Dear ETers, I have several day trading systems I want to put them into live actions and I need some advice on the platform/broker/programming language.
The systems are trading very liquid ETFs and futures and I may further develop systems for FOREX. The time frame is from 1min to 1hr depending on the securities. I cleaned up 5 year tick data in python to make minutes bars and I built the original systems in R since I like their statistical libraries. So far I have tested some of the systems using quantconnect.com minute resolution and they generally agree with my R backtest results.
I can put some of the systems in quantconnect.com for live trading with IB or tradier but I prefer something I have better control and more reliable. I would also like to get live index option quotes so I can do my option model computation in R if that is possible (If using python I can either write my quant option codes in python or export the data to excel and call my old R functions).
I have seen so many trading platforms and I want to pick up one which I can use for longer time and could potentially handle more money if I can successfully scale up. I have been thinking about using python/R for IB but I have not found practical guidelines about day trading using IB and standalone python/R. I guess a simple hourly bar SMA cross live trading code example would be sufficient for me to get a better understanding about all the interfaces. As for my background, I am more towards the quantitative finance side using R/Python/Matlab for strategy development but I can also handle not so complicated c++/c# programming.
Any suggestion is appreciated. Thanks.
The systems are trading very liquid ETFs and futures and I may further develop systems for FOREX. The time frame is from 1min to 1hr depending on the securities. I cleaned up 5 year tick data in python to make minutes bars and I built the original systems in R since I like their statistical libraries. So far I have tested some of the systems using quantconnect.com minute resolution and they generally agree with my R backtest results.
I can put some of the systems in quantconnect.com for live trading with IB or tradier but I prefer something I have better control and more reliable. I would also like to get live index option quotes so I can do my option model computation in R if that is possible (If using python I can either write my quant option codes in python or export the data to excel and call my old R functions).
I have seen so many trading platforms and I want to pick up one which I can use for longer time and could potentially handle more money if I can successfully scale up. I have been thinking about using python/R for IB but I have not found practical guidelines about day trading using IB and standalone python/R. I guess a simple hourly bar SMA cross live trading code example would be sufficient for me to get a better understanding about all the interfaces. As for my background, I am more towards the quantitative finance side using R/Python/Matlab for strategy development but I can also handle not so complicated c++/c# programming.
Any suggestion is appreciated. Thanks.