Need suggestions on developing my own ATS to trade FX

const451

Newbie
Messages
2
Likes
0
Hi guys,

I am a graduate financial engineering student and I am planning to develop my own ATS using C++ on Linux platform for trading in FX market. I want to do it for educational purposes but it will be great if (and I hope so) it turns out to be profitable. I am good at C++/C# programming, I've learned and I am still learning financial theory, but I do not know much about market microstructure and I have no experience in trading.

At the Phase 1, I want to develop a simple system, a framework, that will allow me to start trading using a simple strategy. The system should connect to a broker; do signal analysis for outliers; execute a simple strategy; do order processing. Backtesting I'll be doing manually in R or MATLAB. I do not expect it to be profitable yet.

1. What is a good open source system in C++ that I can adapt/reverse engineer? This is probably the best way to start for me. I know about Marketcetera, but that's in Java and for trading equities only, I think. TradeLink is in C# and it's for equities and FX, so maybe TradeLink.

2. A good broker that offers API for FX trading, API that I can consume from C++. I know about Oanda but they charge $600/month and that's too much. I want to start with ~2K account.

I am looking forward to any suggestions that will help me with this project.

Thank you!
 
I use the FX trading api from Gain. They offer free demo account and don't charge for api access in production.

I've got an implementation I wrote myself in Java but it's just a webservice so no reason why you couldn't do the same in C#/C++.

Personally I found it quite easy to write the whole trading system (apart from the time taken) bu tI do have experience of doing this as a full time job. Apart from the Gain connectivity, I've implemented an signal generation and execution framework that lets me do things like trailing stops.
 
I use the FX trading api from Gain. They offer free demo account and don't charge for api access in production.

I've got an implementation I wrote myself in Java but it's just a webservice so no reason why you couldn't do the same in C#/C++.

Personally I found it quite easy to write the whole trading system (apart from the time taken) bu tI do have experience of doing this as a full time job. Apart from the Gain connectivity, I've implemented an signal generation and execution framework that lets me do things like trailing stops.

FXCM may offer something of interest
 
Forex.com guys are unscrupulous:

http://www.nfa.futures.org/news/newsRel.asp?ArticleID=3676


I use the FX trading api from Gain. They offer free demo account and don't charge for api access in production.

I've got an implementation I wrote myself in Java but it's just a webservice so no reason why you couldn't do the same in C#/C++.

Personally I found it quite easy to write the whole trading system (apart from the time taken) bu tI do have experience of doing this as a full time job. Apart from the Gain connectivity, I've implemented an signal generation and execution framework that lets me do things like trailing stops.
 
Top