Maintaining strategies & versions

[naxo79]

Hi!

Didnt find any other thread on this topic so I thought it could be good with some discussion on the topic. Do you guys have any tips or good practices for maintaining code, different indicators, strategies and different revisions of them using parts of each other? The revision control quickly turns into a mess with many strategies and instruments unless one has good practices.


The different scenarios I am thinking about are:

1. Strategy monitoring certain parameters and going long.
Exactly the same strategy is run for the short side. However requires its own chunks of code.
So when updating or making changes they have to be done in 2 places which is very error prone. Another option could be to use generic variables such as "NewWithTrendExtremeForToday" instead of "NewHighForToday". Anyone found a good solution for this?

2. Separating conditions monitoring and trade-logic. At the moment I am coding most of the price monitoring etc. into indicators which the strategies access and monitor for trade triggering. This way many strategies run on different instruments can use the same logic and components from the indicators. Anyone found a better way?

3. Running same strategies with small deviations on many different instruments. These small deviations I guess is best to try and code as far as possible as Parameters passed to the strategies.

[NinjaTrader_Austin]

Naxo, these are good ideas you've presented here. Another thing to add to the list is you can put commonly used methods in the UserDefinedMethods script, where they are accessible by all of your indicators. There is a UserDefinedMethods for both indicators and strategies so you can keep your code separate.

[DarthTraderson]

naxo79. I'm reading input parameters from *.txt-files per instrument. It works very good, and you have only to edit the textfile per instrument to change parameters. For source-code versioning you can use a configuration management tool like subversion with tortoise-client for windows systems.

DT

[naxo79]

naxo79. I'm reading input parameters from *.txt-files per instrument. It works very good, and you have only to edit the textfile per instrument to change parameters. For source-code versioning you can use a configuration management tool like subversion with tortoise-client for windows systems.

DT

Thanks! Hadnt thought about the textfile-tip. Actually makes it a lot easier to keep track of different sets of parameters.

[naxo79]

Lol, actually not gonna run same strats both on the long and short sides even in fx markets. So kinda solves one of the issues.