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Going Platform independent! Going pyhon!

  • #21
  • Jun 2, 2014 6:59am Jun 2, 2014 6:59am
Time is flying.

Got a bit sidetrack but otherwise I make good progress getting back into `python coding`

corrugatedit advice is surely something to consider:

Quoting corrugatedit
words of caution from personal experience as much as i would like to see this space progress and have other people do the required work, i feel obligated to offer a bit of advice about writing your own trading structure - don't UNLESS unless you already have proven profitable systems that you want to implement live in your own trusted code with custom features.
Before turning my back on MT4 I did quite easily implement most of the ideas/strategies in a couple of hours or at least in a couple of days - ready to be tested.
To get to such an state with my own implementation it will take quite a while.

- I still believe it is beneficial to code it myself - one of the major advantages is that one knows what is going on beneath the surface.
Money is important, Love is essential.
  • #22
  • Jul 25, 2014 2:14am Jul 25, 2014 2:14am
hi, if you're still resiliently working on this i wanna show off and recommend the mighty awesome pyqtgraph http://www.pyqtgraph.org which i just rediscovered

it runs super fast, has intuitive mouse navigation responses, tools to freely link/overlay axes any which way (can link entire chart to a zoomin-region selected by mouse), docks, lotsa coolness. and with python it's pretty fast to code too, tho it does need a bit of tinkering to customize for finance charts

here's the scrolling plots example https://github.com/pyqtgraph/pyqtgra...ollingPlots.py adapted to plot-scroll live ticks pulled from mt
Attached Image (click to enlarge)
Click to Enlarge Name: untitled.PNG Size: 193 KB


and some custom ohlc bars, candles, hilolevels, crosshairs, datetimeaxes and markup objects
Attached Image (click to enlarge)
Click to Enlarge Name: untitled1.PNG Size: 101 KB


by assembling QPainterPaths in cython (live on every view transform that changes visible data range) these are still pretty fast: only begin to lag if zoomed out to around 200K visible points. also they have millions of ohlc records instantly available to drag/zoom/scroll but clipped out of view (regular spaced series clip on x coordinate, and irregular sized objects clip with a region quadtree)

otoh mt/ninja/bloomberg/deltix lol pretty much already do all of this out of the box - no assembly required
  • #23
  • Jul 27, 2014 9:09pm Jul 27, 2014 9:09pm
Quoting corrugatedit
BUILD THE ACTUAL TRADING SYSTEMS mt4 is shit inaccurate and metaquotes is untrustworthy. but it's ready to use NOW. it's brute metal fast through dlls. it has historical data already in it, and demo feed to live test out of the can. the historical data is gritty sketchy without bidask, and still useful to quick and dirty prototype and backtest systems _robust_ enough to overcome the adversities. you can already interface python with any platform. use dirty hacks, communicate through text files if you have to - it maybe dirty messy but it's DOABLE...
I am not a programmer but I have done plenty of study in this area for a planned future project. I completely agree with corrugatedit! Dont waste your energy. Focus the time and effort doing other things with your skills.

Quite simply, what is your master plan by doing this? What edge will it give you?

My advice:
Use MT5 to execute your trades and plug in it (via DLL or pipes etc) to pretty much any other program you want, eg Python, to get your 'using another program fix'.

If you are looking for ease of coding then use python, if you are looking for speed then you should probably code in C++, but anyone who knows c++ will tell you not to as its a pain in the ass to code with (but I figure thats the price you pay for the speed element).

What is it you really want to do? You mentioned Machine Learning. This is a huge mountain to climb as is. Really I mean HUGE!!!! This is currently my own focus (still building a team to do so). Its hard enough just getting a kick ass ML solution, let alone dealing with the problems of a bespoke platform.

