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For custom-indicators and strategies, we could provide a C#/Java type interface which then link in with the core components. This way you have the ease of use and the flexibility for the add-on stuff, while the core components execute fast.
Portability should be important. However I would not mind if it is restricted to Windows/Linux/(and perhaps Mac). Tablets, and mobile stuff is not for serious trading and your broker's stuff should be good enough for most.
Can you help answer these questions from other members on NexusFi?
Why not do something a little different and simpler to start with.
One market that is lacking development is mobile trading. Why not get a group together, and offer your services to someone like Ninja and Zen fire to write a mobile trading platform for Android or iPhone. Android might be a better market as it's open and your app doesn't have the probability of getting rejected by apple but just thinking out loud. I don't have the skills to add significantly to the coding of such a project but as a ninja user, I would pay extra if my ninja license covered a mobile trading platform.
Yes Zenfire have their beta website and you can use remote desktop to connect to your home trading box on the go but ninja charting on the go would be awesome!
Imagine something like a Dell Streak or HTC Evo 4G with a "Ninja Trader lite" app.
I am out of contract shortly on my current phone and I intend to by an Android phone next so I can learn to program for the Android environment. That's my idea of a hobby
Tome for me to step up. I have been working on a platform for about 9 months now, on and off as I have other commitments (working as IT consultant, and as I write this I finally found a job where I can do both once I am set up - even trading during work, as I am paid mostly to be available now).
Tradex (as is the name) will have to undergo one more code reorganization (about 2-3 weeks most) then I will start publishing stuff and making it available.
I got pretty stuck in the development cycle for some time - sorry for that.
Legally:
* Tradex will NOT be totally open source.
* Core libraries will, though. I may not take the server and parts of the client open source, but core libraries will be.
* Client work even if open source may require using a paid fo rthird party (Infragistics) for compiling visual components. You can always do your own, but I just use Infragistics.
* Open source will definitely be the MarketStream format, which is used to store tick data. Code for that will be under a VERY lenient license so everyone else can use that format and rely on the reference code.
So far it looks, technically:
* .NET 4.0
* SQL Server 2008 R2 for data storage. Not sure yet how granular I get there. It is NOT planned to store tick data in normal table format. I think more of a blob per X minuts - 15 minutes for more active items, 6 hours to one session for very rare traded items.
* Client/Server architecture, though at a later stage it can start a local "mini server" for smaller installs. We talk real client/server here - simulating accounts for different traders.
* Multi Process architecture for connectivity. Conenctions are done by separate processes, so the main server runs 64 bit (as does the UI), but the RIthmic connector, for example, can run 32 bit. This also means one can restart the server without loosing data (as the connector keeps buffering it - and if it stops buffering it, it will still write it on disc).
* The application is VERY modular - especially in the UI. We do not talk of "make your own indicators", we talk of "every window type is coming from an external library, so you can actually replace the DOM with your own implementation".
* The application will be very multi threaded.
Once I am live, I plan to release often (weekly drops). First step is data collection and a trading interface.... plus maybe a library for NinjaTrader... so you can write a strategy in NinjaTrader and let Tradex execute the trades.
Mike, a while ago prior to me starting to use Ninja and MC I had been using a Open source program called TradeProject, which some or many people may have already heard of.
At first, it was too very to much scritpy for me and I just need some charting application that would give me connectivity with IB at the time. So I tried it out only to discover there some and many nice features and to me, TradeProject has the potential to eventually do what many other programs do that charge big bucks for.
Adding to the above, TP is both ready in both 32 and 64 bit for download
TradeProject is done by a fella named Daniel whom I believe is from Germany, and also has what appears to me the most Quiet forum on the internet, yet to this day still cannot believe how this can be so. Guess he doesn't market his site or program which I still very much appreciate.
So while I was there downloading an updated verison (they are not too frequent), I decided to Post on his forum to mention about your post and the nexusfi.com (formerly BMT) community.
Now I am not trying to jump the gun here, but I feel there will be a great benefit to both Daniel and nexusfi.com (formerly BMT) if everyone can get behind something as you say. I myself feel very strong about Opensource moving forward and that the power of a user base, be it programmers or traders who beta test to give feedback about bugs.
