Add InvestorRT (www.linnsoft.com). Trading/Backtesting platform interfaces with IB via AutoTrader. Mac and PC.
Is there a resource for code examples? The following site offers a few tutorials but is incomplete: http://www.stockbotprogramming.com/sharpc.php If someone can post a simple automated example for C# to IB's API, maybe even just an MA cross which includes all relevant parts of an ATS (historical data, calculation, order entry, OMS, error checking, etc.) that would kick a$$!!
Great thread! Technical analysis library: http://www.ta4.net/download.htm R resources: http://www.rmetrics.org/ http://www.quantmod.com/examples/
Thanks for the links Stox. I'll update ASAP. Trading BLOX Free Historical Data: http://www.tradingblox.com/tradingblox/free-historical-data.htm
Historical data ... (someone posted this in another thread) http://www.pitrading.com/free_market_data.htm
Hi Corey, nice work these also might be useful: Nice tech information to work with Brownian models: http://www.puc-rio.br/marco.ind/stochast.html#estimation The G-BOT Project - Automated Day Trading System (for IB users) http://www.datatime.eu/public/gbot/ Tommaso
Rithmic is/provides a hosted platform that was built for automated algorithmic trading. It has a C++ api called R | API and a front end screen called R | Trader (we built the front end screen for the FCM's to use to configure risk and to alleviate the need for traders to buld their own - so they could concentrate on their algorithomc development). It also has a FIX gateway.
jjw, which segments are your platform targeted against? What would be typically minimum entry level requirements such as minimum volume commitments and costs of having a dedicated server co-located at your facility? "R | Trade Execution Platform delivers low latency and high throughput performance formerly seen only by the very large trading houses and boutique hedge funds - but at a fraction of their cost."
at the moment we support trading of futures, options on futures, listed strategies and spot currencies. in q2 we expect to go live with support for equities and equity options.