Hello,
I am a lowly retail trader who has designed a unique, innovative system for successfully trading various classes of financial instruments based on mathematical odds and statistical probability.
Consequently, I've been wondering if it might be possible to create my own personal platform, very similar to FX Charts/MetaTrader, for executing my system autonomously—with the built-in capability to (audibly) tell the employees of my (proposed) proprietary trading firm (hopefully formed at some point in the future) when to buy and sell a given asset while simultaneously hiding the calculations/formulas triggering such directions/recommendations.
Because, to the best of my knowledge, details about the underlying technology Renat Fatkhullin used to access live market data (price quotes) are not explicitly documented, with the precise technical mechanics remaining undisclosed, I’m seeking to find out if it is possible for a computer programmer and/or software/hardware developer to write a summary or "road map" on how one might go about doing this—if it can even be done.
I know nothing about the topic, but I DO know of someone who said he developed an automated trading system using Oanda API along with the Esignal data provider and DDE technology (with the complete automation of data uploading through programming keystroke events and mouse buttons without human intervention).
From what I understand, today this can be done using IB API, which has many more tools for trading in IB, not to mention cost advantages. (But like I said, I ideally want to trade on my OWN personal platform, similar to how Citadel uses its own sophisticated infrastructure to trade directly with the markets using their own computers.)
My impression is that all of this can involve such components as: mandatory two-factor authentication; several servers from several different TWS (so if one data source is disconnected, there is a switch to another); data filtering; synchronization (merging) of ticks from three data sources; etc.
I also understand it can include such features as: trading application operating in automatic mode; options for automatic start, stop and notification (to phone) about all events; balance control; automatic transition to summer/winter time; exclusion of holidays and weekends; the transfer of outdated and irrelevant data to auxiliary database tables which are accessed when necessary; the download of data for the week on the weekends via history (in case of force majeure during the week); the automatic archiving of the state of the entire system (applications, settings, database) to several backup servers for quick recovery in the event of a breakdown, shutdown or other force majeure; the archiving of data with the system development process, including source code, ticks and trading results; etc.
Of course, I have very little idea of what ANY of this means...but perhaps you do. If so, and you can detail the series of steps you personally would take if YOU were going to make the product I described in the second paragraph of this ad a reality, please respond in a manner that gives me some kind of idea as to how you would go about writing your description in, as much possible, everyday language and as void as is practical of technological jargon.
(Obviously, you’ll also want to include how much you would charge me for writing the summary as described...thanks!)