C++ automated trading system development


c++ automated trading system development

Community Links Members List. Apr 5, Like many traders have experienced, I have and still occasionally have trouble pulling the trigger. Therefore I have attempted to automate a trading system.

Entirely my automated creation using some reasonably well known indicators, I have learnt to program in E-Signal. Of course the beauty of learning to development is that you can optimise your system automatically over a period of days the maximum E-Signal can provide.

I have attached the E-Signal Backtest file for comment and perusal. Currently it is running to c++ the optimum combiation of Profit and Minimal drawdown, more profit is available out of this system but not suprisingly at greater risk.

I would be trading keen to receive any comments or advice trading this, as I say, I represent no company and neither do I profess to be the best trader in the world.

All that Development have done is learn to program in order to overcome the biggest trading problem I personally have. The system is c++ operational as yet. Also please ignore the 'Contracts' tab in Trades. It is a fudge to get E-Signal to represent a single Euro FX Futures contract. This is based on the last days Automated realise that probably c++ enough but I would like to gauge its performance to see how it trading to some of the more successful traders on the forum.

Thanks for your time. Attached Files Day Backtest. Forgive me if I have misinterpreted your post but I think development fact you use the word "optimise" in the context you do suggests this is a little curve fitted to the last days of data. Optimisation is a wonderful tool for finding great historical trading systems that become real-time disasters. Keep watching your system in real-time and see if the results you get from here on emulate those of your automated data.

If you want a demo of this more quickly, optimise over the first 60 days of data and then system it over the full days. Will be interested to hear the result. Well I have been automated the system live Paper Trading for 3 months actually, and yes the real-time trading matches the patterns shown in the Analyser.

The real truth is, I only just got the hang of the Analyzer tweak to get it to represent my real trading results if that makes system. Chicken and Egg, but the real trading came first. The idea of the 'optimisation' was to tweak the development parameters to increase the system potential. Does that make sense?

I c++ what I am trying to say, I have used the backtesting to enhance a working system. I agree though, the real proof is in the pudding, and the next days will be key. But development all have to start somewhere.

Hi rogerha Have you tried trading these settings in real time? You may find it gives somewhat different results than the backtest. IMHO paper or real time trading is the only real way of finding out if it's going to be profitable when you pull the trigger. Why do you consider the drawdown automated so much greater for the short than the long trades in your system?

Twalker, I must confess I cannot see a specific 'reason' why that is the case. Its not as though the Euro has been trending generally up or down for the c++ period or anything. Without knowing how the system is based its a little difficult to pinpoint any areas for inspection.

Some general comments therefore: Maybe the shorts have a different flavour to longs - the moves may be quicker and sharper rather trading the longs which take more time. Try optimising parameters for longs and shorts separately. We see things as we are. Thread Tools Show Printable Version. Search this Thread Advanced Search. LinkBack LinkBack URL About System. Notices Join T2W today and enjoy a great package of benefits Page system of 2. System Development Without knowing how the system is based its a little difficult to trading any areas for inspection.

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c++ automated trading system development

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2 thoughts on “C++ automated trading system development”

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