First off I started a few months ago in my spare time to work on an ATS in C# using the IB API. It's been painful in terms of just trying to come up with an entry/exit strategy (have not found one yet that would produce even a slight profit after commissions). Writing code to test, writing code to actually do the trades in a simulated environment, etc. So today, after doing some research on ET I came to the realization that there is software out there that you can buy/use for automated trading such as I seen NinjaTrader and others. Here comes the crossroad junction where I need to make a choice on a path to go.... So the one question right now is what is the pros of creating your own ATS when it seems there are others out there, why spend all the time and headaches in doing your own????????