How to build an Automated Trading System

Discussion in 'Automated Trading' started by noone3, Jun 14, 2009.

  1. yada

    yada

    This company programs strategies from A-Z with low hourly rates. I spoke with a guy named guy 18663121184 x 112
     
    #41     Jun 21, 2009
  2. RedRat

    RedRat

    IMHO

    There are multiple platforms to develop automating strategies, including

    -OpenQuant
    -WealthLab
    -AmiBroker
    -TradeStation
    -NinjaTrader
    and so on

    Each platform has its own drawbacks. For example AmiBroker is very fast to test on historical data, but bad(?) for execution. I have experience with OpenQuant but I don't like it's IDE, it is not stable. And all these platforms need additional steps in the morning to run the strategy.

    For my strategy I had to develop my own platform in C++, there is no GUI. It was intended to test my ideas and special data processing you can not run in _any_ of above platforms.

    I have a friend who develops ATS, he also has his own platform for backtesting. And AFAIK these custom platforms named "competitive advantage" are very common for quant teams.

    For basic strategy you can take any platform. I recommend to test your idea based on historical data and adjust custom parameters and then write your execution program in native C++ directly for your brokerage. At least it works for me and for my clients.

    Best regards,
    RR
     
    #42     Jun 21, 2009
  3. ronedawg

    ronedawg

    Hey if anybody is interested in seeing Cyborg at work they have started a youtube channel at http://www.youtube.com/user/CyborgTrading


    Some really good videos showing some simple automated strategies.
     
    #43     Jul 2, 2009