Here is my situation:
* Hey, I have an an algo that works great in backtests, let me set it up live!
* Oh, I need to twist this knob first to make sure I only get completed bars
* OK, I need to twist that knob to make sure it doesn't crash on missing data
* Oh... The connection randomly drops, how do I fix it?
* Oh... I have to REWRITE THE GD CONNECTOR TO THE TRADING PLATFORM
How much of what you do is avoiding NIH syndrome vs DIY? The value of DIY is that you understand everything, the value of avoiding NIH syndrome is that you get the work of other people.
I feel as if DIY compounds much better than using other people's code, but in the beginning, your productivity is significantly hampered.
I could, for example, "fix" the current problem above by using NinjaTrader/MT or any of the other fine automated trading platforms. But then I'd have to deal with their issues instead of my own.
An ET member posted on a thread I started where he shared a link detailing how he used a hybrid approach of NinjaTrader and his own custom code.
Look for the post from Jack_Larkin. Maybe that will give you some ideas.