Quote from tickzoom:
To make it easy to quickly "implement" a trading idea with python (I know python) that will serve a group of people (not just yourself) requires enormous work.
It's because you need basic plumbing to load and process the data, synchronize it for multi symbol portfolio trading, handle generating bars in multiple time frames, handle processing of various types of orders (simulated unless you're using tick data). If using tick data , you have many months of work to get the performance down to anything acceptable.... the list goes on and on and on.
I want to propose to you a possible simpler and quicker option to use python.
have you heard of IronPython? It's a free python implementation which runs on .NET instead of the python parser. That means it's fully compatible with C#, VB, etc.
That also means it can interact with already existing C# objects and so on.
Well, some people have suggested adding python to the tickzoom project.
The best way would be to do it using IronPython.
tickzoom already has all those facilities and plumbing above (and many more) for historical testing and easy switch to live trading.
No actual paying user of tickzoom as requested python but it's on my list only because I find the idea very interesting personally.
If you're at all interested in doing this, I have a free trial for tickzoom to let you look into it.
If you think you can do it, I'll give you the exclusive opportunity to using the free trial as long as you need to get IronPython working. If you get it working, I'll give you a free license so you can run it live.
I think the market for this financially is very, very small--almost non-existent. I'm only offering this because it's very interesting technically and "geeky" so I'll be happy to support you however I can to do this.
If you want to discuss further, just sign up on the waiting list (on my signature) and reply to the emails--that's my real personal email used for the list. I don't get PMs or email notification on elitetrader.
Wayne
Thanks for the opportunity; I'll keep it in mind. Although, I hadn't planned to carry it that far (full blown real time)... just yet. I'm still very much a neophyte to python.
My main objective was for this to be an experiment where participants had an opportunity to learn how to do something (simple backtesting etc...) like this with an open source language.
Thanks again, for the feedback. I'll try to get a look at iron python when I get a chance.
