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how to document a trading strategy.


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  #1 (permalink)
junkone
toronto,ontario
 
Posts: 5 since Dec 2009
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i had a simple strategy that i coded up. now after using it and am optimizing it. i dont have a clear view of the whole strategy as its in code now.
can you share any ideas on how i can reverse engineer the code or manually document the code so i can then make changes to the model as i am changing code?


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 Jura   is a Vendor
 
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junkone View Post
i had a simple strategy that i coded up. now after using it and am optimizing it. i dont have a clear view of the whole strategy as its in code now.
can you share any ideas on how i can reverse engineer the code or manually document the code so i can then make changes to the model as i am changing code?

I use version control with Git & BitBucket. It will take some time to learn, but after that; it's great! Additional benefit: your code is backuped off-site.

Edit: Here's a helpful tutorial.


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 shodson 
OC, California, USA
 
Experience: Advanced
Platform: IB/TWS, NinjaTrader, ToS
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I hope you never trade this strategy with real money, because if you don't understand how it works and can't explain it in written language then you will never be able to trade it with live money once the drawdowns come. It's like driving a car to a destination without knowing how to get there, but maybe someday you will get there but you don't know how or why.


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