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\u003eO, 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\u003eO, 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\u003cO, 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.