The creation of the FIX Protocol, in 1992 , revolutionized the world of stock trading. The purpose of its creation was to make a convenient high-speed method of transmitting and receiving exchange information of large volume, between trading participants, as a replacement for trading via the phone, prevailing at the time. To date, the FIX Protocol is supported by most of the largest exchanges in the world. FIX_connector.png 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. Throughout this time, new functionality was added to the FIX Protocol, support for new tool classes appeared. Now the most widely used Protocol is FIX 4.4, but the latest version of the Protocol is FIX 5.0. 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. fix_protocol.jpg The company StockSharp for a long time provides the opportunity to purchase access via the FIX Protocol to famous trading platforms, providing a complete list of connectors for trading. Buying connectors through our company, you can be sure of full reliability and stability of access , as well as the possibility of technical support. You can learn more about connection methods on our page.
Friends! Our company has updated the materials of the training course on API and S#.Shell . photo_2019-09-13_15-07-48.png This is due to the imminent release of S#.API 4.4.17, in particular with changes to work with Quik 8. The course allows you to learn how to create profitable trading robots using API libraries ! Фон.png Updates are already available and can be downloaded from the link available to course owners. To find out more information about the training course and its cost, click on the link. We are moving forward and every day trying to make our products better .
Creating a video course on the program Designer is inexorably coming to an end. We planned to release the video course in October. calendar.png Yes! We had to move the deadline. We did this for the following reasons: - we have increased the number of lessons, and therefore you will get more information; - fixed errors that could occur in the process; - added new features to our cubes and program; We are sure that you will get more perfect and convenient product , and additional lessons will make your knowledge more voluminous. Soon, you will be able to start their full-scale training and will earn right while studying!!! image.jpg
To simplify the work with indicators, you can build and save them in Hydra. Let\u0027s consider the order of construction of the chart of the indicator of exchange trade on the example of the indicator SMA (simple moving average): 1. Run the Hydra program. 2. Select the stock data source. (1.1) 1.png 3. Right-click, and in the drop-down list select View Downloaded (1.2) 2.png 4. Select the “chart” icon and plot the history of stock quotes (1.3) (1.4) 3.png 4.png 5. Right-click in the chart area and select the Indicator item. (1.5) 5.png 6. From the drop-down list, select the indicator of stock quotes we need, in our case SMA, and click OK. (1.6) 6.png 7. On the market data chart, the stock quotes indicator curve will be displayed. (1.7) 7.png 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) 8.png 9.png 9. The stock quotes indicator chart will be plotted in a separate window. (1.10) 10.png 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. Enjoy using the program.
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: 1183 For Advanced course you need the packet: 1184 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. You can buy any course right now from our site