Automated trading

[trendspotter]

I'm thinking of putting together an automated trading system using a DDE feed into Excel and somehow linking it to myJPAT futures trading software through GNI. I'll be using EMA crossovers and other simple decision calculations to generate buy/sell signals. Does any body have any experience of this or other ideas?

 

[Henry]

I do automated trading with IB, but don't know anything about GNI. Getting the automation done is the easy bit, the trouble I have is in finding a mechanical trading system that works reliably. Have you backtested your crossover system with a reasonable amount of data?

H.

 

[oatman]

Trendspotter,

I'll be interested if you can get into J-Trader. I was wondering if there was a way to utilise their prices but I reckon you'll have a problem getting past their security. If you could access their prices then, surely you could get into the trading system.
I use P&F 3x3 and 2.5x3 to generate signals on Ftse Future. Also I use 21 and 55 Indexia MAs on a 1min. They might help you in.

Good luck,

 

[trendspotter]

I have used Metastock end of day backtesting but not yet tried their intraday software for backtesting. I've been experimenting with 5/15 ema's which has looked quite good apart from the usual problems in a sideways trend. I've heard of IB but don't know who they are. Is it easy to set up an automated trading system with them? I used a feed and charts from ird.com who seem to be pretty good.