Where to start? - page 3

 
Vitalii Ananev:

I didn't say anything about language, only about speed.

Sorry, I guess I got into a conversation with the first subscriber and didn't understand exactly what you wrote.
 
Galina Bobro:

Oh, no, not at all. My 100+ freelance jobs tell me exactly that.

If you want an answer to the question where to start - start with MQL (google help) and don't bother with these C-systems. This is the crutches that are rarely needed in the development of trading systems.

Thank you, that's the answer I was expecting, it's OK.
 
Andrey:
I'm sorry, I must have gotten into a correspondence with the first subscriber and didn't understand exactly what you wrote.

Apologies. My original message was not meant for you at all, butfor tuma_news.

 
Andrey:
Where can I start writing code in C# or C++ in Visual Studio 2015 to analyze trading? For example, how do I start to read the Euro/Dollar exchange rate history for a certain period of time to understand how the code is set up in principle (under Windows), for any parameters Ask, Buy, it does not matter, I'm not very good at terminology yet. Or, for example, to read the current values of the same pair on the Moscow Exchange in real time.

You can use Expert Advisor+DLL or indicator+DLL or script+DLL to get anything in the terminal. Another question is whether there will be a speed gain from this? First, the transfer itself leads to some delay (I have not measured how much it is, but it's worth considering). Secondly, the performance of programs written in C++ and MQL5, if the terminal developers are to be believed, is almost equal (I haven't carried out investigations myself either, so far I take my word for it). Therefore, if one needs exactly MT, there is no sense in using other languages, MQL5 or MQL4 will be enough.

The other languages are needed for more extensive tasks.

 
Ihor Herasko:

You can use Expert Advisor+DLL or indicator+DLL or script+DLL to get anything in the terminal. Another question is whether there will be a speed gain from this? First, the transfer itself leads to some delay (I have not measured it, but it is worth considering). Secondly, the performance of programs written in C++ and MQL5, if the terminal developers are to be believed, is almost equal (I haven't carried out investigations myself either, so far I take my word for it). Therefore, if one needs exactly MT, there is no sense in using other languages, MQL5 or MQL4 will be enough.

The other languages are necessary for solving more various tasks.

I don't understand everything yet, what should I trade in? For now the brokers are proposing me to use MT4 for demo account, thats why they are planning to read MQL documentation for now. But I think that at the same time I should be guided by other trading systems. I will write at the end of my answer why, but for now the speed is important not only for data reading, but also for organizing the database, because computer memory is not enough for processing and I need either to swap the data on disk or store them in a local database, so the speed is still a lot of things that are not clear. And besides, as I have already written, the wind does not allow you to work in real time, there will always be delays of up to 100 ms or more. The kernel driver for mgoaler hardware will probably be needed to organize the speed, but that's a topic for a separate forum, not a trading forum of course. I will not write which ones, I think there are a lot of them and I don't want to single out anyone, but there is information floating around that they not only trade on the basis of fundamental and technical analysis, but they also work in pairs with programmers, therefore it makes sense to look for other trading systems, it seems to me.
 

Andrey:
Спасибо за ответ, не все пока понимаю, а именно в чем надо торговать? Пока мне брокеры для демо счёта предлагают МТ4, поэтому пока планируют почитать документацию по MQL. Но думаю что параллельно надо ориентироваться и на другие торговые системы.

О ! Our man.

Bro, write a portable code in MQL5, make all main functions accessible through virtual abstract interfaces, and you'll be happy. Your programs will work on MT4, or MT5, or C#, or any other C-like language - you just need to add support for your interfaces on a new platform, and recompile.


Andrey:

Why write at the end of the answer, but for now on the speed, the speed is required not only to read data, but also to organize a database, so RAM is not enough for processing the computer and then either swap to disk or store data in a local database, so the speed of a lot of things is not clear. And besides, as I have already written, the wind does not allow you to work in real time, there will always be delays of up to 100 ms or more. The kernel driver for mgoaler hardware will probably be needed to organize the speed, but that's a topic for a separate forum, not a trading forum of course. I will not write which ones, I think there are a lot of them and I don't want to single out anyone, but some analysts let it slip that they not only trade on the basis of fundamental and technical analysis, but they also work in pairs with programmers, therefore it makes sense to search for other trading systems, it seems to me.

