Frustrated with some of the popular trading platforms such as NinjaTrader and IB TWS etc., I believe the long-term solution should be building my own trading platform. So I would like to start with open-source trading platform(s) for futures and stocks. Requirements: 1) Completely open-source with full access to all the code; 2) Can live trade futures and stocks with brokers such as IB etc.; 3) Can receive live market data feed from different providers. Any good open-source trading platforms to recommend?
There are *many* generic backtesters in python. I really ought to keep a list as this question gets asked so often. But there a list at the bottom of this page. GAT Disclosure: I am the author of psystemtrade
Yes, I knew there are many. I just want to seek opinions from the elite traders here based on their first-hand experience.
Why reinvent the wheel???? You can add any library to Ninja via c#. Unless you purely interested in academic research, the main focus should be making money. Leave building platforms to vendors. They are dirt cheap these days.
You're asking a lot - I use several different software environments. Ninjatrader is terrible with hundreds of symbols - it can only handle a few hundred before it crashes. Restarting it extends the limits again (for a while) but then crashes again. Performance is slow when you have such large amounts too (i.e. multiple seconds between clicks). In summary, Ninjatrader: Good for small symbol numbers, not good for thousands. One worth looking at - it seems to have got more polished in recent months. Quantconnect's LEAN environment. It's based on C# but also incorporates Python and appears to be feature rich. Their Quantconnect environment allows you to use their data and "cloud backtesting" but the LEAN open source allows you to compile locally and do everything locally with no Quantconnect involvement. Charting was limited when I tried it several months ago though.