I am currently working on a solution for an AlgoTerminal client where they would be able to define their own strategy entry and exit criteria via a config file. Some of the features will include: - As many time frames as you want in a single strategy. - A strategy entry or exit condition can contain multiple time frames (i.e. left side indicator could be hourly based with the right side indicator being five minute based). - A strategy entry or exit condition can be evaluated for either on bar complete or for each on bar update event. - Long and short signals can be configured for a single strategy. I am first going to deploy to AlgoTerminal but this add-on can really be used with any ATS that supports C# and multiple time frames. Below is what a sample config file would look like. Let me know what you think and please vote!
Unless your client is a programmer, you're letting both yourself and him in for a world of pain. He will omit (or add extra) commas and quotes, delete colons, mistype, misspell, use the wrong case, and generally create merry havoc in ways you can't even begin to expect. Is there no way to build a menu/entry dialog that he could use (and you could validate)? If the answer is "no", I'd go for a very simple config format - a file that has nothing but the required variables and their values with separator between them.
Exposing your hierarchy in your JSON is very...Java of you. Create a map from enum to hierarchy because the reflection is internal anyway. There's no reason to expose this to the client and it makes your config file messy. Even better is to create a tool to write the configuration file consistently. It seems like you are trying to one-size-fits-all trading. I don't necessarily like this idea. While the JSON file makes it easy to externally optimize you're providing the client too many degrees of freedom. You should try to get the client to specify exactly what they want and do that well, instead of doing everything sort of ok.
Agree with BWS. If I don't know a thing about codes, then most of what you've written will be mere greek to my eyes. Simply way to bypass this would be to just give me a sleek UI with a real easy to follow config window, hopefully with bunch of parameters that I can actually manipulate (eg. pulldown menu, buttons, etc) and be able to see the change immediately on the chart.
The features I currently have are exactly what the client needs as he is the one who inspired this project. I agree the JSON file is not ideal, but that is phase one and something I can likely have done by next week and get my client testing it. If he likes the product in terms of functionality, I will likely build a in short order.
I occasionally use JSON when I do not feel like going through all the work of putting together a GUI. Honestly, I have not found a better solution for prototyping other than hard-coding in settings.
To be honest, your screenshot looks intimidating. Even though I do a bit of programming as hobby. I can't imagine somebody with no programming experience or affinity to take the courage to start tinkering with this.
You would be surprised how far an excel spreadsheet can go for creating config files for nontechnical people.
"Wizards" have been tried for a long time. They work for basic strategies but you almost always need something more custom and then you need to write code/script.