Over years I've been involved with many trading platforms. I've seen it all.
For example Ninja's unbeatable speed that even a snail can surpass. An Everlasting sarcastic smile engulfs my face every time i want to start Ninja's legendary Market Replay. Man, you can do chores while you are waiting for the platform to load and prepare?! historical data (C# ->!@#$)
Then the C++ SierraChart which is speedy and nice, but its language scares the hell out of me even though I got a cat with a red eye and I'm a senior c++ developer.
And among many other platforms like cAlgo, MultiCharts etc. there is the Legendary MT4&5. Unfortunately, MT4 is, well, how would i say, Metatrader's way of doing things;
So I got a dream. Yeah, i daydream a lot.
In my dream I've seen an EA that spells out into code similar to this
In my dream this code compiles and executes on all above mentioned trading platforms.
What do you guys think? Do you see what I'm seeing?
For example Ninja's unbeatable speed that even a snail can surpass. An Everlasting sarcastic smile engulfs my face every time i want to start Ninja's legendary Market Replay. Man, you can do chores while you are waiting for the platform to load and prepare?! historical data (C# ->!@#$)
Then the C++ SierraChart which is speedy and nice, but its language scares the hell out of me even though I got a cat with a red eye and I'm a senior c++ developer.
And among many other platforms like cAlgo, MultiCharts etc. there is the Legendary MT4&5. Unfortunately, MT4 is, well, how would i say, Metatrader's way of doing things;
So I got a dream. Yeah, i daydream a lot.
In my dream I've seen an EA that spells out into code similar to this
Inserted Code
xAccount acc1;
xSymbol symbol1;
xOrder long1;
xOrder short1;
xCharts chart1;
xBars renko1;
xTicks tik1;
xSMA sma1;
// init
acc1("accountNumber"); // connect to MetaTrader
symbol1(acc1.x, Symbol()); // symbol attached to account
chart1(symbol1.x, 3); // chart1 attached to symbol1 and offline timeframe will be 3
renko1(symbol1.x, UltimateRenko, 20); //Ultimate renko1 (period 20) attached to chart1.
sma1(renko1.x, chart1.x, 20, 0); // attach simple moving average with period 20 to Ultimate Renko1 and chart1
//events
Linkers::X(EventType e)
{
//let's see if the event is error
if(e.error())
{
if(e._broker_busy){//do something ...}
}
//--
if (e._economic_news)
{
print (renko1.high(5)); // print High value at bar index nr 5
print (renko1[2].typical); // print Typical value 2 bars back
print (sma1[0].value); //print current bar SMA indicator value
}
// check for event if bar touched (+/- few pips, configurable) around Daily High
if (e._daily_high)
{
//check if 5 days back Daily high is higher than UltimateRenko BarSeries 2 bars back
if (symbol1.dailyHigh(5) > renko1.high[2]) {short1.sell();}
}
// check if last bar close touched around nearest round number
if (e._round_number) {print(e.roundNumber());} // print out the actual nearest round number value
//etc
} In my dream this code compiles and executes on all above mentioned trading platforms.
What do you guys think? Do you see what I'm seeing?
Linkers::X->theNextBigThing; in C++ HFT Event Driven Algorithmic Trading
But unfortunately there is no easy and simple solution for this specific type of problem. 