C++ Backtesting to API
- Thread starter Maverick1
- Start date
For backtesting and research. the first step should be to create a local database, and update it timely.
Then backtest on it, ie. create signal algorithms and find the best ones over multiple timeframes.
If finally found some algorithms, then go live.
But these are multiple projects, you will need much time to build it all, I guess 4+ months, of course depending on the manpower you have avail.
Then backtest on it, ie. create signal algorithms and find the best ones over multiple timeframes.
If finally found some algorithms, then go live.
But these are multiple projects, you will need much time to build it all, I guess 4+ months, of course depending on the manpower you have avail.
was referencing the 'go live' part. Have you automated yourself?
Yes, using IB's TWS C++ Unix API on Linux some years ago, but I hadn't finished it as it's a big project and I was alone on the project and some other things happened, so that I had to stop the project.
If you can pay me, I can look again at it.
Robert Morse
Sponsor
We offer Realtick for automated Future. The cost is $425/month plus market data.
https://www.lightspeed.com/trading-platforms/realtick-pro-and-express/realtick-platform-features/
https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi
Bob
I don't understand the question ... As far as writing code? If you test in C++, that should not be a challenge for you.
Robert Morse
Sponsor
I guess the best way to answer is:
- Test your code with a demo route.
- Test your code with 1 lots, live.
- Scale slowly as your confirm your code works and so does your strategy.
You must be a veteran/very experienced programmer. It's not that trivial? It's one thing to work with text files, another to deal with an idiosyncratic API, sockets, wrappers etc. Take a look at IB's tutorial on YT for example, not that instructive. I'm surprised there aren't any decent courses available online that give you a sample implementation...
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K, understood, but I am still not clear if you wish to do it yourself or would rather have someone else build it for you? Big difference in first steps to take.
Why do you specifically mention C++ in your question?
Many people have automated trading up and running. You are not the first person who goes that route.