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A new (open source?) trading platform
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A new (open source?) trading platform

  #1 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,217 received

A new (open source?) trading platform

Hey guys.

Over the past year a good half dozen or more of you have told me that you are writing your own trading platform. Each of you have your own reasons for writing your own platform, but I think the one thing in common with all of you is that you were unhappy with the platforms that already exist in the market.

A lot of you guys are really brilliant programmers, and excellent traders to boot. I've often wanted to try to find a way to get you together to work on a new trading platform in a joint manner. It seems like a lot of wasted resources to do it independently.

So, I finally just decided to start this thread. I am unsure what kind of traction to expect. Obviously, there are a lot of things to consider when developing a new platform. Everything from the language and architecture, to licensing and pricing, to features and support.

I would just like to say that I will offer up any resources I can to try to bring you guys together to create a joint team.

I think to get us started it might be beneficial for those of you have already started writing your own platform to step up and reply with at least the core fundamentals (language, vision, license) of your new platform, then we can step back and take an inventory and see where we stand.

Mike

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Italy (IT)
 
Futures Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker/Data: Rithmic
Favorite Futures: CL, Brent, GC, TF
 
LukeGeniol's Avatar
 
Posts: 1,501 since Apr 2010
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Custom Platform.


It would be fantastic, I've always thought to the possibility of a custom platform.

Luke.

Take your Pips, go out and Live.
Luke.
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  #4 (permalink)
Elite Member
London
 
Futures Experience: None
Platform: MC & Ninja mainly
 
Posts: 130 since Jan 2010
Thanks: 3 given, 47 received

Zenfire has sample code for .NET & C++. It compiles and allows you to get ticks into your application. Not a bad starting point. I guess that's one of the first choices is whether to use a managed framework or roll your own.

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  #5 (permalink)
 R.I.P. 1960-2010 
 
Futures Experience: Advanced
Platform: NinjaTrader7
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Posts: 2,099 since Nov 2009
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Open Source Platform

I had offered to help NetTecture test & develop a GUI (if he would let me) for his proposed platform and of course Zondor was interested as he had met him on-line previously and thought it was in interesting idea. Nothing happened so far... (Maybe this will give him a push.)

Then beta NTs got better and better. By this point we pushed the development of the ladder & persistent indicators, and even got NT talking out our alerts on line and then complex conditions, etc. & stopped worrying as we felt we had a great discretionary platform and were anticipating all the great things with IQ &/or Kinetick.

Now, there has been the problem with historical data and am thinking for back-testing and strat development there needs to be something else. Until NT 8?

R.I.P. Andy Zektzer (ZTR), 1960-2010.
Please visit this thread for more information.
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  #6 (permalink)
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wh's Avatar
 
Posts: 538 since Jun 2009
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there is enough stuff in the air. the problem at the first time is to find a broker api and a good testing army.

what are the goals of "our" framework?

- indepent
- c api for real algorithmic trading
- fast without lags
- forex / future / options
...

to build this we must make a model on a paper/uml.

look at codeplex for example:
CodePlex - Project Directory

i believe sefstrat is a good adress.

Causality is the relationship between an event (the cause) and a second event (the effect), where the second event is a consequence of the first.
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  #7 (permalink)
Elite Member
Asia
 
Futures Experience: Beginner
Platform: NinjaTrader, TOS
 
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Let me preface this by saying I'm an absolute crap programmer, but here are some thoughts and the logic process I've had on a "roll my own" platform over the past few months:
- What do I trade and do I want the same platform and analytics for stocks/futures/options?
- Do I need charting in the same platform?
- Do I need data warehousing and backtesting in the same platform?
- What type of execution latency is accepatble?
- Having decided the instrument(s) I want to trade, what APIs are available?

For now, I've come to the conclusion that Ninja meets my requirements, though it is not ideal. I try to keep my trade logic platform agnostic, and to that end I'll be a Matlab owner and user this year so that I'll have a common trade execution and analytics platform that I can use with some of the widely available commercial trading platforms if I move on from Ninja. Matlab can talk to IB, TT, PATS, RTS, CQG and others though some work is required. If I get good at Matlab and trading programming in general that is also a marketable skill, should the need arise.

The alternative (in my view) is a from-scratch effort to develop a ISO C++ or Java platform on Linux, though that will limit who you can connect to. Again also a (very!) marketable skill.

IMHO creating another .Net multi-asset, multi-broker trading platform is not worth the time. Also weighing in on that thought is my style of risk management and how that risk is calculated, monitored, and adjusted.

In the end a trading platform is just a tool you use to express your opinion about the market.

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  #8 (permalink)
Elite Member
Italy (IT)
 
Futures Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker/Data: Rithmic
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LukeGeniol's Avatar
 
Posts: 1,501 since Apr 2010
Thanks: 408 given, 974 received

from existing one?

BTW an idea could be to build one from some good existing one that provides api, lately it seems to take interest T4 platform from CTS, very fast and seems accurate feed too.
Anyway one simple no frill platform, fast and realible, would be ideal.

Luke.


P.s. It seems there's no much interest in this topic.

Take your Pips, go out and Live.
Luke.
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  #9 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
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I think the right people haven't seen the thread yet. I can't remember everyones names is part of the problem -- but a lot of people have told me over the last year they've got code already started, not just an idea but actual work done.

So hopefully they'll find this thread and we'll see if there is any interest in working on a group project. I guess it will depend on their objective.

Mike

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.

Reply With Quote
 
  #10 (permalink)
Membership Revoked
 
Futures Experience: Beginner
 
Posts: 1,081 since May 2010
Thanks: 2,092 given, 595 received


SourceForge.net: Download and Develop Open Source Software for Free

Better join an existing active trading program project ?

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