I am trying to write an equity strategy in C++ but I cannot find any software where I can write and test in C++. Is there anything out there other than Interactive Brokers that allows for development in C++?
Yes... but you there is a transparent interface between NET and native code... The question was regarding writing a tradiong strategy in C++, not the trading platform being written in C++.
Apologies as my response was not precise... NinjaTrader uses NinjaScript for writing strategies, and NinjaScript is C#. I have no idea whether the interface you refer to exists or is useful. Sorry.
SierraCharts app is incredible - written in C++ and uses easy to follow structure to develop your own indicators in C++ as well. So you preserve the speed of the operation, Also as it does not depend on the .NetFrame as much as say the NinjaTrader, it is much 'lighter' application on resources and development time. Connects very easily to IB as well - I am still testing as we speak. Good luck
Hey guys, thanks for the links. I am going to try these out. Please post some more if you know of any.
TradeProject is written in C++ and allows you to add your own C++ strategies and indicators. You need to install the free MS-Windows SDK so that TP can compile your strategies. You can do that for Windows XP, Vista and Windows 7 for 32 as well as for 64-Bit. If you use the 64-Bit version of TP all of your strategies and indicators will also be compiled to target 64-Bit systems. You can all C++/STL functions or build and use your own DLLâs. TP allows you to react on events for new ticks and new bars â whatever you need. Have a look at the sample-strategies or send me a PM if you need assistance - I have no manual or documentation.... Daniel
Hey thanks for the extra links guys. So far I tried these: amibroker and neoticker. Amibroker seems to fit my needs but I'd have to fiddle around with it more. Neoticker seems to have its own formula code. It does not look like pure c++. I need to be able to code in pure c++. I'm going to try these others. You guys are the best. Thanks for the links.