I've used the search feature, but so far I'm not finding exactly what I'm looking for here.
Can anyone direct me to some good information/posts concerning actually setting up a live automated trading strategy (ie. taking it from forward testing into the realm of actual trades being placed). Everything from order management (ATM, etc.), brokers (I trade YM and currently use TOS, which can't interface with NT7, so I'll be opening a new account somewhere), tips and tricks, things to watch out for, etc.
I (like everyone else, I'm sure!) have a strategy that is very simple, does not rely on speed or precision "no-slippage" fills, and has provided solid back, forward, and live test results in NT. It's a simple swing strategy, and averages only about 8-10 trades per month (so it's far from HFT). I have traded it in real time for 3 months manually (ie. I look at NT7, when it fires an order I manually place my order in TOS) and it has made me some money and performed exactly as tested. The only problem with trying to trade this manually is that I just took a new job where I will be driving literally ALL the time (engineering sales, ftw).
So, I want to try setting this up to run in real time, automated, through a broker (even if it's a demo account at first) because I know there is probably a huge difference between seeing it real-time through Ninja's SIM101 account vs. actually executing trades through Mirus, AMP, etc.
Can anyone direct me to some solid information regarding this process? Can anyone point me to any good threads or discussions on setting up a new system to go live, issues with programming for ATM and how I can make sure I send OCO orders to the broker (so they aren't monitored purely in NT7)? As soon as I have an entry I enter my OCO and it never changes (unless exit at EOD). I would hate to assume my programming would exit a trade only to find out that NT7 crashed and my stop order never fired. I've never used any advanced order types in NT7 for backtesting, so I need to make sure that I have my ducks in a row. I always just use basic stuff like and enter on next bar, and then check conditions for stops and targets. I need to make sure I actually go ahead and send these OCO orders to the broker with my entry market order.
So yeah, strategy is fine, but executing it in real time in an automated manner is where my concern lies. I am open to any and all suggestions regarding 1) what issues I really need to be aware of, and 2) where I might look for answers or advice.