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C++ and Algorithmic Trading

 

C++ is arguably the most powerful programming language, enabling complex calculations and processing to be done at lightning speeds. For this reason it is often used in banking and trading applications for pricing of assets and order placement.

 

Algorithmic Trading is a new field integrating many different disciplines (Programming, Machine Learning, Statistics, and Finance). Everyone can learn to trade according to their abilities and personality, and everyone can make use of programs to systematise and speed up their trading; even if they want to trade manually they may still want software which scans all markets for potential trading setups.

 

I will teach you the essentials of C++, then we will move onto a simplified version called MQL4, used in one of the most common retail trading platforms (MetaTrader 4). You will then learn to scan for trade setups, and programmatically enter and exit trades.

Key Testimonial

Overview:         Mark is a Project Manager in Investment Banking

                          (LinkedIn Profile: https://www.linkedin.com/in/mark-randall-a6abb41/)

                          He also trades on his own account. He had trading strategies which he wanted                                    to automate and further ideas which he wanted to research systematically. 

                          He had tried various courses and online resources before, but none truly helped                                him to understand how to program or use the MT4 Trading Platform's functionality                            (and underlying language, MQL4) to achieve his goals

Objective:         Make Mark self-sufficient in programming automated trading strategies and                                        related programs / software

Results:            Mark gained knowledge and confidence of how to program in MQL4 and use MT4:
                          - Programs to analyse data for patterns, even across charts and timeframes                                         (Indicators) and trade and monitor positions automatically (Experts)
                          - Understanding of the backtesting and optimisation process
                          - Understanding of how to procure and use good quality data

Steps:               Taught Mark the general basics of any software language, in MQL4

                          Demonstrated the different types of program and functionalities which can help                                  him with his trading

                          Worked on creating a general template strategy he can adapt and a library of                                      functions to support it. Now he can develop ideas without needing to reveal his                                    Intellectual Property to anyone (including me)

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