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    <p>Eliminate GC!</p> <p>Another "trick" that people use is in trading systems is to write C# code that does not garbage collect. Obviously it is impossible to remove garbage collection entirely, but what you can do is minimize or eliminate GC once your program is running. You do all the work to setup your app, initialize your components, etc in an initialization phase and allow any GC here. But once you are setup and ready to run, you make sure that the code does not generate garbage and does not perform boxing/unboxing. (Have a search on SO for like "avoid GC" and you will find some useful information).</p> <p>The term "trading system" can encompass a myriad of different things. Are you talking about writing an algo in .NET? Or is your algo written in something else and there is .NET framework that is hosting it? Are you just talking about the UI? Is your trading system distrubuted? Do you know how fast you program needs to be? If you are not trading a High Frequency model then what is "fast enough"? Don't just push for something that has to operate in the 1-2ms scale when your trading strategy does not need it.</p> <p>And importantly, don't throw out the tried and trusted OO principles; <a href="http://en.wikipedia.org/wiki/SOLID_%28object-oriented_design%29" rel="nofollow">SOLID</a> still applies to trading systems although you may bend the rules in certain cases. Just make sure that you identify what needs to be performant and optimize that - don't think that you have to optimize everything and make sure you benchmark and measure everything so that you know what needs to be faster and by how much.</p> <p>And Keep It Simple! A trading system does not have to be complex.</p>
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    1. POwhat optimizations can I do to run C# program faster?
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    1. USRobertMS
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    1. COyes everything on c#. algo on c#, UI on wpf + wcf. hft. hft always need speed :)
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      1. USjavapowered
 

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