Stdr, Search the Automated Trading forum. Plenty of discussion about several that work ok. One not mentioned much is Prodigio at Think or Swim brokerage. Check their web site.
Sierra Chart. I coded my first automated strategy in a week, tested it in a month on a simulated data feed and has been autotrading live for over a year with only minor glitches so far.
Corey made this beautiful list: http://coreyhoffstein.com/automated-trading-resources/ My hf bot is especially suited for futures: http://www.datatime.eu/public/gbot/ Tom
we have developed a our own autotrading platform for sterling. the platform brigges our Tradestation models into box and the box then handles uses algorithims. re : one commment. the strategy is import but for short term trading execution is also as or more. we run on a direct access broker. there is a cost to the software we use . send me a PM and can disuss and show a demo if interested.
Every Java-based platform I have ever tested for executing multiple spread trades simultaneously over different exchange ECNs has suffered latency issues. To the point of freezing up and dropping orders. Using real money in real markets - not the simulator. That's my personal experience using my own money, so it's not irrational in the higher frequency or statistical arb space.
Where is your evidence that the Java language is to blame for the trading platform problems and not just bad platform design and implementation?