Quote from electron:
Pardon my naive, perhaps, question, but what exactly do you expect to get from this that you may not get by using Amibroker that seems to be better suited for this kind of task than most other retail products in its class?
Processing more data? Is that what you are basically after?
The questions is a perfectly reasonable one. The reason for these sort of systems as opposed to canned systems like AmiBroker or NinjaTrder etc, is that
a) you have the power of a real
interactive language, python, which makes the entire system
scriptable
b) the power of unix (awk sed perl etc etc)
c) complete source to the underlying mechanism for executing strategies.
d) Is automatically 64-bit if run correctly for handling huge amounts of data autotmatically.
e) It is extremely powerful, simple, and free.
f) You can bind to thousands of python libraries.
g) highly adaptable
That means that just about anything is possible. With many canned software trading systems, they solve one or two problems, most of them are highly geared towards the sort of systems that are chart based. Since they are not open source or are written poorly, it makes it more difficult to massage it into what you need. For example, try plotting the indicator of an indicator in Ninja. Try testing or realtime trading a system that is defined by multiple symbols/legs. Try hooking up Ninja to use CUDA.
He has done quite a bit in the infrastructure already, and with a little more, it could turn into an amazing realtime system as well.
It is not just processing more data. It is the way the system helps or aids in the analysis of more and more complex ways to test/trade, and making it a joy to do so.