He could work on a C++ port of TradeLink then. Not sure about the benefits of such a project, but it'll still beat reinventing the wheel.
For trading platforms, you could contribute to the TradeLink project instead of starting a new one. For risk and pricing models, see QuantLib.
Thanks for sharing your experience tiddlywinks. Which client are you using to access the IQFeed data? I'm presently considering the...
And so I've confirmed that IQFeed provides historical intra-day futures options data (for unexpired options only) with a $68 monthly subscription...
Kinetick, CQG, Kibot and Pi Trading apparently offer only historical prices for futures, but not for options on futures. IQFeed has real-time...
For IB, according to http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm it seems you can download...
For anyone who's watching this thread, I did a bit of searching on ET and found this useful post by biba4:...
I need to download futures and futures options intraday (1-min) historical prices for equity indices, commodities, currencies, and preferably also...
For a short-term bearish/long-term bullish strategy, why not just apply any combination of write short-term call/buy short-term put/buy long-term...
Draw the payout graphs (P&L vs stock price) and you can compare the pros and cons for yourself. Writing a call option by itself will give you...
Why do you care if it works with multiple cores? I haven't seen any TWS features that perform CPU-intensive operations.
Have you considered signing up with a prop firm? I started developing a simulation framework recently, in R and C++ and using historical data...
I faced the same problem as you when I first started out. My solution: Automate. Algorithms don't have emotions.
The CompuStat database on WRDS. But there could be cheaper alternatives.
I just started working on an automated platform to generate portfolio reports for my IB accounts and to run automated trading strategies. I'm...
Yup. Your SES's main loop should look something like the following: execute() { 1. receive market data (price, volume, etc) from...
It still can. Like I said it's best for your sub-components to be well-encapsulated, ie separated and hidden from each other. You've already done...
j2ee, It appears you've decided on using AmiBroker over TradeLink, MultiCharts, or any other platform (or decided on trying it out first, at...
Hope I'm not hijacking the thread, but I've yet to get a reply to http://www.elitetrader.com/vb/showthread.php?s=&threadid=248022 so... Can...
What you have here sounds like an application design problem more than anything else, which can be solved by using the object-oriented Strategy...
Separate names with a comma.