C++-style NinjaTraders or TradeStations

Discussion in 'Automated Trading' started by garchbrooks, Apr 11, 2010.

  1. Are there any platforms that expose a straight C++ API with no abstractions inbetween, or formula languages?

    I don't want to use these retail platforms (like NT or TS) forever, but I am using them as a crutch for now. If a TradeStation-style program had a direct ability to load DLLs for my engine to process, or something like NinjaTrader, but used compiled C++ (or even C, for that matter), I would like this much more.

    I don't have any problems with using a pre-defined API; I just have gripes building bridges between different tool sets because features are lacking here or there, particularly when the long-term vision is to abandon these platforms altogether.
  2. Also, the ability to write DLLs for TS is not enough; there are some really severe performance problems with this platform, as good as it is, it hampers research quite a bit.
  3. heech


    You don't have to work with C#, but you may as well get used to .NET. If you're married to C++, you are still able to program with C# while interfacing to Ninja. You can still real time debug as well.
  4. LeeD


    NeoTicker may be the answer. You get direct C/C++ interface for indicators and trading systems. No formula warappers or COM objects inbetween.
  5. Becoming dependent on .NET ties me to Windows; I don't like putting platform restrictions on myself, if I can avoid it. Linux .NET implementations are lacking.
  6. heech


    You *did* say DLL. If your plan is to rely on retail level third party binaries, I think it's a foregone conclusion you're stuck with Windows. Alternatively, start from scratch with open source QuickFIX.
  7. LeeD


    A number of WIndows-based platforms can work on Linux via Wine (with reportedly better performance).
  8. The DLL is just a thin-wrapper for a cross platform trading engine.
  9. cstfx


    Also take a look at CrossOver for Linux. They have an extensive list of Windows compatible programs that work seemlessly with Linux w/o the need to run Windows in the background:

  10. Hi Garchbrooks,

    my platform TradeProject (www.TradeProject.de) is written in native C++ and it offers an interface to indicators and strategies. The platforms comes with an IDE to develop custom indicators and trading-strategies which are C++ files. You also need the MS-SDK which installs the compiler, includes and library needed for development.
    Unfortunately I do not know if it works under Linux, but if you have any other questions I will try to help.
    #10     Apr 12, 2010