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www.smartquant.com . We've recently added several applications to our product line, so that you can combine these applications to build a distributed research / trading infrastructure. We also offer custom development and other professional services. Cheers, Anton

Hi, you can also try OpenQuant, www.smartquant.com. Mutiple strategies, per strategy and consolidated portfolios backtesting. You can test with bar, tick and market depth historical data. Cheers, Anton

Hi, http://www.smartquant.com/introduction/openquant_strategy.pdf The doc discusses C# code for Code for Breakout strategies; confirmation methods (e.g. 3 consecutive closes above a breakout point); oscillator strategies; moving average strategies; Gap closing strategies; Altucher...

I am not sure what you call complex money and risk management, but you have full control over your orders, fills, portfolio, positions, etc. in OpenQuant. You can scale your positions in and out, introduce risk limits, etc. For something more complex (for example if you want to run a backtest or...

Strategy OnTrade() / OnQuote() event handlers (where you place your strategy logic) get triggered at this rate in the backtesting mode. I.e. OpenQuant reads ticks from the disk, sorts and synchronizes tick streams for different instruments and emits ticks to the strategy engine, which in turn...

Hi, I think it depends on your strategy logic and background calculations. For example OpenQuant can handle around 500.000 ticks per second on a moderate computer box if you run it with an empty strategy but slows down to 100.000-50.000 ticks per second if you start building bars from trades...

OpenQuant can backtest on Level II / Market Depth / Order book data... since 1997 :)

OpenQuant, www.smartquant.com :cool:

Why brain damaged ? :D

IB has a free demo account.

Hi, I would suggest IB to start with. Regards, Anton

Hi, take a look at http://www.smartquant.com/forums/viewtopic.php?p=21588#21588 Cheers, Anton

FYI we've just added possibility to select number of points stored in performance time series in memory. This leads to significant improvements in memory consumption in case of tick by tick simulations. This feature will be available in the next OpenQuant release. Cheers, Anton

Then probably all you need to start developing an automated trading application is just a broker API ? :)

Hi, you can take a look at QuantHouse QuantFactory framework, www.quanthouse.com . Actually OpenQuant is just one of possible end user applications developed on top of this framework. Regards, Anton

FYI There is a BrokerInfo class (not described in the strategy development guide) in OpenQuant API that allows to request different information directly from IB. There is a discussion thread on SmartQuant forums and even a sample code that allows to synchronize IB and OQ accounts on the...

Yeah, it does everything, as well as NT and others. :) PS. Ticks are just ticks... no magic... :D Cheers, Anton

Hi, You should contact QuantHouse, www.quanthouse.com . They have an exclusive license for all SQ products. No promises, but there is a chance to negotiate a SmartQuant source code deal. Regards, Anton

Not obfuscated :)

PS. If someone is interested in looking on OpenQuant demo videos, demonstrating backtesting with 1M+ ticks per second, including market depth events, and switching between backtesting and live trading with one mouse click, it's here http://www.smartquant.com/doc.php The source code...