I want to implement a hybrid automated "scalping" trade system for stocks (AAPL, FB, QQQ) and EMinis. I need to create a .Net app that allows me to manually submit trades (OCO) to platform, then let a custom script manage the exits through the automation engine. However, I have not be able to find a platform that 1) will allow me to submit the orders from an app and 2) run in simulation mode against historical data (outside market hours).
NinjaTrader allows you to submit OCO orders and has an inbuilt Automated Trade Management (ATM), which allows you to define profit targets and a trailing stop. This can be tested in replay mode. The replay speed can be adjusted from a factor 1 to 500.
If you want to code exits other than fixed targets, a fixed stop or a trailing stop, this would require a custom strategy, which is more complex to code.
You can download the free version of NinjaTrader, then download replay data for ES 09-12 and test it.
The following user says Thank You to Fat Tails for this post:
Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.
Need help? 1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first. 2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses. 3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make. 4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance. 5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers. 6) Help using the forum? Watch this video to learn general tips on using the site.
If you want to support our community, become an Elite Member.