramiding. - Determination of entry levels, adding a position as the deviation increases. - Closing positions as returning to entry levels. 7. Live trading – advanced level. - Using multiple connection: multiple Quik. Strategy orders output to both terminals. - Current time, control the strategy operation in time. Trading schedule. - Strategy management. Output of orders of different strategies to different terminals. 8. Work with the program code editor - 2. - Creating a cube using C#. Using Visual Studio. - Packaging strategy in 1 cube. - Export strategies to Shell. - Running strategies from Shell as a separate application. - Placement on VPS, remote strategy management.
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