Has anyone created a successful automated trading system? What is your advice? - page 18
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These are the fields I use all the time, I think they are very useful, lists are easy to create. At the same time, if you don't use them, the optimizer will exclude them when building the executable module.
Zhora, if I was solving roughly the same problem as you, with over 500 variants of TC and their optimization, I wouldn't do without 5ka either. ))))
I apologise in advance for the nubby questions). What functions telescopes from 4 ki have not transferred to 5. I do not know such (except for management of exchange environment, it is different in essence). If you can clarify.
And apparently we are talking about different things, I mean the syntax of the languages, you give the example of the environment of the languages in the form of libraries, inserts and other code. And the capabilities of the terminal and meta-editor. In 5ka it's more complicated with more features. Libraries are an overLanguage to simplify the code. You can use MKL5, and you can write shorter ones with SeaTrade. And in 4ka you can write it in MKL4 without having access to exchange settings of orders and possibilities to see their real execution in the form of deals and states of positions. This is not necessary for practicing the algorithms. To improve the speed and percentage of orders execution, to have the fastest access to the state of orders, deals and positions - this is another task.
The code with classes is reproduced in both languages without any changes. Inheritance, ranked visibility of different entities, custom data types, single method operation with different data types are in both languages.
MCL is not pure OOP in any case, because the terminal environment assumes a response only by request, and events in the terminal are returned by constant algorithms to the terminal, respectively without callback functions can not do....
These are properties of the terminal environment that can't be removed from the language properties, but basic properties of the OOP are present in both languages.
OrderSend is a typical telescope function in 4. There are a couple of dozen more out there. Regarding libraries - of course, in 4ka you can also implement the same libraries, but how much time it will take and whether it is needed. Same containers, mat statistics and databases. On 4ka databases in general can only be attached via dll. And how can we talk about a profitable trading system, when 4ka only works in the kitchens? Even if you make a profitable bot on 4ka, the kitchen will not allow you to earn regularly.
OrderSend is a typical telescope function in 4ka. There are a couple of dozens more. Regarding libraries - of course, in 4ka you can also implement the same libraries, but how much time it will take and whether it is needed. Same containers, mat statistics and databases. On 4ka databases in general can only be attached via dll. And how can we talk about a profitable trading system, when 4ka only works in the kitchens? Even if you make a profitable bot on 4ka, the kitchen will not let you make regular profits.
How is a "kitchen" different from a "non-kitchen"?
Can you name at least one "non-cuisine"? For me - any exchange is a "kitchen", that is interested in ripping off traders...
What is the difference between a "kitchen" and a "non-cookery"?
Can you name just one "non kitchen"? In my opinion, any exchange is a kitchen, which is interested in ripping off traders...
The fact that the kitchen does not proxy trades to the real market. In the real market, the broker only has a commission from you. And you get the money from the dividends (on the fund) and other traders just like you, but less successful. ) In the kitchen you get money from the kitchen or the kitchen gets money from you. ) The kitchen is interested to fuck you, the broker is interested not to fuck you. Not the kitchen - BCS, Finam, Otkrytie, MICEX itself, Binance, hit btc, shall I list further?
The kitchen does not proxy trades to the real market. On the real market, the broker only takes a commission from you. In the real market, the broker only has your commission and you get the money from the dividends (on the fund) and other less successful traders like you. ) In the kitchen you get money from the kitchen or the kitchen has money from you. ) Not the kitchen - BCS, Finam, Otkrytie, MICEX itself, Binance, hit btc, shall I list further?
The head of a major pyramid scheme sentenced to 150 years has died in the US
Bernard Madoff's investment company was considered one of the most trustworthy on Wall Street and had been operating for more than 20 years. The revelation came in the crisis of 2008, and the following year Madoff was sentenced to 150 years in prisonBernard Madoff, the founder of the largest investment fraud scheme in U.S. history, sentenced to 150 years in prison has died at the age of 82, according to the Associated Press.
Madoff, who was serving his sentence in North Carolina, suffered from kidney disease, according to his lawyer.
The pyramid scheme he founded operated for more than 20 years, its victims were more than 37,000 people in 136 countries, who lost a total of $65 billion.
