Need to convert from TradeStation to a more robust platform to trade automated at many different fcms. I am cta and cpo that currently run a very successful pool. Want only to port software once.
The question is do I prepare program in c# or ninja script and then write to various API or do I buy another platform that can accept inputs from excel or vb? Any suggestions as to where to start. Also has to be able to be hosted by third party so need to worry about security
Really depends on what shortcomings you are facing in tradestation. We haven’t personally tried tradestation. But before you port, I’d recommend reading about the different available platforms like Ninja, OpenQuant, Right Edge etc. Each one has some positives over the other and each one has some down sides too.
Btw if its just Excel, IB and TT provide a mechanism to do that through VBA macro development.
We work together- www.microstructure-research. these off the shelf platforms are not great but depends on your strategy objectives