Discussion in 'Strategy Development' started by mizhael, Jan 10, 2010.
Please drop me a line.
Do you have Matlab or are you looking for it?
EDIT: Based on your other post about Matlab I'm not really sure what you are looking for. FYI r is open-source and can do essentially the same thing if you know how to use it. Matlab isn't a trading system either.
winston - does r have any packages to trade thru a broker API?
i don't think you guys understand what Matlab and R are...
you use these programs to develop and optimize your trades - not to trade. Your trade would be written in a language such as C#, C++, .NET, etc. You would write a small application on your own that would talk to the API of your given broker.
MatLab and R will not trade for you, nor will they talk to your broker's API.
Also, for anyone who has ever used these programs - its like sitting down to a command prompt. You need to know the language and understand how the product works.
R has a package for Interactive Brokers, I believe it is called IBROKER (not sure). I'm also not certain of the state of the package.
we moved from R to matlab. the community is bigger
and we have build our own connection to the broker. so
it can be done.
Your quote is incorrect:
There are some open source alternatives too.
I use matlab to trade and am open to collaboration with others. PM me to discuss.
Crantastic is a good resource for finding applicable R packages - in this case, http://crantastic.org/packages/IBrokers.
The maintainer of IBrokers is active on the R-SIG-Fin mailing list. Have a look.
As to Matlab connectivity, a lot has been done both commercially and open-source.
If OP is scrounging a free copy of Matlab, he could also consider open-source alternatives. http://www.scilab.org/platform/ is popular.
Probably saying the same thing different ways. As both of those websites suggest, they offer solutions that allow you to write an application with MatLab, not submit orders to TWS via MatLab.
Regardless - what kind of hardware do you run that on? I use some pretty serious hardware for backtesting/simulation/optimizing. I wouldn't want to be optimizing or updating algos realtime - sounds risky.
You can submit orders and do a lot of other things with TWS via Matlab.
I'm sure there are a lot of other ways to do the same thing as these guys are doing.
I'm just running an HP workstation for matlab. Most of thew time when I do any kind of testing/simulation its on about 1300 symbols & I don't have any notable issues with performance.
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