For 50 years Madoff was known on Wall Street as a major financial manager, who founded his own firm at the age of 22 and became chairman of Nasdaq in 1990. However, during the 2008 financial crisis, a scandal erupted. It emerged that Madoff had not made a single deal for his clients for years, he had simply deposited investors' money in a bank account, paying off new clients with funds from previous clients, setting up a classic pyramid scheme. And all the reports of investment "returns" turned out to be bogus.
In court, Madoff pleaded guilty and repented to the depositors affected by his actions.
His younger brother, Peter Madoff, became director of corporate governance and control at Madoff Investment Securities and was sentenced to ten years in prison.
Read more at RBC:
https://www.rbc.ru/society/14/04/2021/6076f0a59a794778c26abf40
Bernard Madoff was among the most influential businessmen in the United States. In particular, he served as chairman of the board of directors of the Nasdaq stock exchange. Thefund he created, Madoff Securities, was also considered one of the most trustworthy in the US.
Do you think the NASDAQ is a kitchen or a non-cookie?
Do you think the NASDAQ is a kitchen or a non-cookie?
NASDAQ is a stock exchange of course.
The kitchen does not proxy trades to the real market. In the real market, the broker only collects a commission from you. In the real market, the broker only has your commission and you get money from the dividends (on the fund) and other less successful traders like you. ) In the kitchen you get money from the kitchen or the kitchen gets money from you. ) The kitchen is interested to fuck you, the broker is interested not to fuck you. Not the kitchen - BCS, Finam, Otkrytie, MICEX itself, Binance, hit btc, shall I enumerate further?
I met somewhere long ago on the net how the liquidity provider sued him for "toxic" (earning) clients and then their (broker and IB) lawyers fought over the cancellation or recognition of transactions. So an honest broker is apparently no guarantee that a conflict of interest for trader's profits won't arise somewhere at a higher level. I don't remember the details, but it may very well have been some kind of unclean trading, like arbitrage of lagging quotes or something like that.
The kitchen does not proxy trades to the real market. On the real market, the broker only takes a commission from you. In the real market, the broker only has your commission and you get money from the dividends (on the fund) and other less successful traders like you. ) In the kitchen you get money from the kitchen or the kitchen gets money from you. ) The kitchen is interested to fuck you, the broker is interested not to fuck you. Not the kitchen - BCS, Finam, Otkrytie, MICEX itself, Binance, hit btc, shall I enumerate further?
Very funny.
Vadim, do you really think that BKS, Finam, Otkrytie, MMVB, Binance - will proxy your penny transactions in the real market"?
That is the very point of any brokerage company, to offset trades between small traders without bringing them to the real market, but only providing quotes! And the real market - to output only consolidated supply or demand, if it appears, ideally, without outputting anything there at all!
It's pretty funny to read that the MICEX will mess around with your penny deals... Only the kitchens allow earning anything with deposits under a million dollars... I doubt that anyone on this forum even has such deposits. True, there is one forum owner who claims that his daughter earns hundreds of thousands of dollars (which means that she has exactly such a deposit)... The MICEX will still "withdraw" something for her... But with those measly thousands of dollars that the average trader here works with... Don't make me laugh...
All, ABSOLUTELY ALL of the DCs from any office working with individual traders are "kitchens". And all of them have a dilemma - either to earn regularly, but not much, or to make a good living once and disappear with customer deposits.
NASDAQ is an exchange of course.
I didn't ask about whether it is an exchange or a non exchange.
Once again:
By your criteria, is the NASDAQ a kitchen or a non-cookie? (Given the above information, which you were not familiar with, apparently)
OrderSend is a typical telescope function in 4ka. There are a couple of dozens more. Regarding libraries - of course, in 4ka you can also implement the same libraries, but how much time it will take and whether it is needed. Same containers, mat statistics and databases. On 4ka databases in general can only be attached via dll. And how can we talk about a profitable trading system, when 4ka only works in the kitchens? Even if you make a profitable bot on 4ka, the kitchen will not allow you to earn regularly.
You kind of called 4k's OOP as crooked and 5k's as closer to OOP. I noticed that they are the same in this regard.
But the functions of exchange environment of the terminal are fundamentally different. In 4ka order execution, deal and position are placed in a market order.
If you mean that working with orders in 5 is more realistic than in 4. No one is arguing that. Yes.
But we don't need it to master the algorithm of price series. And once again, optimization is not an algorithm)))))
Kitchen, DCs, speeds and execution are a different kind of task.