programming question

Discussion in 'Strategy Building' started by futuretrade, Aug 1, 2003.

  1. hello,

    let me start off by saying that i'm new to the idea of programming a trading strategy. i was wondering how many people out there have their entire trading strategy "automated", that is your computer program automatically buys/sells when certain parameters are met. I'm sure wall street does this. But what about individual traders?

    I've looked into Tradestation but that doesn't seem very robust. I was thinking more along the languages of C++ or C? What language do you write it in? If you prefer, pm me. Otherwise please post.

  2. Regular


  3. Splat


    I believe there is loads of information in the archives on this
    topic. Try using the search facility ....


  4. Ninja


  5. Look into Amibroker. It has the most robust language for writing formula's and backtesting. An IB interface is under developement.

  6. Kap


    I use good old Excel VBA...:)
  7. damir00

    damir00 Guest

  8. CalTrader

    CalTrader Guest

    Languages have different strengths and weaknesses. The particular language used is not as important as the particular platforms involved and how they integrate: Most software systems today are a collection of individual modules that integrate and it is the choice and assembly of these modules that constitutes most of the work in designing these systems. The trend in new systems development today is to simply have different subsystems spit out compliant XML which is used as the mechanism for integrating.

    The first question you need to answer is related to your statement of "robust"-ness. What do you mean by this ? In systems development the term "robustness" really refers to a sliding scale of abillity to recover from subsystem failures. As the system gets "more robust" the costs increase nonlinearly.

    Moreover, the development of a truly automated system outside of the commercial all-in-one platforms like tradestation can become expensive and requires a lot of work and experience to get right.
  9. I'd say... Pascal (Wealth-Lab and TS) then moving into C# for creating DLLs...
  10. maxpi


    I was trying to do things with Excel97/Win98 and VBA at one point. It held a lot of promise and should have been useful for watching a large number of issues but I never could quite get things working well enough. What all are you doing with it?
    #10     Aug 1, 2003