Any good open-source trading platforms for futures and stocks?

[RedDuke]

Ninja is ok if you don't need a lot of customization

you can customize it any way you want. No limits.

 

[RedDuke]

You're asking a lot - I use several different software environments.

Ninjatrader is terrible with hundreds of symbols - it can only handle a few hundred before it crashes. Restarting it extends the limits again (for a while) but then crashes again. Performance is slow when you have such large amounts too (i.e. multiple seconds between clicks).

In summary, Ninjatrader: Good for small symbol numbers, not good for thousands.

One worth looking at - it seems to have got more polished in recent months. Quantconnect's LEAN environment. It's based on C# but also incorporates Python and appears to be feature rich. Their Quantconnect environment allows you to use their data and "cloud backtesting" but the LEAN open source allows you to compile locally and do everything locally with no Quantconnect involvement. Charting was limited when I tried it several months ago though.

correct. If you need this large amount of charts, it will not work. I am not aware of any software that can handle it.

 

[jharmon]

correct. If you need this large amount of charts, it will not work. I am not aware of any software that can handle it.

The issue is the number of securities in the database - of course you can't have them all open! Amibroker handles that number of securities just fine for charting.

For backtesting Realtest is super-quick - just got it recently but only using it for daily data, AmiBroker is also quite quick.

Ninjatrader can't handle thousands of securities at all - it crashes (I forget the limit) but made it useless for portfolio backtesting of stocks. It does work well on FX though.

Choose the tool to suit the task.

 

[Overnight]

...

Ninjatrader can't handle thousands of securities at all - it crashes (I forget the limit) but made it useless for portfolio backtesting of stocks...

I've always wondered if that had to do with the way NT processes tick data, and how it trashes spinny drives.

Has anyone tried this on a pure SSD system with NT8?

 

[traider]

you can customize it any way you want. No limits.

You are limited by the way they have designed their software. For example you can't easily replace the broker layer.

 

[RedDuke]

You are limited by the way they have designed their software. For example you can't easily replace the broker layer.

Agree on this one. But at the same time not so hard. Establish multiple connections and this give you option to pick and choose which broker to use.

 

[toon]

I have the life-time multi-broker license of NinjaTrader. But the more I use it, the less I like it.

 

[RedDuke]

I have the life-time multi-broker license of NinjaTrader. But the more I use it, the less I like it.

we do not need 1000s of symbols on the same machine and it works great. NT7 had backtest issue due to single core, NT8 just rocks.

 

[Ninja Mobile Trader VPS]

I've always wondered if that had to do with the way NT processes tick data, and how it trashes spinny drives.

Has anyone tried this on a pure SSD system with NT8?

This is reason all of our servers are upgraded with NVMe SSDs and have a noticeable performance boost.

 

[traider]

I've always wondered if that had to do with the way NT processes tick data, and how it trashes spinny drives.

Has anyone tried this on a pure SSD system with NT8?

yes, it's definitely faster. SSD is too cheap to not upgrade nowadays