What platform do you use to run multiple intraday strategies?

[fan27]

I am currently working on a project which uses Machine Learning to find winning strategies with the end goal of being able to generate platform specific code so that the strategies can be run in another platform. I have started to look at some retail packages (Multicharts, NinjaTrader) but wanted to hear from actual users to learn what platforms can adequately handle running multiple intraday strategies simultaneously without any problems. I don't want to go to far down a particular road only to learn the platform chokes when used in a real production situation.

thanks
fan27

 

[Robert Morse]

Check out RealTick:

https://www.lightspeed.com/trading-platforms/realtick-pro-and-express/realtick-platform-features/
https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi

REALTICK API® OVERVIEW

RealTick is an open platform, providing infinite possibilities. Software developers can write custom trading, risk management and analytic applications using the RealTick API (Application Programming Interface). Our robust, easy-to-use Windows-based APIs provide programmers and trading businesses with the framework to access the information they need.

MULTI-PROGRAMMING LANGUAGE SUPPORT

• C++
• C#.NET
• FIX
• RealTick Scripting
• RealTick for Microsoft Excel™

SUPPORT FOR WINDOWS AND LINUX OPERATING SYSTEMS


We can offer Equities, Options and Futures this way. Happy to talk anytime, Just send me an email.

Bob

 

[traider]

Check out RealTick:

https://www.lightspeed.com/trading-platforms/realtick-pro-and-express/realtick-platform-features/
https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi

REALTICK API® OVERVIEW

RealTick is an open platform, providing infinite possibilities. Software developers can write custom trading, risk management and analytic applications using the RealTick API (Application Programming Interface). Our robust, easy-to-use Windows-based APIs provide programmers and trading businesses with the framework to access the information they need.

MULTI-PROGRAMMING LANGUAGE SUPPORT

• 
  
  
  • C++
  • C#.NET
  • FIX
  • RealTick Scripting
  • RealTick for Microsoft Excel™

SUPPORT FOR WINDOWS AND LINUX OPERATING SYSTEMS


We can offer Equities, Options and Futures this way. Happy to talk anytime, Just send me an email.

Bob

Is RealTick tied to only Lightspeed? What are the comms like for forex if monthly volume is > 100M?

 

[Robert Morse]

Real Tick is a broker Nuetral platform. I have no idea if they offer forex, I assume you are not talking about FX futures which it does.

We don’t offer Spot or non-deliverables.

 

[MattZ]

I suggest that you finish your research. Then, decide on the language that best suits your logic.
Then decide on the platform that best suits the language. You may find that a direct API could work better than any platform.

 

[patrickrooney]

@fan27 Running multiple intraday strategies simultaneously shouldn't be a problem on any modern, advanced, platform. Take a look at the TT platform. https://www.tradingtechnologies.com/tt-platform/

Regarding machine learning, Trading Technologies has made a large investment in that area and you may read about our initial efforts in machine learning here: https://www.tradingtechnologies.com/solutions/artificial-intelligence-trade-compliance/

 

[Rickshaw Man]

Check out RealTick:

https://www.lightspeed.com/trading-platforms/realtick-pro-and-express/realtick-platform-features/
https://emsportal.ezesoft.com/download.aspx?sidenav=rtapi

REALTICK API® OVERVIEW

RealTick is an open platform, providing infinite possibilities. Software developers can write custom trading, risk management and analytic applications using the RealTick API (Application Programming Interface). Our robust, easy-to-use Windows-based APIs provide programmers and trading businesses with the framework to access the information they need.

MULTI-PROGRAMMING LANGUAGE SUPPORT

• 
  
  
  • C++
  • C#.NET
  • FIX
  • RealTick Scripting
  • RealTick for Microsoft Excel™

SUPPORT FOR WINDOWS AND LINUX OPERATING SYSTEMS


We can offer Equities, Options and Futures this way. Happy to talk anytime, Just send me an email.

Bob

Realtick, man I haven't heard about them in a long time. They use to be the best, well not like CQG best, but 18 years ago they were good.

 

[Robert Morse]

Realtick, man I haven't heard about them in a long time. They use to be the best, well not like CQG best, but 18 years ago they were good.

IMO, there is no best. Software is just a tool. you want the "best" tool for your needs. That is why we offer a number of choices for equity/options and many for Futures.

 

[lindq]

I am currently working on a project which uses Machine Learning to find winning strategies with the end goal of being able to generate platform specific code so that the strategies can be run in another platform. I have started to look at some retail packages (Multicharts, NinjaTrader) but wanted to hear from actual users to learn what platforms can adequately handle running multiple intraday strategies simultaneously without any problems. I don't want to go to far down a particular road only to learn the platform chokes when used in a real production situation.

thanks
fan27

Investor/RT at www.linnsoft.com

 

[qlai]

platform chokes when used in a real production situation

Once you start talking performance, you need to be more specific, at least for intraday strategies. Number of instruments, type of market data, number of orders, latencies, Colo, hardware, etc. Appears to me vendors are nowadays favoring to let users run strategies out of vendors own servers to achieve performance. Not sure if that is an option for you.