I'm a manual click trader and wish to move towards full algo execution. Am executing through IB and CQG. Their built in algos are not quite satisfactory for me, and would like to create my own. Have looked at the ninja trader front end, and using their script editor to create what I need. Or perhaps starting from scratch and building it from the ground up in VB. I have rudimentary programming skills so imagine this would be a big undertaking for me. I don't mind putting the time in and doing this, but maybe there is an easier way. What I'd like to end up with is a custom order ticket/dom, that enables me to send orders similar to IB's accumulate/distribute algo. I wish to be able to scale into/out of positions over a period of time with minimum market impact. Anyone been down this path and have some recommendations?
I've done a more customizable AccumDist algo using the IB API before, it's not that complicated. Look at the programming samples and go from there. What's IB's "liquidity service"? Their dark pool? That's all through the API, same as everything else.
I've been looking at IB's sample code. I've reached the conclusion that I could get it working myself, but it is going to be much easier/faster to pay a professional to do it for me.