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Programming in C++

  • #1
  • First Post: Mar 29, 2012 3:08pm Mar 29, 2012 3:08pm
Well I have finally decided to learn to program and I have been learning C++. At the rate I am learning I expect this endeavor to take me at least a year before I am able to translate ideas into code.

My intent is to program my own trading, backtesting platform and robots according to my specifications.

Any recommendations or ideas for me on anything would be much appreciated!
Annoying Precision
  • #2
  • Mar 30, 2012 2:58am Mar 30, 2012 2:58am
why C++? i think, it would be better to learn "more trading" language, like MQL or, maybe C#, because they are easier, and so it will take not much time to learn them and to code your automated strategies.
  • #3
  • Mar 30, 2012 9:39am Mar 30, 2012 9:39am
Unless you are planning to start in mq5 I don't know that C++ is all that helpful. The learning curve is greater than it needs to be to work in mq4.

C++ is a low level language and mq4 is a scripting language. Yes, uses similar concepts but way more complicated than it needs to be for mq4.

For me, I started in Perl which was the first language that 'clicked' for me than moved on to PHP, Javascript and then on to mq4.

Other than that, unless you are an unusually fast learner, you will need lots of free time.
  • #4
  • Mar 30, 2012 10:16am Mar 30, 2012 10:16am
Quoting erikte279
Well I have finally decided to learn to program and I have been learning C++. At the rate I am learning I expect this endeavor to take me at least a year before I am able to translate ideas into code.

My intent is to program my own trading, backtesting platform and robots according to my specifications.

Any recommendations or ideas for me on anything would be much appreciated!
You know, even C++ veterans are known to avoid that language if they can. Unless you are into systems engineering learning C++ just to automate strategies is an over kill. But if you are doing it for the joy of learning I say go for it. C++ is just a very complicated language to the point that its redundant to use for most cases.

As mentioned MQL is good for automating strategies.
For serious market analysis with advanced mathematical tools I suggest R and/or Matlab.(I personally use matlab for data mining the market)
To be versed in programing, Java is a good place for noobs to start IMO.
Riding the order flow
  • #5
  • Mar 30, 2012 10:23am Mar 30, 2012 10:23am
Quoting erikte279
Well I have finally decided to learn to program and I have been learning C++. At the rate I am learning I expect this endeavor to take me at least a year before I am able to translate ideas into code.

My intent is to program my own trading, backtesting platform and robots according to my specifications.

Any recommendations or ideas for me on anything would be much appreciated!
Holy Mother of God !!! A friendly advice, you better think through your priorities: 1) coding or 2) actually trading. I'm saying it as a programmer (but ex c++ professional programmer).

Want backtesting? Why note use the already existing professional solutions, like Amibroker, it costs 150 bucks a license and most likely it'll spank your own coded c++ platform in terms of both speed & accuracy.

Want auto-trading? There's tens of platforms that have autotrading api.

Good luck.
Trading = a mirror to your human flaws. Fix them or be fixed.
  • #6
  • Mar 30, 2012 1:22pm Mar 30, 2012 1:22pm
This is now a language flaming thread.

BTW I've been programming in C++ for 20+ years and it's so wired into my brain it's all I use. I do admit to it being rather arcane.

MQL has a C-like syntax so I find it very easy to program in because of this.
You are in a maze of twisty little passages, all alike.
  • #7
  • Mar 30, 2012 1:36pm Mar 30, 2012 1:36pm
Because there will be NO limitations in expressing my ideas.What Quantitative trading professionals are you aware of that utilize MQL? Also by learning C++ I will be able to use if for the rest of my life for other purposes as well.

Quoting huchonok
why C++? i think, it would be better to learn "more trading" language, like MQL or, maybe C#, because they are easier, and so it will take not much time to learn them and to code your automated strategies.
Annoying Precision
  • #8
  • Mar 30, 2012 1:44pm Mar 30, 2012 1:44pm
With C++ I can leave no stone un-turned. It may take me longer to learn but there will no limitations, if I can dream it I can code it.



Quoting cyber1
Unless you are planning to start in mq5 I don't know that C++ is all that helpful. The learning curve is greater than it needs to be to work in mq4.

C++ is a low level language and mq4 is a scripting language. Yes, uses similar concepts but way more complicated than it needs to be for mq4.

For me, I started in Perl which was the first language that 'clicked' for me than moved on to PHP, Javascript and then on to mq4.

Other than that, unless you are an unusually fast learner, you will need lots of free time.
Annoying Precision
  • #9
  • Edited 12:26pm Mar 31, 2012 12:03pm | Edited 12:26pm
Want to try Google's new "better C", called Go? It was designed for what C was designed for, only more modern, especially regards concurrency.

