Topic: Strategy Generator and Backtester API?

I am a .NET developer and would love if i could generate and test strategies in code and on inexpensive systems(linux). Are you interested in creating an API and or updating your code to run on the latest .NET which supports platforms other than windows? I would be willing to help with one or both efforts if you are interested.

Thanks!

Re: Strategy Generator and Backtester API?

Do you mean Core CLR?

I don't think there will be enough users on Linux to cover the development and the support costs.

The online EA Studio is the easiest and cheapest way to develop a platform for all OS and devices. It is designed to be fast, reliable, accessible and easy for integration in other websites.

But you are right about a backtesting API. I have an idea for developing a service for backtetsing and refreshing the repository strategies.

Re: Strategy Generator and Backtester API?

Yes, I was referring to Core CLR. For the API if it was Core CLR the idea would be that it wouldn't take much developer effort to run it on any platform. Also giving it all the benefits that come with using the latest .NET.

I like what you have done with EA Studio but it seems like you would run into significant server costs and or performance issues if you had a lot of users on it. I suppose you could charge a monthly subscription for it to pay for your costs. I was more hoping for an API i could run on my own hardware (Cloud VMs) and scale up and down as needed. What is EA Studio using in the back end, maybe you already created an API for it?

A backtesting API service would be interesting, but i would guess it would have the same issues as EA Studio since you are taking on all the resource load on your end.

I would be interested in helping in any of these options.

Thanks!

Re: Strategy Generator and Backtester API?

I like what you have done with EA Studio but it seems like you would run into significant server costs and or performance issues if you had a lot of users on it.

That was my concerns also and it took me years to solve the problem. It is not an issue anymore.

...

I'm working now on an White Label infrastructure for FSB and EA Studio. This is a very boring job and obviously it doesn't contribute to the functionality of FSB from the users point of view but it will give us more business opportunities. Anyway, I'll be ready with it within 2 weeks and will return back to the FSB improvements.

My ideas for the next FSB features are:
- new super fast generator with an ability to validate strategies on multiple markets
- implementing of custom Acceptance Criteria
- service for downloading MT4 historical data. These are already available for EA Studio and I'll add many more brokers once the White Label features are ready.
- exporting strategies to NinjaTrader
- exporting strategies to cAlgo

I think I'll start either with the new generator or with the MT4 files download service.

If it is the new generator, you and anyone will be able to participate in the process because a part of the implementation will be open source. I'll use the open source indicator project for the public development: https://github.com/PopovMP/FSB_Pro_Indicators

If you want, you can have a look at the way FSB calculates the indicators.

5 (edited by yonkuro 2016-05-07 07:29:01)

Re: Strategy Generator and Backtester API?

That sound really cool features

I’m working on improving my English and trading skill

Re: Strategy Generator and Backtester API?

Yeah, sounds good except Ninja trader is limited to only some brokers and the free ninja version uses only FXCM which doesn't allow customers from my country.  Otherwise, I could use Ninja's features and export my EA to it's platform.

Does anyone else know of any other software or trading platform whereby I can export my FSB's EA and use their tick data backtesting features and optimisation, machine learning etc to help me enhance my EA performance?

Hannah