Para Ninja a base é C#
Apesar de não ter muita experiência, daquilo que ouço e trabalho que vejo, C# é mais amplo.
Mas se fores para um broker, mais tarde, da TradeStation, claro que easylanguage deles... é melhor e pode-se usar no Multicharts.
C sharp e java são similiares...
Atendendo diversos pedidos neste artigo eu vou falar um pouco sobre C# ; não que eu seja um perito em C# , mas como estou trabalhando com Java há algum tempo sinto-me a vontade para falar sobre C# devido a similaridade 'assombrosa' () entre estas duas linguagens.
Como não pretendo abandonar o Visual Basic vou neste artigo fazer uma comparação entre as duas linguagens : VB.NET e C# em alguns pontos chaves. Com isto pretendo mostrar que C# não é um bicho de 7 cabeças ( talvez 5...). Vamos ao que interessa...
AQUIBig Mike Trading, mais uma opinião(sugiro que leias ...) e ampla:
1) I understood EasyLanguage/Power Language is much easier to learn, however, one day I may consider other trading platform but it may not support those language..... Should I learn C# in the beginning?
2) Some computer expert telling me that C# is only available for Microsoft product, I should learn JAVA as it is more widely acceptance, since they are not trader, so I would like to see what's the view from trader here? (I think C# is not a bad choice as some platform support C#)
3) Is it possible to self-learn C# (or other programming)??
4) Does in-depth maths is a MUST for algo-trading?
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(1) I think you have put the right question here. Most trading platforms use either Easy Language or C#. Let us have a brief look at your options:
Amibroker: Amibroker Formula Language AFL (exotic, bridge to Visual Basic, not recommended)
CQG: C#, C ++, Visual Basic and Matlab via API
Ensign Windows: ESPL(similar to Delphi)
ESignal: Script language EFS (exotic, not recommended))
Investor RT: Real Time Language RTL (?)
MetaStock: MetaStock Script Language (simple, outdated)
MetaTrader: MetaQuotes Language MQL4 / MQL5 (C based)
MultiCharts: Easy Language and C# (new .NET version)
NeoTicker: Delphi & Neoticker formula language
NinjaTrader: C# & NinjaScript (extension of C#)
SierraChart: C++ & ACSIL (extension of C++)
Tradecision: Improvian (simple language)
TradeStation: Easy Language
Wealth-Lab: C# + Wealth-Script
If you hate mathematics and coding, then you should opt for Easy Language. If you are willing to put some efforts into learning object oriented programming, then go for C#.
Large prop traders mostly use C++,
The future probably belongs to other programming languages such as R, F#, OCaml or Matlab.
(2) As you can see above, Java is not widely used in trading software or automated trading. Learning C# would be the better choice. However, Java and C# are very similar in its architecture. There are probably more online courses available in Java than in C#. Some links below:
Stanford School of Engineering - Stanford Engineering Everywhere (Java)
Stanford School of Engineering - Stanford Engineering Everywhere (Java)
MIT OpenCourseWare | Electrical Engineering and Computer Science | 6.00SC Introduction to Computer Science and Programming, Spring 2011 | Syllabus (Python)
(3) Yes it is possible. I am self-taught, have studied a few books only. Then copied code from others and added my own ideas.
(4) You do not need university mathematics for coding trading algorithms, but you should have a sound understanding of high school mathematics and should be willing to explore the world of probabilities and statistics.
Dá uma vista de olhos a isto (concorrente do Multicharts??):
http://www.adaptrade.com/index.htmlNão sabia desta diferença. Interessante:
Code Execution
The premise of EasyLanguage code execution is that all code is executed on the close of each bar of the chart to which the strategy is applied. If the chart consists of daily bars, for example, the code will be executed on the close of each daily bar. If you want the code to execute more frequently, the chart has to be changed to have a smaller bar size. You can, however, force the code to execute certain elements more frequently using the "Look-inside-bar back-testing" feature. This uses price data at a higher resolution than shown on the chart in order to produce more accurate results.
MQL4 code uses a function called start() that executes on each tick. Typically, the main strategy code occurs within the start() function. If you don't want the code to execute on each tick, you have to program this logic into start(). For example, to have the code execute on the open of each bar, you can use the bar volume to detect the open using "Volume[0] <= 1". There's no practical way to detect the close of the bar, so strategies in MT4 typically execute on every tick or on the bar's open.
Because EasyLanguage code executes on the close of the bar, trade order statements are always for execution on the next bar; e.g., "Buy next bar at market". The closest equivalent statement in MQL4 would be to place the order for the current bar at the current bar's open. In this case, the trading logic is always evaluated on the prior bar in MQL4, whereas in EasyLanguage, the logic is evaluated on the current bar.
Unlike EasyLanguage, MQL4 doesn't restrict strategies to the data for the chart on which the strategy has been applied. You can reference any available data series in a MT4 strategy by referring to the symbol and bar size. Bar sizes are limited to 1, 5, 15, 30, 60, and 240 minutes as well as daily, weekly, and monthly. TradeStation has a greater variety of available bar sizes, including bar sizes of any integer number of minutes and tick bars of any number of ticks.
