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Executing strategies using Matlab
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Executing strategies using Matlab

  #1 (permalink)
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Executing strategies using Matlab

Hello,

I have developed a script based on evolutionary computation in Matlab. The script generated several strategies that look very promising at this first R&D level.

I would like to find the best way to take these strategies to the market. The strategies use indicators that are not available in other execution platforms, so I need to use Matlab in this process.

I already have Ninja Trader and MultiCharts and I have accounts with MBTrading, Mirus and Dorman using ZenFire feed.

Matlab can compile in dll's or create Java, Excel, .NET components or create generic COM wrappers but I have never used these features.

Also, I have never used API's and have no experience in this area.

I need a solution to execute the strategies using the logic and indicators from Matlab.

What is the most effective solution that you recommend?

I am looking forward to your response

Gomad

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  #3 (permalink)
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Do you already get your data from MatLab ?
Or do you want to use one of these trading software to get them, and push that to MatLab (or asking MatLab to pull them) ?

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  #4 (permalink)
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CQG IC, RTS RTD Tango, and X_Trader Pro can talk to Matlab via COM or sockets. There are also Matlab to IB and Matlab to FIX packages available.

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  #5 (permalink)
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data to and from Matlab


sam028 View Post
Do you already get your data from MatLab ?
Or do you want to use one of these trading software to get them, and push that to MatLab (or asking MatLab to pull them) ?

Sam,

I am not sure, but I think the best would be to find a way to send the data from Zenfire to Matlab so that we can generate the signals and than send the signals back to Ninja to be executed.

Today we will finish a new version of our script that will use the Nvidia GPU power and tomorrow I think we will be ready to investigate this further.

Any suggestions you have are very much appreciated....we have never done this two way communication Ninja / Matlab.

thank you

Gomad

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  #6 (permalink)
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Matlab connection


MXASJ View Post
CQG IC, RTS RTD Tango, and X_Trader Pro can talk to Matlab via COM or sockets. There are also Matlab to IB and Matlab to FIX packages available.

MXASJ,

Thank you very much for your response. I will look at all the sites you mentioned.

You mentioned COM, sockets, FIX and I understand that another possibility is dll's..

Which do you think is the best solution?

Thank you

Gomad

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