I checked out the sponsor tickquest. I did not see that much info on their site.
Last night I think I might have come up with a cheap and easy solution for autotrading my intraday FX models.
I went into my Interactive Brokers account and downloaded their API package (did not cost anything!). This API package includes Excel DDE functionality.
On a spreadsheet I was able to see in cells what my positions are what size, etc. This is huge because I built all my models in VBA macros!
I also saw a thrid party API ($29 permanent license) that allows you to "push" orders directly from your spreadsheet into Interactive Brokers.
With the above tools all I need to do is generate a macro to run the model every 15 minutes (that's the sampling frequency I use) on incoming data from IB, run the calcs, and spit out the orders to IB.
Now I need to make sure this setup will be stable since it will have to run liquid interbank hours from 10pm NY time until 3pm NY time uninterrupted. I think I might buy a dedicated PC where I remove all unnecessary interruptions like screen savers, spyware scanners and other "lurking" processes.
But down the road I want to still investigate OpenQuant. I was experimenting on it on the free 30 day trial - it looks pretty powerful/robust.
