Algorithm Trading System Design Question

[rca420]

Hi all,

I've been trading the e-minis for quite some time now and would like to automate my strategy by using IB's API. I have some programming knowledge in Java, and my question is to those who have wrote their custom trading system. How is your system is designed in terms OOP? Like how is it broken down in piece? Do you have a Order Management Class etc. I hope my question is clear. Thanks in advance!

 

[donaldduke]

Hi all,

I've been trading the e-minis for quite some time now and would like to automate my strategy by using IB's API. I have some programming knowledge in Java, and my question is to those who have wrote their custom trading system. How is your system is designed in terms OOP? Like how is it broken down in piece? Do you have a Order Management Class etc. I hope my question is clear. Thanks in advance!

Look at some of the free frameworks that are around:

there is a thread over at elite trader that has links to various frameworks:

http://www.elitetrader.com/vb/showthread.php?threadid=200697

 

[HowardCohodas]

I'm a retired software engineer and have written several trading strategies in several different languages. Were I to do another one today, I would likely use Prdigio, a ThinkOrSwim component, to implement it. It is a GUI based strategy development environment where you not only do back testing but build it up to sending you signals and/or automatically trading your strategy.

 

[intradaybill]

If you automate you you miss all the fun...