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On Jun 25, 2007, at 5:43 PM, Chris Evans wrote:
Why do you use more than one
platform (i.e. Ninja)?
I think I stumbled upon the answer in the course of developing the
translator. A picture is worth a thousand words so allow me to
illustrate. Compare a simple piece of EL code below [1] with its C#
equivalent [2].
EL code is precise and to the point. No fluff, nothing extra, nothing
but net. EL automatically initializes things on the first bar keeps
values from bar to bar, etc. These are things that you have to take
care of manually in C# (Initialize, OnFirstBar).
The boilerplate code in this simple example is quite bearable but
once a strategy becomes large, original intent and meaning can get
lost in translation (pun intended). Take a look at http://tinyurl.com/
234zat if you don't believe me.
There are issues with TS and EL that are solved by C# and NinjaTrader
(faster? easier automation, more powerful?) but C# is not the easiest
language to use for trading. It may sound self-serving but maybe a
good solution is to use both platforms simultaneously. Think of
quickly prototyping in EL and then deploying and automating your
translated strategies on NinjaTrader.
Thanks, Joel
---
[1] EL code
input: price(100);
buy 100 shares next bar at price limit;
[2] C# equivalent
public class MyStrategy : Strategy
{
#region Variables
private bool[] init_once;
private int price = 100;
#endregion
protected void OnFirstBar(int bip)
{
}
protected override void Initialize()
{
init_once = new bool[BarsArray.length];
foreach (bool elem in init_once)
elem = false;
}
protected override void OnBarUpdate()
{
int bip = BarsInProgress;
if (!init_once[bip])
{
OnFirstBar(bip);
init_once[bip] = true;
}
EnterLongLimit(100, price);
}
#region Properties
[Description("")]
[Category("Parameters")]
public int Price
{
get
{
return price;;
}
set(int value)
{
price = value;;
}
}
#endregion
}
--
http://wagerlabs.com/
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