Opensource trading with MBTrading and TradeLink
Posted: Tue May 04, 2010 1:33 am
Hey all,
I'm not sure where the best place would be to put this so it's here. This is a request for help from folks who use MB Trading and are doing development of automated strategies.
The short version:
I have been working with TradeLink's author to get MBT support working. Some kind soul named Alan helped get some initial groundwork done and the code I have added is built on that. I am not a C# developer but I have picked it up. So if you'd like to help flesh out MBT support for TradeLink go here:
http://tradelink.googlecode.com/
I don't work for them. But I my interest is in getting a stable trading platform up and running. I'll try to answer questions specific to MBT if I can on their forums.
The long version:
started with MBTrading in 2007?
started trying to do automated trading with MBT SDK around that time with Python. (I'm a web developer.) Python and COM are not the best of friends.
Switched to NinjaTrader. Wanted to subscribe but it couldn't keep from dropping the connection overnight and (at least at that version) that version was not recommended for actual unattended trading. I knew what I wanted to do but I couldn't do it because it's proprietary and they wouldn't be making the updates needed until... not sure when.
Looked at some other options (including ThinkingStuff which was almost going to support MBT) and eventually settled on TickZoom which at first was priced comparably with NinjaTrader. I thought I could swing that. The business model changed, understandably, and it went out of my reach.
A huge chunk of time later (mostly spent trying to get a viable development platform working without breaking the bank). No good.
Until the TradeLink author put together a basic server for MBT and as noted above "Alan" stepped in and helped bring it up to speed.
I had heard of TradeLink before because of the TickZoom <-> TradeLink connection (another story there) but it didn't support MBT. Then recently it did. I was happy. Except it needed more work. I pitched in and my most recent patch can be found in the Files section on the site.
So. At this point I am now able to write strategies (called Responses) and have them submit orders. There are a lot of pieces to it though so I can't go over it all here. But I thought I'd bring it up. I've been looking for something like this for a long time. If you're interested you can see all of my questions in the forums over there at TradeLink.
I have been learning from some of the threads here by TRO and MO and others am looking to automate some of those. Could be interesting. Any takers?
I'm not sure where the best place would be to put this so it's here. This is a request for help from folks who use MB Trading and are doing development of automated strategies.
The short version:
I have been working with TradeLink's author to get MBT support working. Some kind soul named Alan helped get some initial groundwork done and the code I have added is built on that. I am not a C# developer but I have picked it up. So if you'd like to help flesh out MBT support for TradeLink go here:
http://tradelink.googlecode.com/
I don't work for them. But I my interest is in getting a stable trading platform up and running. I'll try to answer questions specific to MBT if I can on their forums.
The long version:
started with MBTrading in 2007?
started trying to do automated trading with MBT SDK around that time with Python. (I'm a web developer.) Python and COM are not the best of friends.
Switched to NinjaTrader. Wanted to subscribe but it couldn't keep from dropping the connection overnight and (at least at that version) that version was not recommended for actual unattended trading. I knew what I wanted to do but I couldn't do it because it's proprietary and they wouldn't be making the updates needed until... not sure when.
Looked at some other options (including ThinkingStuff which was almost going to support MBT) and eventually settled on TickZoom which at first was priced comparably with NinjaTrader. I thought I could swing that. The business model changed, understandably, and it went out of my reach.
A huge chunk of time later (mostly spent trying to get a viable development platform working without breaking the bank). No good.
Until the TradeLink author put together a basic server for MBT and as noted above "Alan" stepped in and helped bring it up to speed.
I had heard of TradeLink before because of the TickZoom <-> TradeLink connection (another story there) but it didn't support MBT. Then recently it did. I was happy. Except it needed more work. I pitched in and my most recent patch can be found in the Files section on the site.
So. At this point I am now able to write strategies (called Responses) and have them submit orders. There are a lot of pieces to it though so I can't go over it all here. But I thought I'd bring it up. I've been looking for something like this for a long time. If you're interested you can see all of my questions in the forums over there at TradeLink.
I have been learning from some of the threads here by TRO and MO and others am looking to automate some of those. Could be interesting. Any takers?