i recently joined this forum and i am totally overwhelmed with the information available here.
I came to know about this site when i was searching for information on automated trading.
Here is the catch, i know a lot about automated trading and now not able to decide which one will be good for trading from home.
I have first hand experience in automated trading at an investment bank but never traded at home.
I am proficient in development in C#, R and python. I enjoy coding in R a lot but more inclined towards python these days because of the vast resources available in python see them increasing.
I have been spending some time doing research and trying understand various backtesting frameworks, trading platforms. There are so many out there. And I am a bit confused on where I should start concentrating my efforts.
My requirement is as follows:
- should be event based platform so that my same trading strategy can work in simulation as well as live trading
- should support futures continues rolling (rolling of contracts) defined by certain criterion. (zipline added this a month ago)
i have been looking at zipline, pyalgotrader, backtrader for python based environments.
My plan is to use these platforms, hook the data (if freely available), do my research and then use IB for live trading (paper trading as well).
I got an account with IB and started looking at Trade station. Came to know about Ninja trader just last week. They both look promising but I am not aware of differences between them for automated trading.
I do not have time for manual live trading. I am going to do the simulations on weekends and then go live on weekdays and monitor them remotely.
Question is:
which trading platform and why? Ninja trader or Trade station. I am not interested in charts etc. Just a good event based api.
Which backtesting platform and why? ZipLine, Backtrader, PyAlgoTrader .. I need free or cheap data, paper and live trading support.
Any inputs from you will be appreciated. Thank you.