my platform TradeProject (www.TradeProject.de) is written in native C++ and it offers an interface to indicators and strategies. The platforms comes with an IDE to develop custom indicators and trading-strategies which are C++ files. You also need the MS-SDK which installs the compiler, includes and library needed for development.
Unfortunately I do not know if it works under Linux, but if you have any other questions I will try to help.
Is MFC the recommend way to write windows applications still? I never quite figured out how Windows programmers choose their toolkits, and when I ask most developers, they all just say use .NET.
I do NOT think that MFC is the recommended way to develop Windows-Apps. I think most people will recommend and .NET (as you already mentioned) language like C# or new: F#.
But I like C++ and the MFC and so it is for me the best way to develop.
