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trading platform would depends on definition, keep in mind you can tie matlab to IBKR API as well as CQG API... so it is all on what one would define as "platform" ... also, TradingSolutions from ND does support GPU's.. but at the end of the day, the question is what is the purpose? if you cant code or take advantage of the parallelism of GPU's.. what would you get out of it?
I find GPU's useful for finding opportunities in the misspricing of options that might generate arb opportunities... easy to go through a universe of options where you evaluate every single tick as an event to determine if there is still parity and if there isnt then an opportunity might be present.. or when trying to find opportunities when doing arb on ETF's that track a similar index but that are weighted differently... other than that, GPU's have no use or value to the regular/average retail trader...
so I am curious to know how you would use it, given that you are looking for a platform that supports it...
Mainly to play. I'm a trader, yes, but I'm also a geek who loves computer tech.
Would be fun to build a beast of a system with quad gpu's just to see some CUDA crunching for a backtest or optimization.
But your point is well taken, to make full use of such power you really need to know what you are doing. I really would need to learn Matlab and also finish building my personal SQL server tick database, two things that aren't likely to happen soon due to time If only I could build a quad gpu system to magically give me more hours in the day...
Back on track, I am sure a wrapper could be built inside MultiCharts PowerLanguage to call a DLL with C++ which then uses Matlab to run the CUDA crunching and return a small dataset back to MultiCharts so it could make use of it. But if you are in this deep, probably best to just bypass MultiCharts altogether.
sysot1t, I haven't used matlab for quite some time, could you expand upon what support it has incorporated for OpenCL? Searched a bit and found a commercial CUDA package called Jacket for Matlab, they also have a C/C++ library called LibJacket.
Traderlink, just using this thread to thank you. I landed on your website searching for a solution to connect Amibroker with Sterling API. I'm yet to implement that, but from the looks of it you are doing a great job!
1/ volume charting capability with Interactivebrokers datafeed?
2/ Gom volume ladder type feature to parse the bid ask volume spread using above data feed
High data granulity is not the paramount requirement. If the above is not available, how do we go about implementing a rough and dirty of the above in C#
The thing is high data granularity is a requirement to implement a footprint chart (ladder), it will just be a work of fiction otherwise. It would be like constructing a 1 minute chart from hourly data!
Because IB have always published there API there are a ton of projects to help you get going, if you are prepared to use J# that might be a better bet as it is how IB support .net I am told.
I think you might have mis judged what the thread is about there is not one specific "this open source platform" though a couple of potential candidates where mentioned. Finally the idea nevere really germinated ( hardly surprisingly) last activity was nearly a year ago.
Edit: Having said that it would be good to resurrect as a place where people could post about open source projects they come across.
1. yes for IB. yes for volume-interval bars. yes for charting. volume bars can't presently be charted although this is easy to add (few lines of code). charting for volumes in a given bar isn't supported, this is fairly easy to add (probably 10-30 lines of code).
2. not familiar with GOM volume ladder, although people have built many different custom bar types and indicators in tradelink so you may want to ask on the mailing list. tradelink-users | Google Groups
there are also 100+ technical indicators built in with a gui for strategy building, so there may be something close to what you're wanting already.
If only I could build a quad gpu system to magically give me more hours in the day...