Btw, speaking of programming languages: My all-time fav is Smalltalk — a masterpiece.
  • #10
  • Mar 31, 2012 6:09pm Mar 31, 2012 6:09pm
C++ is the best, as evidenced by it's mainstream usage. I was hoping to get some advice or tip's, not my choice of programming language......


Quoting m.m.m.
Want to try Google's new "better C", called Go? It was designed for what C was designed for, only more modern, especially regards concurrency.

Btw, speaking of programming languages: My all-time fav is Smalltalk — a masterpiece.
Annoying Precision
  • #11
  • Mar 31, 2012 6:18pm Mar 31, 2012 6:18pm
Quoting erikte279
C++ is the best, as evidenced by it's mainstream usage. I was hoping to get some advice or tip's, not my choice of programming language......
This is primarily an mq4 board.
C++ is not required for mq4.
If I was going learn another language it would be C# not C++.

Theres been lots of tips posted but you seem to want to focus on other things.
  • #12
  • Apr 1, 2012 10:13am Apr 1, 2012 10:13am
The MQ4 language and C++ use similar concepts but the former is far more simplified. If you insist to learn C++ as a hobby then I can suggest this book. http://www.amazon.com/Problem-Solvin...3292917&sr=1-3

I had few C++ classes in school but this is the book that made things more clear.
  • #13
  • Apr 1, 2012 12:45pm Apr 1, 2012 12:45pm
The title of the thread say's "Programming in C++", the body of the main()expresses an interest in hearing advice from experienced C++ programmers if they should so feel inclined, with respect to developing a platform for data analysis and trade execution;-). Henceforth any suggestions or advice should be related to this topic specifically.

As I said before, mql is simply inadequate from a quantitative perspective (backtesting rigidity, computational limitations). Unless of course you already have a Specific strategy that know will work and I do not. I have ideas but all of these ideas are going to require A LOT of number crunching.

In the end I want a machine capable of analyzing every tradable equity and implementing any applicable strategy.

So if I am getting tips to learn to program with crayons, it's just not cool. JK LOL



Quoting cyber1
This is primarily an mq4 board.
C++ is not required for mq4.
If I was going learn another language it would be C# not C++.

Theres been lots of tips posted but you seem to want to focus on other things.
Annoying Precision
  • #14
  • Apr 1, 2012 12:55pm Apr 1, 2012 12:55pm
Thanks


Quoting KMidas
The MQ4 language and C++ use similar concepts but the former is far more simplified. If you insist to learn C++ as a hobby then I can suggest this book. http://www.amazon.com/Problem-Solvin...3292917&sr=1-3

I had few C++ classes in school but this is the book that made things more clear.
Annoying Precision
  • #15
  • Apr 1, 2012 1:34pm Apr 1, 2012 1:34pm
Slightly unrelated but it's a Sunday so I am going to quote a passage out of one of Van Tharp's books on trading and hobbies.

The Power of Commitment

Jack had a successful business, but he wanted to be a trader. Never-theless, he wasn't willing to give up his annual $100,000 salary until he was certain that he could be a successful as a trader. As a result, he just dabbled in the markets, waiting to find the magic secret. He tried different brokers, different advisers, different software programs, and different systems. Everything he tried, however, had the same result-he never made enough money.

One day, Jack discovered the name of a trader who made consistent and large profits in the market for over 30 years. Fur-thermore, he learned that this trader would teach anyone who was willing to learn how to trade effectively. As a result, Jack packed his bags and went to visit the old man. "I want to be a trader," Jack said. "I understand that you're willing to teach people how to do what you've been doing over the last 30 years."

"Well," responded the trader, "I'm willing to teach people, but most people don't seem to be willing to learn. I've had this offer to teach people all these years. All I ask is that they do what I tell them to do. Many people say, 'Yes, that's the life for me!'. But most of them don't even carry out the first assignment. I imagine you will probably be the same. But, maybe not. Tell me about yourself! What makes you think you're a trader?"

"Let's see," explained Jack, "I've been at it for over 10 years. I keep losing money, but I still stick with it. I'll do whatever it takes to find the secret of trading successfully. I followed Guru X's advice. He was successful, but I wasn't able to make money following his recommendations. I then bouth the XYZ, the RKS, and the PRT systems. I know people make money following those systems, but somehow I don't. So I came here to learn how you trade. What's your secret?"

"I'm a trader," stated the old man.
"I know that," said Jack, "but what's your secret?"
"I just told you. I'm a trader. You're not. you're just playing a game.
When you decide to become a trader, to become fully committed, then you will understand.
"Really", what's your secret?"

