Support Board
Date/Time: Sat, 30 Nov 2024 05:31:49 +0000
Post From: good resource on algo trading
| [2021-02-21 16:41:55] |
| ForgivingComputers.com - Posts: 960 |
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do u guys have any tips where to learn about building AOS porfolio
Do you know C++ or are you more familiar with Excel? There are several ways to build automated trading strategies in Sierra Chart. The simplest way is to use the Trading System Based on Alert Condition study. You create an alert formula (similar to Excel) and when it is true it will send a trade signal. The alert condition can get hard to work with when you have too many rules. To address that, the Spreadsheet System for Trading Study lets you break up your alert condition into individual buy/sell and entry/exit trades. Think of an Excel spreadsheet with dedicated columns for trade data (date/time, OHLC, VOl, etc.) and other studys' subgraph outputs. Each row represents one bar of the chart. You create formulas in row 3 and they get copied down to all lower rows with the values for each bar on the chart being calculated the same way, but with row specific data. You can get some pretty sophisticated systems working, relatively quickly once you are familiar with how to use spreadsheets. Keep your spreadsheet names unique to your chartbooks for performance reasons. When you start running into the limitations of the spreadsheet for trading algorithms, you may want to explore ACSIL, which is the C++ API for managing data and trades. If you are new to C++ you will want to start slow, and try duplicating a simple spreadsheet system, so you can compare your results. I learned programming in the dark ages when Fortran was king. I taught myself enough C++ to create trading systems, learning from the examples in the ACS_Source folder, and learning new things as my client base grew. I pretty much create procedural studies, not being well versed in OOP. You need to learn enough OOP to interact with the API, but you don't need to create classes and methods, if you don't want to. It is something I am slowly picking up, but don't consider knowing more C than C++ will hold you back. The journey is its own reward, so I keep moving forward. |