A new C++automated trading platform is about to be born written by little old me the quant wannabee
I am about to develop a complete end to end automated trading platform completely in C++
Here is the workflow:
1. Listen CSV tick flat file
2. Feed each tick into a code generated Simulink model trading strategy (in C++)
3. Use Simulink model for order execution from trading strategy which interfaces with INteractive Brokers TWS client
A few notes:
I thought this was going to be in C# but all the working components ending up working in C++.FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!