It is possible? I may get this done a lot quicker so let my source references show you how I will achieve this.
Yes this is true. I have now have a really solid code base of Matlab M scripts to start working to build a simulated trading environment. I will also be using the potential code generation capaibilities to generate C++ for my trading app for market data capture and strategy trading decision engine. Also, the QuickFIX peice is already done! I will be using IQFeed as my data provider and both Interactive Brokers and LMAX as my broker/exchange provider. More details:
1. HFT (high frequency trading) coming soon a Matlab automated trading system with data capture and market order execution using FIX, C++, Java, Excel, FPGA ready
2. Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 1
3. Youtube video on HFT coming soon a Matlab automated trading system with data capture market order execution part 2
All of these steps will generate my capabilities to deliver the components of a simulated high frequency trading (HFT) environment in Matlab or Simulink as well as live trading. As said, it will even have FPGA capabilities somewhat.
Thanks BryanNOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!