I'm on my third pass. First pass, profitable, but I was unhappy with it. Second pass, better, but did not like software arrangement. On the third time around, doing things a little differently but see the light at the end of the tunnel. I doubt I am the only one. So, informal poll, for those who have time: - Are you retail, prop, or employed by others? - Who provides your data? - What programming language(s) did you use, and for what pieces? - Which operating system(s) did you use, and for what purpose? - How many separate software pieces are in your system? - How many pieces did you need to integrate or write custom adapters for? - How many pieces are commercial, and how many are in-house? - Who provides your execution? - At which point did you feel your system would no longer scale? - How cross-platform is your trading system? - Did you author your own visualization tools? Which GUI framework did you use? - Do you employ others? - How long did it take to develop the framework for your system? Some fun ?s: - And finally, why do you think stock777 hates automated trading so much? ;-) - Who do you think makes the most money on ET's automated trading forum? ;-)
this is not really a poll. and you should seriously considering slashing the # of things you are asking. This is more like filling out a job application... or perhaps a business plan
Your question belies a desperate need to overcomplicate in compensation for paucity of ideas. It is not infrastrucure and software and transportability and professional affiliations and all the things you mentioned that bring success. It is trading ideas. My best system codes up in about 60 SLOCs and runs on EasySignal on a laptop connected via cable modem with a wireless backup. Total monthly cost for infrastructure over and above what I need for essential serious porn downloads is about $200. Simplify, simplify. But in partial answer to your question, I change my codes every day. It never ends.
I guess the other piece is "what's the point of reference?"...are we talking about making $500 a day, $5,000, $50,000 or more...that matters!
It took me 16 copies before running live funds. I would say each copy required a significant amount of programming time as well.