"I told you", the old man repeated, "I'm a trader. What I do is an art form. you can't be something else and be a trader at the same time.
Trading for you, as far as I can tell from our discussion, is just a dream and a struggle with something that dosen't work. You really need to go one way or the other. To go into trading saying "I'm basically a lawyer or doctor or something else and I'll just trade on the side is not adequate".

Can you imagine this society tolerating someone who says, 'I'm going to practice brain surgery as a hobby. When it's a hobby, there's something missing.

Commitment to the Long Haul.

----------------------------------------------------------------------

End of semi-random rant.


Quoting KMidas
The MQ4 language and C++ use similar concepts but the former is far more simplified. If you insist to learn C++ as a hobby then I can suggest this book. http://www.amazon.com/Problem-Solvin...3292917&sr=1-3

I had few C++ classes in school but this is the book that made things more clear.
Annoying Precision
  • #16
  • Apr 1, 2012 8:43pm Apr 1, 2012 8:43pm
You picked one of the hardest languages to learn. True, it's also the fastest (let's ignore Fortran). But it takes at least 5 years of C++ experience (assuming several hours each day during this time) until you are truly able to use it's full power and make your code faster than if you would have written them in some easier to learn language.

You are seriously underestimating the amount of time required to build any kind of backtesting platform at all, even one as shitty as the MT4 backtester.

I would be surprised if one year from now you'll be able to write a program which loads all the CSV tick files from a directory and builds M1 candles from them using C++. If you do manage it, it's speed would certainly not be something to brag about.

Good luck in your endeavor.

I suggest starting faster. You'll hit the brickwalls very soon. If you won't give up, than maybe you have a chance.

http://harmful.cat-v.org/software/c++/
  • #17
  • Edited Apr 2, 2012 7:46am Apr 1, 2012 9:58pm | Edited Apr 2, 2012 7:46am
Quoting erikte279
C++ is the best, as evidenced by it's mainstream usage. I was hoping to get some advice or tip's, not my choice of programming language......
//----

hey erik..... you'll enjoy it...... there will be far more satisfaction to your trading and speed the progress of any development ideas you have...... such as experts and indicators.....

makin money is ok, but the feeling of knowing it's your idea written by you is almost unmatched....

//---

about 7 years ago priscilla bought me a c++ course for several hundred dollars and a few simple starter type books.... those helped......

so did memorizing the mq4 handbook..... you would not believe how many hundreds of hours i spent in deer stands reading it over and over....

study some of the better coders work as far as structure and layout..... you can check my rec list for some of the best......

avoid anyone that writes long drawn out complicated code....

keep the start() menu orderly and easy to read by using functions.....

keep your code clean and brief... not 1 character too many or too few....

one day you'll find yourself writing experts on napkins at mcdonalds....

//----
//----

and then one day you will not need the napkins at all......h

//---

edit--- you can check my rec list for some of the best meant to say vouched for list.......h
to trade and code, keep both simple... no call to impress....h
  • #18
  • Apr 2, 2012 12:22pm Apr 2, 2012 12:22pm
Thanks H,

If it takes me a while, at least I am learning something that can't be taken away......

Anyways I'm going to be majoring in Biological Engineering so I can use my programming experience to write programs to assist in figuring out way's to cure cancer, superhuman intelligence ect.....

Erik


Quoting hayseed
//----

hey erik..... you'll enjoy it...... there will be far more satisfaction to your trading and speed the progress of any development ideas you have...... such as experts and indicators.....

makin money is ok, but the feeling of knowing it's your idea written by you is almost unmatched....

//---

about 7 years ago priscilla bought me a c++ course for several hundred dollars and a few simple starter type books.... those helped......

so did memorizing the mq4 handbook..... you would not believe how many hundreds of hours i spent in deer...
Annoying Precision
  • #19
  • Apr 2, 2012 3:30pm Apr 2, 2012 3:30pm
Quoting erikte279
Thanks H,

If it takes me a while, at least I am learning something that can't be taken away......

Anyways I'm going to be majoring in Biological Engineering so I can use my programming experience to write programs to assist in figuring out way's to cure cancer, superhuman intelligence ect.....

Erik
That brought a smile in my face. I will be able to tell to my grand children that I had been talking on the Internet to the guy who cured cancer.
  • #20
  • Mar 16, 2015 10:33am Mar 16, 2015 10:33am
Hi!

I am looking for a programmer, to write my strategy , in c++ or Delphi.

If someone can do it, let me know to send you the rules of the strategy, so to let me know the cost.

Thank you very much!

Jim
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