Algorithm Trading System Design Question

rca420

Newbie
5 0
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

Experienced member
1,665 256
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

Experienced member
1,868 97
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.
 
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