Hi, I am seeking to build an automated strategy to run against XTAPI (C#). The strategy relies on calculating bars (e.g. 1-min bars) from ticks (i.e. last traded price), and then calculating technical indicators (e.g. moving averages) from those bars. Is there anyone with prior experience of doing this prepared to outline the approach they took, most specifically in relation to charting? To handle charting (and perhaps bars, too) I am considering perhaps using open source code from libraries like TradeLink. Any experience of this? Any alternative recommendations? Many thanks.
tt has a new api, TTAPI which is better than xtapi. You can connect, get data, calculate bars, send those bars over a queue. Have a separate program that consumes those bars and creates a chart I can do it for you for a non-trivial amount