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Posted: Thu Aug 21, 2003 7:43 am
A good buddy of mine is currently making a stand alone bit of s/w that outputs my system signals on a daily basis, kind of like the thing you get when you buy a vendor system. He is a Java wizard, so that is the language he is using. We spend one night per week in my 'trading room' on the project, and it is a fun project to work on. I have been since looking at a bit of Java and it looks rather confusing. The benefit for me is that the s/w can be ported to any platform, and I use both Wintel and Mac.
Posted: Thu Aug 21, 2003 12:41 pm
Just a comment.
Java is derived from C++. So a programmer that knows C++ can transition to Java quickly.
Posted: Thu Aug 21, 2003 4:18 pm
I've implemented my daily signal generation in PERL, mostly so I can format the reports exactly the way I prefer to see them, but secondarily for portability. There seems to be a PERL for just about every platform imaginable, including Palm handhelds.
Posted: Sat Aug 23, 2003 8:17 am
As far as I know they have or in process of porting ta-lib to the .net platform....check out their yahoo group - they are nice and answer all questions...
I looked more carefully at smart quant, and I decided that it introduces other limitations.
It still appears that the scratch built approach is the way to go.
there is a tool set for C++ programmers, http://www.ta-lib.org
Does anyone know of somthing similar for VB.net, or any .net language ?
Posted: Tue Oct 21, 2003 12:21 am
Thanks for all your help in making my decision. I ordered some C++ and VB.net books, and have been working through the VB.net tutorials.
I have to say, coming from the old school style of programming--here is my resume:
Commodore basic (Vic 20 with a whopping 5k of RAM)
Apple Basic (Yes, the old IIe, not the Macs)
and now, I am learning VB.NET
I have to say, that this OOP (object oriented programming), Classes, Inheirtance, etc. is making my head spin. Its a paradigm shift, but I can handle it, as I did when I first started learning about how to become a profitable trader.
I like the features of current languages. For example, I don't to write code just to draw a form or a button (as I would have had to do in DOS style programming). Event triggered programming is cool, and makes a lot of sense, compared to "interuption" stye (console based, as I did in FORTRAN77). Once I am comfortable with classes, I hope I can figure out they to use them in the big picture. I also like the modular approach to programming. In the old days we used GoSub and subroutines, then had to return to the main routine. Back then, I learned a properly formated program had only GoSubs in the main routine, and the software was all subs. This was the Modular approach's predecessor.
As for .NET, I have to say that it makes a lot of tasks a lot easier than compared to VB6. In addition, I think I will eventually write my software as a web service, so I can trade while traveling!
Have web service trading, will travel!
Posted: Tue Nov 25, 2003 1:48 pm
programming is not a trivial task.. there's a reason skilled developers make a good living.. here in the midwest, where cost of living is cheap, decent/experienced developers make around 80 grand a year ( a good OO architect does a lot better). I dont' know of any developers at my employer that make under 70. I'm a developer myself, and I used to have a consulting business that mostly placed contract IT help.. most of my clients had the right to make job offers to my consultants, and their salary offers usually came in around 75-95 grand. The point here is do not under estimate what you get yourself into. I have 10 years of professional programming experience, and I have over a years worth of evenings into my trading platform/back testing stuff - and I had no hurdles to cross with the coding part.
My language of choice is java, but be prepared to code everything yourself if you go that route.. I don't mind, as coding all the TA indicators had a huge benefit - once you understand them at that level, you can build your own, combine them, make them adaptive, etc. Poor performance from java is significantly exagerated - and it's no slower then any .net I've worked on. I just ran a backtest on 1108 bars of daily ES data, and it took less then 2 seconds to run 1000 iterations of the test. And as c.f. pointed out - performance is usually just a matter of poor algorithms (and often times - poor coding). I would probably recomend VB to a newbie, but ultimately you will most likely end up wanting/needing to go with something like c/c++/c#/java.
Design - a common "best practice" is not to worry about performance optimization until AFTER you code and profile your app. Then apply the perato principle - deal with the 20% of the code causing 80% of the bottleneck. Again, as c.f. pointed out, often times the bottlenecks are not where you think they are.
Posted: Mon Feb 02, 2004 7:14 pm
My background is sort of 'user' only, with some experience (self-taught) in EasyLanguage and Visual Basic.
I knew that I would have to commit to learning a language thoroughly in order to develop systems in the manner I wanted, and after some deliberation I selected C++ based on the extensive support (books, courses, etc).
Now 18 months into this I am very pleased with my choice, but the learning curve is pretty steep. Sort of a "no pain, no gain" thing.