Help for a new algo trader...

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yertleturtle

I am a software engineer with expertise in JavaScript (including node) and Python. I am interested in creating my own trading system. I am most interested in testing my system against various forex pairs. I am also a mac user.

What trading platform should I use for creating and testing my system? I would like to see charts and be able to automate trading. Is there free or cheap data I could also use for testing purposes? Ideally, I won't have to learn a new programming language but if so I would like a language that has relatively low overhead.

TLDR - best mac friendly platform for writing custom trading strategy and is also forex friendly.

Any help is greatly appreciated.
 
If your a competant Python programmer, look up some of the python libraries such as NumPy, Pandas, Matplotlib I believe it's called. Also theirs a couple others I've seen mentioned called zip line and scikit which I believe is more of a machine learning tool. Quandl and Yahoo provide some pretty decent free data. Might not have everything you always want

You really wouldn't need a software since the brokers you'll want to work with will offer an API.

I myself use AMibroker (EOD, I get my signals in the evening and place orders for the morning) which uses its own AFL proprietary language which is a lot like C but simpler but theirs guys that are very competant and run with R plugins or use their own plugins to run C#, Python,C++ vbscript.

Your going to get hundreds of opinions and this and that. I suggest you'll learn a lot from digging through what's out there and the ups and downs of different options available.
 
yertleturtle said:
I am a software engineer with expertise in JavaScript (including node) and Python. I am interested in creating my own trading system. I am most interested in testing my system against various forex pairs. I am also a mac user.

What trading platform should I use for creating and testing my system? I would like to see charts and be able to automate trading. Is there free or cheap data I could also use for testing purposes? Ideally, I won't have to learn a new programming language but if so I would like a language that has relatively low overhead.

TLDR - best mac friendly platform for writing custom trading strategy and is also forex friendly.

Any help is greatly appreciated.
More...

In python pandas etc are libraries for time series analysis and scientific computing; useful but not a trading system in themselves.

Quantopian is one of the best turnkey "cloud" systems. The open source framework behind it is zipline

My own project - pysystemtrade is in the early stages, just a back testing framework though it will eventually become a complete system)

Some other backtesting projects at various stages
- BT
- pythalesians
- pyalgotrade

I've written a series of posts on how to wire up python to interactive brokers if you are happy to do everything else. Interactive brokers is probably one of the best options for retail automated trading.

quandl.com is indeed a good place for data and includes API's for most languages to get it.

That should get you started...

GAT
 
I've used all the python libraries you mentioned and I think that is a good strategy for developing a system and backtesting against historical data but there isn't a way to go from there to placing orders that I am aware of. I appreciate the input!
 
I discovered quantopian.com and will give it a look. I also found cloud9trader if anyone has an opinion in it as well. Thanks for all the input!
 
Quantopian is fine, but limited. There are no options to generate signals based on tick-bars or range-bars or volume-bars. I believe their finest resolution is 1 minute bars.
Other platforms are much more robust.
 
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