S#.Designer syllabus.
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5/17/2019


All video-lessons are available via the links below.
All samples for lessons can be installed via S#.Installer.
For Basic course you need the packet: Edu Designer Basic
For Advanced course you need the packet: Edu Designer Advanced

Basic course.



1. S#.Designer basics
The lesson covers:
- Installing the program
- Configuring the interface of the program windows
- Examines the main sections of the Program menu
- Examines the sections of the strategy tree
- Shows how to download instruments and market data for the first time
- Shows how to start testing a strategy on the built-in SMA strategy.

(The new version of the designer, like all programs, is installed through the Installer program.
The fifth version of the designer lacks the ability to select the themes of the designer, which was present in the fourth version)

2. Visual editor and strategy designer blocks - 1.

The lesson covers:
- General description of strategy cubes
- Examines the sections of the strategy cubes menu
- Examines the cube chart panel
- Examines the construction of candlestick charts
- Examines the construction of charts of the SMA and Bollinger indicator in the same window and in different windows

(In the fifth version of the program, the location of some cubes in the menu has changed.
In the fifth version, the mathematics section is replaced by a formula cube.)

3. Visual editor and strategy designer blocks - 2.

The lesson covers:
- Description of the cube Variable and examines examples of the use of the cube
- Examines the Logic cube and an example of its application
- Examines the Previous value cube and an example of its application
- Examines the Mathematics section and the use of cubes that are included in it
- Examines the Converters section (cubes "Indexer" and "Converter") and an example of sharing the cubes of the section
- Considers the cube "Opening a position"
- Considers the cube "Position" and the scheme in which it is applied
- Considers the cube "Comparison" and an example of its application
- Considered building a simple strategy:
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.
- Considers the "Comparison" cube and an example of its application

(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")

4. Work with the strategy scheme.

The lesson covers:
- Debugger tools
- Working with breakpoints is considered on the example of a circuit
- On an example, the possibility of imposing additional conditions on triggering a breakpoints is considered

5. Visual editor and strategy designer blocks - 3.

The lesson covers:
- Considers the cube "Position protection"
- A strategy is built using the "Position protection" cube:
If the difference between the closing price and the opening price of the candle is greater than 1, then we buy.
We sell position protection through the cube, provided that:
Take Profit - the price increases by 2%
Stop Loss - the price decreases by 3%

- 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)
- A scheme has been built for obtaining the absolute value of a position and doubling its value
- 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:
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.
If the position is not equal to zero, then the trade is carried out with a double volume


6. Visual editor and strategy designer blocks - 4.

The lesson covers:
- Examines the cubes of the "Mathematics" section - formulas, including examples of their use
- Considered the construction of the scheme:
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.
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.

(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.
In the fifth version of the program, the cube "Position opening" is replaced by the cube "Order registration".)

7. More strategies.

The lesson covers:
- The construction of a diagram based on the Bollinger indicator is considered:
If the candlestick crosses the upper curve of the Bollinger indicator, then we buy.
If the candlestick crosses the lower curve of the Bollinger indicator then we sell.


- Considered the construction of the scheme based on the MACD indicator:
If the MACD curve changes its sign from minus to plus, then buy.
If the MACD curve changes its sign from plus to minus, then we sell.


- Considered a visual comparison of the results of two strategies
- Considered exporting test results to a file for subsequent analysis

8. Visual editor and strategy designer blocks - 5.

The lesson covers:
- The construction of a scheme using candles of different TFs is considered:
First branch: The strategy will buy if the closing price of a five-minute candle is greater than the maximum of 20 previous days.
The strategy will sell if the closing price of the 5 minute candle is less than the previous 10 day low.

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.
The strategy will buy if the closing price of the five-minute candle is greater than the high of the previous 10 days.


(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.)

9. Time Cubes.

The lesson covers:
- Considered the "Working time" cube
- Considered the "Variable" cube with the "Strategy" value
- Considered the "Converter" cube with the function of getting time
- Considered the strategy of working with the "Working time" cube with the condition:
Strategy buys a minute before the end working time.
- Considered an example of working with the "Working hours" cube:
The strategy buys at 18.00.
- Considered a 7th lesson strategy with additional conditions:
The strategy closes a position 5 minutes before the end of working hours.

(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)

10. Working with market data. S#.Data (Hydra)

The lesson covers:
- Considered examples of choosing a market data store
- Considered an example of working with the S#.Data (Hydra) program
- Considered a server mode of working with S#.Data (Hydra) program
- Considered an example of using a market data transmitted through a server mode

(In the fifth server-mode version does not contain WCF mode.)

11. Backtest and optimization.

The lesson covers:
- Considered the basics of strategy optimization
- Considered strategy optimization based on changing the indicator parameter used in the strategy
- Considered the principle of portfolio optimization of a strategy on various instruments

12. Live trading.

The lesson covers:
-Example of setting up a strategy for connecting to Live mode

Advanced course.



13. Composite Cubes.

The lesson covers:
- Considered the "Union" cube
- Considered the principle of working with a compound cube using the example of creating a cube for closing a position
- Considered an example of introducing a compound cube "Closing a position" into an existing strategy from lesson 9

14. Creating candles from ticks.

The lesson covers:
- Considered how to download ticks in the program
- Considered how to build candles from the "Depth of Market"
- Considered the modes "Build", "Downloads", "Load and build" candles
- Considered an example of building volume candles
- Considered an example of plotting a Range of candles
- Considered construction of candles from Ticks
- Considered the construction of candles from candles of a smaller TF
- Considered the use of candles built in the S#.Data (Hydra)
- Considered building a volume profile

15. Building the Flag component cube

16. Strategy based on finding the price of the maximum volume.

The lesson covers:
- Considered the function of the "Converter" cube. Maximum volume
- A strategy has been built in which candlestick data is built from ticks, with the following conditions:
The strategy buys if the closing price is higher than the opening price of the candle.
The strategy sells at the sixth candlestick.


(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.)

17. Indices and multiple security strategies - 1.

The lesson covers:
- Considered working with stock indices
- Considered working with futures on the example of a strategy with conditions:
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.
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.

- The function of constructing a continuous futures is considered
- A strategy with a continuous futures is built with the condition:
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.
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.

- Based on the strategy, an example of building a scheme with cancellation of an order is considered

18. Indices and multiple security strategies - 2.

The lesson covers:
- Considered a pair trading strategy based on the previous strategy.
If the index calculated by the SBER @ TQBR / GAZP @ TQBR formula grows, then we buy a cheaper asset and sell a more expensive one.
If the index calculated using the SBER @ TQBR / GAZP @ TQBR formula decreases, then we buy a more expensive asset and sell a cheaper one.

- Considered the round operator - to get an integer value

19. Indices and multiple security strategies - 3.

Lesson highlights:
- Considered a pyramiding strategy based on the previous strategy from the previous lesson.

20. Working with the editor of the program code-1.

The lesson covers:
- Considered the "Source Code" cube
- Considered the principle of creating a cube with a code
- Considered the principle of creating your own unique cube with a code

(Today the StockSharp website does not have a direct link to Github, so you need to go to it not through the website)

21. Work with the program code editor - 2.

The lesson covers:
- Considered the creation of cubes on C# in Visual Studio
- Considered the DLL cube
- Considered the principle of working with S#.API libraries in Visual Studio

22. Export and import of strategies in the program.

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