function definitions and syntax
I was just referred to this site, and from what I see it seems
to have nice tools for backtesting strategies.
For those of us new to the site, is there a place that lists available functions and how to use them. I haven't found anything like that yet, and the tutorials and examples are not commented. Thanks for the help.
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Support Staff 2 Posted by Eric on 09 Jun, 2010 01:12 PM
Hi Ryan,
There is not really such a list per se. In truth, I think it is difficult to do in a readable/usable way, as some features are deeply linked to others. Some are changing regularly (such as the frequencies available and what is possible to do with them). Others are only useful to very advanced users and would make such a list very obscure.
One option is to look at the FAQs.
Another is to check out the past releases and their new features. Our roadmap might be useful, too.
But I must admit that we were expecting examples to be the main way for users to learn to use features in Market Runner.
Could you expand a bit on why you have found examples lacking? Our goal was to give general documentation at the top of the files, then minimal inline documentation where the code was lacking clarity. Maybe we could work on that.
Thanks,
Eric
3 Posted by Ryan on 09 Jun, 2010 04:15 PM
Hey Eric,
Thanks for the replying to my question. I have an arbitrage strategy I would like to code up, and I believe once it is optimized, that it could be a very consistent earner, but my strength is not Java. As I looked through the examples (I believe there are 25 posted examples), every one of them had a brief 1-3 line description at the top, but only 3 or 4 had any comments in the body. For those of us that are not strong Java programmers, i would be very useful to have significant comments in the body of the examples.
Support Staff 4 Posted by Mathieu on 09 Jun, 2010 04:49 PM
Hi Ryan,
One thing you can try at first is using Eclipse environment to develop your strategies. When doing so, it provides code completion. Simply hit [ctrl]+[space] and you'll get a list of all possible code for current context.
For instance, lets say you want to issue a buy order at open. Anywhere in an empty strategy, trigger code completion, and it will suggest onOpen() function. Hit enter on this one, and you get the skeleton of the function.
Inside that function, trigger code completion again, and hit enter on the "buy()" method you want to use.
This is a good means of discovering the API of a Java framework. And you'll notice that these method lists also provide some documentation, the JavaDocs, directly on functions names.
To get a full primer of using Eclipse with Market Runner, read more here.
In hope this helps you,
Mathieu
5 Posted by Ryan on 09 Jun, 2010 06:08 PM
Thank you Eric and Mathieu. I feel like I am beginning to get oriented. I do have one last question for now. When I was looking in the apidocs for available instruments, I found the lists of futures and currencies. Do you plan to acquire data for equities?
Support Staff 6 Posted by Mathieu on 10 Jun, 2010 07:58 AM
Hi,
This is something we will do in the future, but it is not planned yet. We expect it to be done later this year.
On current iteration, we are working on indices. We expect to deliver VIX index in a two weeks timeframe, probably followed by some more in comming weeks.
Mathieu
Mathieu closed this discussion on 10 Jun, 2010 07:58 AM.