Whatever you do, best of luck to you!!!
What's it all about? It's all about money.
  • #24
  • Aug 5, 2014 11:53pm Aug 5, 2014 11:53pm
interesting info

more for how they split up and organize the data than specific technology used

hdf5 by itself is good enough for me - his benchmarks show raw hdf5 latency ranges from exact same to only 2x slower than their mongodb setup

and cool thing about their specific setup itself is that.., on a whim, you can whip it up on 0 bugdet and it outperforms multimillion dollar commercial solutions in speed (..and scalability too with some budget for server boxes)

some of the best content during question period

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_______________________________________________________________
other vids from same channel: https://www.youtube.com/user/PyDataTV/videos

Inserted Video


Inserted Video
  • #25
  • Aug 10, 2014 12:12am Aug 10, 2014 12:12am
I am looking for some help from someone with more skills than I in the RCE (reverse engineering/deobfuscation/assembly language/debugging) department and I figure this thread is a good place to start as it concerns anyone who has ever used mt4. Has anyone ever tried to unpack mt4? Does anyone know what type of obfuscation is used on the simple .ini files in the standard big broker edition of mt4 (I can name who's releases in PM)

Even scanning terminal.exe to find its packer was rather difficult. After exhausting PEid, prot. id, DiE, only RDG came up with a definitive answer (probably because they have updated their PE sigs recently) VMProtect, which isn't astounding, but it says that there is a possible key logger in some of the big broker versions of mt4, with this much obfuscation and trouble into hiding the contents of the measly .ini files not to mention the .exe anti-debug measures one begins to wonder...


Any help would be greatly appreciated from the programmers here. Thank You
  • #26
  • Aug 28, 2014 4:47am Aug 28, 2014 4:47am
I don't think anyone answer to you...regarding metatrader, I'm developping a tool to manage my indis and I would be please to know how we can retrieve the name of the broker from the install directory, by program...

thank you
No more Fight, the victory has come...
  • #27
  • Aug 28, 2014 5:11am Aug 28, 2014 5:11am
Quoting nonor
I don't think anyone answer to you...regarding metatrader, I'm developping a tool to manage my indis and I would be please to know how we can retrieve the name of the broker from the install directory, by program... thank you
Don't know how to do that. However, mql4.5 does have functions to get that info. Check the manual:
AccountCompany()
or
ENUM_ACCOUNT_INFO_STRING
Identifier
Description
Type
ACCOUNT_NAME
Client name
string
ACCOUNT_SERVER
Trade server name
string
ACCOUNT_CURRENCY
Account currency
string
ACCOUNT_COMPANY
Name of a company that serves the account
string
  • #28
  • Sep 25, 2014 4:12am Sep 25, 2014 4:12am
updated first post:

* added: corrugatedit recommend pyqtgraph library (Thanks corrugatedit)
* added: LCONF: L(ight) CONF(iguration): A simple human-readable data serialization format for dynamic configuration.
Money is important, Love is essential.
  • #29
  • Sep 28, 2014 1:16am Sep 28, 2014 1:16am
Quoting Xaphod
{quote} Don't know how to do that. However, mql4.5 does have functions to get that info. Check the manual: AccountCompany() or ENUM_ACCOUNT_INFO_STRING Identifier Description Type ACCOUNT_NAME Client name string ACCOUNT_SERVER Trade server name string ACCOUNT_CURRENCY Account currency string ACCOUNT_COMPANY Name of a company that serves the account string
Thank you Xaphod, very useful..
No more Fight, the victory has come...
  • #30
  • Last Post: Feb 27, 2015 4:48pm Feb 27, 2015 4:48pm
Hi this is an interesting thread, I was looking for a trading platform that run in linux and found this thread.

I decide to start trading 1 year ago and I blow my 250 USD account. I think the problem was actually me sitting in front of a graph and been scare or excited or thinking! So I decide that I can't trade, trade isn't for me in fact I think trade isn't for humans. I haven't trade since then, but I was building a program that do the trade for me. I'm not a developer so i was thinking how to build this program that do all the trades for me. 8 months ago I start learning c++ (because is the fastest languange and because I new a litle bit of c) I'm still a beginner but I manage to do a program that estimate a markov switching model. Now I'm trying to do the other part of the software that is actually connect to my broker and send buy/sell orders and capture data.

I was thinking in using libcurl to connect to OANDA rest api and make a program that conect to OANDA and trasnfer 1 minute data to MongoDB. With this I can analyse the data in R let c++ application handle difficult/slow estimations. Could anyone give me any suggestions? Is this a good way to go?
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