For quick reference and prior to updating TradeProject, I did a couple of screen shots of both My ASX setup for NT7beta 18 and TradeProject for readers and watchers to have an easy comparison, which I thought would be good to show for a side by side comparison. Also take in mind that there are still very many things not shown in Ninja Trader as well as many things still not shown in TradeProject screens accordingly.
From a simple mans perspective, TP has much of the stuff under the bonnet that most other programs have whom may I add, charge a wack for, included with the free bugs. Well, if you want some bugs which you can feel good about fixing for everyone to benefit, then I obviously would encourage you to at least check this out.
For those with a much higher mechanical knowledge than me, I suggest you be the ones who look under the bonnet.
My trial to MultiCharts has now near expired, and as much as there are so many great things about the program, to my surprise I am left not caring as it doesn't even have a DOM, let alone a few other missing things that one gets so very used to when using NinjaTrader. Seems with Ninja with or without bugs, it has Order Entry all over the Joint, a great feature yet just another feautre, but this is something that I have come to like about NT.
Many other readers will also no doubt bag the opensource platforms for where they are at or how far behind in some ways. Or, it may be that the simple truth is "Certain programs suit our trading styles and needs" which also could be worded as "Certain programs suit our Repetitious Task actions to achieve our goals". No matter which way you blend the words, we are all different, yet commonly have very similar goals.
So whether Daniel comes here and posts or not, I still encourage others to give the man some feedback as he quietly gets on with his goals and IMO has achieved some pretty Fantastic results thus far. (from my perspective). Please sound off on some feedback for those who wish to explore further.
ps: I attached my NT asx screen as well, as mentioned, both have many more features hidden under the bonnet. Please click the links below once, and then once more again for a full size preview which is best shown in a 24" screen (as I use 3 of them so dont notice)
It looks interesting. Like a good starting point if it is open source. Is it? I couldn't find the answer to that.
I see it is written in C++, but I couldn't find if it uses .NET add-in's or more info on writing your own indicators and the language it uses for those. It says multi-threaded, and has native 64-bit binaries, but it seems to support only IB which is a socketed-application and thus 32-bit/64-bit doesn't matter, I wonder of the difficulties in adding Zen Fire support.
Same here, could not find any ref for open source if it is. Looking at cfg, they are using .net (have ribbons), but are using C++. I was looking at the broker/feeds as well, and have no interest in IB, but would be interested in getting Zen hooked up as I have experience with the Zen API.
Hi Mike, I cant really answer those questions on behalf of Daniel with his TradeProject, but I too am curious to such answers. He did say he will come on over here to take a look though, as I sent him a link to this thread regarding your previous thoughts so I offered some encouragement to engage here in such community where there could/should/probably much assistance or collaboration (potentially) if this is what he or the community would like of course.
To me, looking on the outside, I see potential, and use the program from time to time and understand it is still in its early stages though moving still moving forward. Daniel himself today replied back quite promptly and also acknowledges thought that there is a complete lack of documentation, and that was something he was also going to look into.
My reply to such comment is that is why it good to have such collaboration so things like that can be documented by the people who write and document well which leaves the programmers to focus on what they do well which basically is programming...hahaa.
The benefits of opening up collaboration and team building towards the single objects could be discussed for hours if not days, weeks or months and years as we all know. I am an optimist in this regard and feel sometimes some of my talent is spotting another persons talent, in which case I feel Daniel could very well be the case.
No doubt daniel will read these posts and hopefully decide to post, in which case he will be able to answer many questions that both you and others have. I guess like any project, the more interest there is, the more involvement some thing needs, or tends to receive. (providing the interest is there in the first place).
You are right though Mike, currently TP only seems to support an IB connection, which may suit me down to a tee atm, but its not about me, its about a community and as much connectivity options as possible which takes us back to collaboration. Now perhaps daniel originally also wrote this program for himself and was happy to cruise with it leaving it at that, but either way, I am keen to hear your, others and his discussion as to what thoughts are surrounding such collaboration.
Sorry for the long winded reply, but its getting late again here in Aus an my mind is slowing, time for sleep I think
aslan, a little while back I found out that unfortunately TP is not Open Source, but I believe the developer will be adding support for another API rather than only the current IB, however I dont think it is Zen api, but could be IQfeed (I think).