I'm a stats kinda guy who uses R/Python a lot. I started running backtests of simple strategies based on blended machine learning predictors on stocks a while ago on a whim, and I was pretty stunned. Now I'm hoping to get into automated forex trading at a minute-level timeframe, nothing HF. So began the hunt for a forex broker. Academia has not provided well enough for an initial investment of more than £500 if I'm honest, and a paper money option would be much appreciated at the start. On that basis, what broker/platform would you recommend? I know it's a fairly crippling constraint (especially as far as ECN brokers are concerned? Am I right in thinking they have higher minimum initial investments?) I'm looking also looking to use either a broker or a platform with a well documented api so I can write my own interface and avoid horrible proprietary scripting languages, plus I'd get to use the machine learning libraries that I'm familiar with already. Any platform would preferably run on Linux too. I'm keen not to get murdered by some horrible spread either. Can anyone suggest a broker/platform that might fit these requirements? Thanks a bunch, and happy trading.
Apologies for the double post; there seems to be a 30 minute lock on edits? TD Ameritrade offers a HTML/XML based api that looks lovely, has anyone got experience trading with them or using that api?
I am trading with Hotforex and I see this, is it what you need? http://www.hotforex.com/en/mt4-terminal/fix-api.html
From the hotforex website: So that's not an option for me. FIX is fine, and C++ or Java will be fine too, C# tends to be rather microsoft dependent, so I'd prefer to avoid it. (Although I am aware of Mono, so it wouldn't be the end of the world.)
Dukascopy --Java API http://www.dukascopy.com/swiss/english/forex/api/jforex_api/ Lmax-- Java, Fix , and .NET http://www.lmax.com/trading-tech/access