Who has mechanical trading software/platform for equities other than tradestation anyway? Strategyrunner is futures only, correct?
proprietary Use aggressive or sophisticated analysis techniques, or math operations normally only available in the most expensive or proprietary trading software. I use Matlab and C code (MEX) for development and testing. I then compile the algorithm from m-file to C code to object code, linking that into a custom real-time trading application EXE which receives ticks from the C++ IB TWS API.
prophet, you make it sound more difficult than it really is I take the C code, compile it into Binary; then wrap the binary into objects which are then called from another C++ library linked into yet another Java wrapper class needed to put everything together; and this entire wrapper object class can then be integrated with the TWS API and can be further compiled into a single executable. That is my "proprietary" system -Fast
U make yourselves sound way too important, guys. You are the same decaying matter as anyone else. WealthLab is probably the best.
Many things are difficult the first time around. Itâs the right tool for the job I have to do, and much less difficult than people realize. Matlab provides a huge number of analysis tools to design and test sophisticated systems. M to C code compilation is simple and elegant. How do you prototype and test your C code to begin with? C code can be more difficult to debug and test. Not trying to sound important. Just trying to share ideas. Itâs sad you donât respect that and would rather snub people. WealthLab is good for some, not for everyone.
I wasnât being sarcastic. I didnât fully understand your post and just assumed you knew what you were talking about. I just try to share ideas hereâ¦
prophet, in that case, I'll come clean. Your first reply sounded like you were trying to make it sound more difficult than it really is. My reply was sarcastic, but all in good fun. I wasn't expecting anyone to take it seriously. Btw, I'm not a systems trader, but am a software developer so I do know what I'm talking about when it comes to coding -Fast