Sterling API using VB

blueraincap

blueraincap

I am trying to build an automated pairs trading program using Visual Basic. It is the only programming language i know but I have only used it to build standalone programs. It is my first time using it in finance and API.

Has anyone used VB in building a system for Sterling/Lightspeed/etc? How is the performance and stability? Also, I have never seen/read any trading system codes, where can I find samples that I can learn from? In other words, I know the VB language itself but without any experience applying it to trading systems, so where can I get myself up to speed?

Thanks a shitload.
 
besides learning from a mentor, where does one go about starting programming a system? He should look at the sample codes. where can i find any?
 
Quote from blueraincap:

besides learning from a mentor, where does one go about starting programming a system? He should look at the sample codes. where can i find any?
More...

How about Sterling/Lightspeed? Usually API provider attaches some basic examples. Those are not ready to go systems but at least some examples of functionality that can be incorporated into a system; IB API has examples in VB. Try TWS API forum on Yahoo - some code is posted in files section (again not ready to go systems).

Next source would be open source code like tradelink (google). In addition some "programmable" commercial platforms have some examples in civilized languages like .Net.

Books, Internet pages: check Amazon and you find few general books about system design to get some ideas. Again nothing ready to go but at least good starting point.

VB is ok for anything because it is basically different syntax (faster coding) of C# in modern .Net. Both compile to the same code and are very similar.
 
Quote from blueraincap:

besides learning from a mentor, where does one go about starting programming a system? He should look at the sample codes. where can i find any?
More...

I might be able help you out... I've built out a VBA to Sterling order manager a few years back that I no longer use.

It automatically takes orders from any text file, allocates, assigns risk, and then executes through sterling. Its been a few years since I've used it since I've moved to a firm that uses in-house software (not sterling).

PM me if you want some guidance.

Mike
 
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