Automated trading

[scpope]

Hi,

I've read several posts were people mention their own automated trading system, most of them trading forex. Given a reasonable programming knowledge of VB5 and some experiance with excel VBA. Is this something I could tackle?

Where is the best source of information, and is this done using dll's from the trade execution company, or via web page parsing and html?

A large subject I know, but some pointers would be appreciatted. If anyone had a system they could remove their trading rules from and share it would also be appreciatted!

Thanks ThePope

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If you don't ask you certainly won't get

 

[SvenFoster]

A lot of traders use

www.interactivebrokers.co.uk which has an API for Programming, Others use charting systems such as tradestation etc.

Some forex brokers will give you APIs.

I'm currently evaluating www.cms-forex.com
It lets you trade from the chart, move stops by dragging them etc. It also lets you program you own indicators as well as executing system. The software is great but the demo server is a bit flakey at best and I can't speak for their live fills/reliability. They do let you open a mini-lot account but others may too.

Some of the other guys will have their own favorites so stay tuned.

 

[kevinmcm]

I dont know of any companies who allow traders to tap in to their trading systems so look forward to learning something here. None of the SB companies do AFAIK. If its possible I'm sure it wouldnt be difficult at all if you are a programmer.

Something I would like to see in the future but you also need a decent data feed to take advantage of it.

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Where is the best source of information, and is this done using dll's from the trade execution company, or via web page parsing and html?
---

Would be through a DLL or similar, definately not parsing HTML from a web page, thats not an interface.

Kevin.

 

[JonnyT]

I trade FX Futures through www.interactivebrokers.com using their API.

My Apps use Java, though IB provide the API for C++ and Excel VBA aswell. You also get demo apps.

I learn't Java in about 2 hours, well enough to write trading apps but I was fluent in C++ (Self Taught)

If you can do VBA, then buy yourself a decent book on Java or C++ and go down that road. There is an excellent online book on Java available from java.sun.com

JonnyT

 

[scpope]

Hi JonnyT,

Excuse my blindness, I've downloaded the API from IB, but I haven't got any sample apps. Do you need to be registered with them to get these, or am I looking in the wrong place? I can find links to other peoples apps which I have assummed are for sale, is this it?

Is it just me, or is their website a bit disorganised?

ThePope

 

[mutantcar]

JonnyT,

Is there any particular reason you recommend Java/C++ rather than VBA/ActiveX? Seems like a lot of work to learn a new language unless there are advantages?

scpope,

I'm in work at the moment, but from memory I think the sample apps are in their own subfolders when installed (C:\jts\excel rings a bell, but that could be something else entirely!). I'll have a look when I get home unless someone beats me to it.

Regards,

Mute.

 

[scpope]

Mutantcar

I'm in work at the moment, but can confirm your right! I knew I wasn't looking properly.

Thanks