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Hi Kharidy, Thanks for your post. SciChart is indeed a great charting package and I own a license myself, this was when I anticipated creating an entire GUI charting application from scratch - a process which isn't so hard, as long and laborious. I'll probably find a way to utilize it in the...

It a good question. What I've been developing is a solution to the problem of expressing a proper trading system inside one .cs file. Which is how NT and the other platforms are asking you to do it. Yes they're calling out to other logic in separate indicators and things of that nature but a...

Hi InvBox. Zero logic will be in NT actually. NT would simply visualize indicators, possibly handle the market data side of things also.

Thanks for the info I'll have a look at this. I'm vigilant of the security and privacy settings and also use Spybot Anti-Beacon. Even then, they'll tell you there's still telemetry and data packets going back to Microsoft. I'm probably more towards the 'paranoid', but it's the principle of the...

I'm looking to switch to Ubuntu soon on my main rig at home. This is because most of my development happens in .NET which used to be tied exclusively to Windows. Now that .NET is moving more and more cross platform with .NET Core and the .NET Standard library, one doesn't need to be developing...

Hi everyone, It's been a while since my original post and some of you have been PMing me asking how things are progressing. So I thought I'd post a quick update. The platform is in a working prototype state running on a FIX connection with FXCM. I certainly had alot to learn about reactive...

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They are my two technology choices at this point for their respective uses. You were right abour work needing to be done on my OMS, I've completely separated the AlphaModel from the Portfolio now, the two were mixing their concerns before... the AlphaModel just sends various signals to the...

I'm reminded of that quote "he who speaks does not know, he who knows does not speak"...

AlgoTrader 3.1 integrates InfluxDB for market data persistence. http://www.algotrader.com/algotrader-3-1-integrates-influxdb/

A broker should be rewarded/paid for providing a service to a client, the act of trading in a financial market involves a certain cost and also bears some amount of risk for all parties involved (liquidity providers, takers and everyone in between). I have no problem with brokers being paid to...

Yes LMAX have surprisingly small top of book size. I've looked into Pepperstone and traded on an MT4 and cTrader demo account a while ago, execution and spreads seemed on par with FXCM, IC Markets... they all seem to be of the same ilk really, mainly retail oriented FX brokers. I've also...

Per 'lot' I meant.

I agree that IB are a good broker all round. Unfortunately they can't offer margin FX which includes metals here in Australia... I'd have to setup a company based in the states for example... or maybe the Cayman Islands while I'm at it :-/ What are your thoughts on FXCM while we're on the...

That's interesting you say that, I find their currency spreads are a little wider but precious metals and index CFD's have very competitive spreads, the metals the tightest I've seen yet. I think they're charging $4 per million round turn which definitely isn't the cheapest at all.

LMAX have won awards for their programming, they pretty much invented the disruptor pattern. Interestingly they use MySQL to store account and other administrative information but not the historical market data available from their servers. (Not sure what they actually use but they tend to roll...

That's a good point, if CSV is adequate for now then time could be better spent on other areas of ones system to get up and running. Then revisit later for more optimal solutions as you say.

InfluxDB https://www.influxdata.com/ InfluxData.NET (API wrapper in C#) https://github.com/pootzko/InfluxData.Net InfluxDB Management Studio (manager UI in C#) https://github.com/CymaticLabs/InfluxDBStudio Thoughts, guys?

That's sounds great fan27, I'm not familiar with the Go language but I see it popping up. InfluxDB is written in Go it seems. Flat file CSV is how I've previously been storing my data... it works... but I'm not yet convinced it's the all round optimal solution. I'm sure the average hedge fund...

Thanks Kevin, I'll look into Oracle, the platform is built with an event based architecture so there are a lot of messages being passed around using the Akka.NET framework. Persistence of aggregate states like orders and positions will be handled by a NoSQL document storage such as RavenDB. I...