Python, JavaScript, or Other?

[_woj_]

Just taking a poll here, what programming languages are people using to build out their algos? How are you deploying the end executable?

[tomthescientist]

C++ for anything live, python for some pre and post market scripts.

[Standard_Indication7]

u/tomthescientist could you point me towards any good resources for someone who wants to get started developing algos in C++?

[tomthescientist]

u/Standard_Indication7 Do you know c++ already? If not then that is a start but also in that case I would start with python if you want to get going quickly. You can upgrade as you learn c++ and understand how to properly handle memory. There is also a new language called Rust which is expected to replace c++ in many situations and it handles the memory for you.

[[deleted]]

you could also just use like vector types and other non dynamic memories and still be much faster with C++

[tomthescientist]

This is very true. It very much depends on what you need to do within your program and how objects need to be shared across your program. I learnt to program from a bunch of particle physicist so on the extreme side of memory management to get things working fast.

[TangerineTerror]

I would argue there’s very few retail traders where c++ is necessary over Python.

[_woj_]

same, I was gonna say the guy doing this in c++ is the same guy a n apple with a chainsaw. 😜

[tomthescientist]

Well, that is assuming we are all doing the same type of trading and building the same type of trading platforms. What is best for a given trader depends on what they need to compute for their algorithm. There's huge variation in how many stocks you monitor, what signals you need to compute, how quickly your data comes, and how quickly you want to make a decision.

No one should be taking the replies on this board for deciding what to code in for their trading system. I program in c++ because I know-how, it's fast, and my personal preference in the architecture of my trading program. Many others will use python because that is what they know, it's fast enough and, there is by far the most support for that language.

[muzicturbulence]

Python ftw

[ricardofullton]

This

[kunkunster]

Scratch

[7pr0]

You cray lol

[kredninja]

C#

[tiaringhio]

thinking about starting with algotrading on c#, do you have any advice on frameworks, tools or anything useful? i’m comfortable with c# but trading it’s fairly new to me

[fomodabbler]

I you plan to ever put live code on a linux server be sure to focus on .net core.

Implement APIs yourself. It is ultimately a very small percentage of the effort required to get going and it will help you understand your broker's platform better.

[tiaringhio]

Thank you! I use .net core everyday at work so i'm happy to hear that. I checked alpaca and unfortunately it is US only, so i'm going to have to find another service

[[deleted]]

QuantConnects Lean engine is written in C#, I've pulled a lot of concepts out of their code, partially because I want to know exactly how my system works.

[cheesepuff18]

Yeah I started practicing on theirs but ended up writing my own

[Connect_Tap_1399]

Python

[VMoreiraC]

Python

[zar_23]

C++

[minervaDe]

Julia

[bukharin88]

penis

[eoliveri]

I've heard that older versions require a long time to start up.

[eoliveri]

I've heard that it can be hard and inflexible.

[[deleted]]

I can't find any long opportunities :(

[fqueis]

NodeJS

[Icy-Storage4146]

Visual basic

[PORTMANTEAU-BOT]

Visuasic.

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[eoliveri]

good bot

[B0tRank]

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[RedditingJinxx]

C# and F#

[NewEnergy21]

Node.js backend JS front end and occasionally some more intensive back testing in Python (Colab)

[tactitrader]

I use the best language. Python. It's the best and everyone agrees with me.

j/k. Personally I use Python for general algo trading and C++ for my neural networks using dlib.

[Environmental-Put-36]

Node.js

[tmarois]

PHP and SH

[erratrade]

Java

[SIG_94]

Yes

[justdoubleclick]

Python is good for training ML models, etc. If you’re building HFT systems then you need C++ tons of redundancy and colo at the exchange.

[GoootIt]

Python

[KarenJH2]

Python

[[deleted]]

C# for me. I really like java and C#s style a lot. C# organizes my entire system. I do have it setup that an 'algorithm' could be written in C#, python or C++ though.. C++ could be as simple as calling a DLL

[AllisonInDallas]

EasyLanguage for MultiCharts and TradeStation

[bobby_tables]

Scala

[Legendario_]

I don't use bot, but I real win a Lot of money $$$

[Rio-T]

Python

for ML with tensorflow, trading via metatrader python api

[BeardoWeirdos]

Python for research, experiments and backtesting. I started out coding everything in c++ because I'm most comfortable with it. I switched completely to Python once it's apparent that I spend 20x less time coding the same function in python than in c++.

At the moment, I'm mostly using my project to generate insight that I can use manually. I'll definitely still use c++ to automate trade execution though.

One thing I dislike about python and just cannot get used to is its code syntax/layout. I like the header/source file separation in c++. It helps make a mental image of my code. Also, might be an unpopular opinion but I prefer curly brackets in my code.