Search results

I think I am a bit getting what you're saying now. To clarify, all executables communicate using messaging, no files. QC->SES is alright, it's just a stream of quotes. SES->OMS should be SES<->OMS and I need State Pattern for that. You said: -- meaning I have to pass the State object...

I updated the scheme: Broker's Quotes Server -> (quotes in broker's format A) -> [ Quotes Connector -> (quotes in my own format B) -> Strategies Execution System -> (order signals in my own format) -> Order Management System <-> (order signals in my own format) <-> Order Routing System (FIX...

Thank you for sharing!

Design pattern is not going to help here because Strategy Execution and Order Management reside in separate executables.

You mean you have tens of thousands of users who use tradelink in production - I really do not believe it. If you had that large user base that would be an active community of people helping each other & exchanging ideas and etc. but it does not exist. I tried tradelink last summer and I did...

Interactive Brokers and MB Trading.

Hi kandlekid, Thanks for input, I looked at Sierra Chart it runs on .NET. I have my platform ~85% done so I am not looking for a platform, I am looking for a book or paper that explains how to design ATS. I want to know if I made the right architectural decisions and I will not have some sort...

That's what I am trying to have - a logic to close my orders. If to combine SES and OMS into a single code (I had that before redesigning my code) it gets very messy because both SES and OMS are multithreaded. So SES has to be aware of all open orders so when a new quote arrives, say for...

What I have now: Place market order long on BAC + place stop order at market price -$0.50 + place limit order sell at market price+$1. This is all generated by Strategy Execution System now. What I want is to have a logic in order closing. Hypothetical strategy: Place market order long on...

I did not know NinjaTrader works with IB, is it? You can take a look at www.marketcetera.com

Hello, I am developing my own ATS which is about 80% done, however, in the current setup for each entry order my Strategies Execution System also (immediately) generates closing Stop Limit and take profit orders. If I do not want such scenario then which system should generate closing...

Ah, I missed the filter that's why I did not see my subscrided threads. Should the filter be set to "The beginning" by default? Thank you for help.

Hello frostengine, I've started writing a trading system myself, though I am good with C++ but this is the first time I am writing trading software hence I'd like to know if I've made the right architectural decisions. My main source of information are books by Richard Stevens on programming...

Hello, maybe I missed it, but is there a way for me to see a list of my subscribed threads? I want to see the threads that I am subscribed to, jump to them to make new posts. Thanks.

+2

Have you looked at marketcetera? It's free, provides adapters for several brokers, implemented in Java. It supposed to let you automated your trades easily, I cannot comment personally though, I do not use it but I am planning to test it over the summer.