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platform for automated trading
- Thread starter ytr30
- Start date
If you mean 'Easy Language', that is a tradestation language. Google tradestation. I believe multi charts also supports easy language.
If you mean 'easy to use language', I would recommend tradelink :
http://tradelink.googlecode.com
TradeLink is :
* free and open source.
* Supports any .net language (f#, c#, c++, vb, etc)
* works with 12+ brokers for live trading out of the box
* has super fast tick based backtesting
* 2.5 years in existence, 10,000+ downloads, 50 commercial users and 100-user mailing list
http://tradelink.googlecode.com
If you mean 'easy to use language', I would recommend tradelink :
http://tradelink.googlecode.com
TradeLink is :
* free and open source.
* Supports any .net language (f#, c#, c++, vb, etc)
* works with 12+ brokers for live trading out of the box
* has super fast tick based backtesting
* 2.5 years in existence, 10,000+ downloads, 50 commercial users and 100-user mailing list
http://tradelink.googlecode.com
Quote from VT96:
How does tradelink make money since their software is open source?
Do they have some special agreement with the dozen brokers they connect to?
I'm just curious.
open source software is service based instead of product based like a piece of shrink wrapped software that you could find at best buy. the project owners probably offer paid training or support to their customers. some open source projects will let paying customers prioritize bug fixes, or make feature requests.
I' ve heard of PT Multistation. It may be good variant. Need your opinion, any comments?
I wouldn't use those 3rd party platforms. They are missing so many of the features.
In my opinion the only way is to go directly to the broker
In my opinion the only way is to go directly to the broker
Quote from WhiteOut56:
I wouldn't use those 3rd party platforms. They are missing so many of the features.
In my opinion the only way is to go directly to the broker
This was my initial thought, that if we're going to go through the trouble to program in C++/C#, back test off tick data files using Matlab and other statistical software, why don't we plug the program directly into the market? I guess I'm just totally uninitiated on how to go about doing this. Any good source reading or information?
the tradeoff is doing everything in house is time consuming and not a good use of energy.
you want a platform that gives you most of what you need, and then lets you build or add anything else.
in tradelink our connectors support a standard set of features that allows strategies and applications to be portable across brokers and data feeds.
However, tradelink also support custom-broker features. You can query any broker to see what features it supports. This can be used for example to simulate an order modify command (using cancel replace), if a given broekr doesn't support this. But if it does, you can modify orders using native broker feature if you choose.
Similiarly, not every broker/feed provides historical bar data.... so in tradelink we provide a way to see what features a given broker supports and take action accordingly.
This also allows you to add custom features, just as if you were working with the broker api directly. However with tradelink you're only adding what is missing, and not constantly reinventing the wheel.
TradeLink is open source and free and supports 10+ brokers and 3 data feeds :
http://tradelink.googlecode.com
you want a platform that gives you most of what you need, and then lets you build or add anything else.
in tradelink our connectors support a standard set of features that allows strategies and applications to be portable across brokers and data feeds.
However, tradelink also support custom-broker features. You can query any broker to see what features it supports. This can be used for example to simulate an order modify command (using cancel replace), if a given broekr doesn't support this. But if it does, you can modify orders using native broker feature if you choose.
Similiarly, not every broker/feed provides historical bar data.... so in tradelink we provide a way to see what features a given broker supports and take action accordingly.
This also allows you to add custom features, just as if you were working with the broker api directly. However with tradelink you're only adding what is missing, and not constantly reinventing the wheel.
TradeLink is open source and free and supports 10+ brokers and 3 data feeds :
http://tradelink.googlecode.com