I like the most flexible trading system so choose to build my own, what is a good OS + programming + database to do so? Windows 7 + Virtual Studio 2012 C# + SQL server 2012 or Ubuntu + Java + mysql or any other good choice?
just by your handle it sounds like your native language is java.. most would argue C# ... although i'm not a fan of windows.. even though i use it..
It's all much of a muchness, I use Postgres on Windows it's free and doesn't have the size limitations that the free versions of sql server has. You can also use C# on linux/mac via Mono. I personally use C++/C# on windows using VS2012 express.
oh and i'm just talking out my ass.. i'm new to programming.. but i listen to what people say.. . look at this tread.. http://www.elitetrader.com/vb/showthread.php?s=&threadid=262154
By the way I plan to use it with Interactive Broker API, does the api even support C#? I look at the manual and don't look like it does: http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm
May be Ninja trader finds a way to "fix it", but as an individual may be very inconvenient if IB doesn't official support it.
I don't really consider Java at this moment because seem like IB suggests API through TWS, which means I need to turn on the TWS. Then may be I better work in Windows environment? Then C# should have better performance and easier, faster development.