You don't need any of that.

The speed of MQL is more than enough to operate at the speed provided by well-known brokerage companies.

If you, as it's terribly fashionable now, have decided to get into "high-frequency trading", your main task there is to get an access to quotes before others, that will cost you a pretty penny.

I've been analyzing simple TS on different timeframes lately and I keep getting convinced that in most cases watchframes are the most optimal. I mean what kind of TS it should be, that's not enough performance once an hour to calculate the TS and make a trading decision?

 
Andrey:
Thanks for the reply, I don't understand everything yet, exactly what should I trade in? For now the brokers are proposing me to use MT4 for my demo account, thats why they are planning to read some MQL documentation for now. But I think that at the same time I should be guided by other trading systems. I will write at the end of my answer why, but for now the speed is important not only for data reading, but also for organizing the database, because computer memory is not enough for processing and I will need either to pump the data on disk or store them in a local database, so the speed is still a lot of things that are not clear. And besides, as I have already written, the wind does not allow you to work in real time, there will always be delays of up to 100 ms or more. The kernel driver for mgoaler hardware will probably be needed to organize the speed, but that's a topic for a separate forum, not a trading forum of course. I will not write which ones, I think there are a lot of them and I don't want to single out anyone, but there is information floating around that they not only trade on the basis of fundamental and technical analysis, but they also work in pairs with programmers, therefore it makes sense to look for other trading systems, it seems to me.


What you are writing about is only needed for high-frequency trading; 95% of ordinary traders do not need it at all. And the niche is already occupied, if you want to take part there, you have to start with an office near one of the major exchanges, a high-speed communication channel to it, and then think about real-time operating systems and so on. And so, the main delay will be like with almost all traders - the connection channel to your broker's server will be tens of milliseconds, everybody does it, get used to it. The other thing is that normal trading strategies don't care about that at all. What do you need C sharps and other C pluses for? Are you going to add a database, SQLite? Or MySQL? It's cool, of course, but it will be, as you were rightly told - crutches, which will add more delay. But it's all nonsense, because you do not know that you will trade =) I advise you to start with trading with your hands, on a demo account, in half a year the questions will disappear.

 
Andrey:
No offence, I was just asking a slightly different question, I must not have phrased it very clearly, sorry.

It's okay )

 
George Merts:

О ! Our man.

Bro, write a portable code in MQL5, make all main functions accessible through virtual abstract interfaces, and you'll be happy. Your programs will work on MT4, or MT5, or C#, or any other C-like language - you will only need to add support for your interfaces on the new platform, and recompile.


None of this is needed.

The performance of MQL is quite enough to work at the speeds provided by well-known brokerage houses.

If you, as it's terribly fashionable now, have decided to get into "high-frequency trading" - then your main task - is to get access to quotes before others, which will cost you a pretty penny.

I analyze the operation of simple TS on different timeframes lately and I keep getting convinced that in most cases the watch timeframe is the most optimal. In order to have enough performance once an hour to calculate the TS, and make a trading decision - what kind of TS it should be?

I do not understand much yet, but you have written me a lot, I will carefully re-read it all, the speed, I understand you can postpone to a later time, when something more or less clear?
 
Andrey:
I do not know yet what to expect, but I will carefully re-read all you've written. I think the performance can be postponed to a later date, when everything becomes clear?

Hmmm... I thought you (let's say "you") had a good background in programming... Based on your talk about C#, C++ and DBMS... Doesn't seem to be the case ?

In that case, you'd better not look for any details. First of all just master MQL, so that at least something could be done with it - say, a simple MA indicator or a simple reversal expert on MA crossings and price.

Don't get ahead of the game, the way to algotrading through programming is much more unpleasant (in my opinion) than reaching the same goal through manual trading.

Reason: