Any opinions on what programming language to use when developing a trading system?
I was asking myself the same question while looking for Trading platform. I’m in favor somehow for C# because it is really open for your own development and you can somehow put old C or C++ code in a kind of wrapper to support it. If you don’t have already a trading platform, take a look at Ninjatrader or WealthLab which made the transition to support C# in the past. I would not recommend to start with a proprietary language like EasyLanguage (Tradestation) because it is not really open for future developments -that’s my personal opinion.
We are in the same boat. I can confirm big wigs like Ernest Chan uses Matlab for research using C++/C# Interactive Broker API. We are probably going the same route as most large firms use this combination with an Excel front end.
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