Support Board
Date/Time: Wed, 27 Nov 2024 16:40:00 +0000
Post From: SC as a frontend for proprietary trading platform?
| [2022-03-16 23:30:22] |
| 1+1=10 - Posts: 270 |
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Rithmic (likely) for the data feed. Currently with IB for the broker, but that might change for this. I know Rithmic has its R|Trader and R|Trader Pro platforms, but while researching this I didn't see those mentioned much.
You likely know that IB has an API for TWS? The three potential downsides for using it to get data/communicate are: 1. Their normal data is given in 250 milli snapshots and only has best bid/best ask. If you want tick-by-tick or market depth you're limited to only 5-9 subscriptions depending on how many market data lines you've paid for. For many futures traders these limitations aren't suitable. 2. ... much higher intra-day margins with IB than many dedicated futures brokers. 3. ... much slower executions than many dedicated futures brokers because their risk server is not in Chicago/Aurora. Actually, regarding the fastest executions possible for an algorithm, which for short term trading can be the difference between profit and loss, see post #3 and down here: Backtest results are radically different from live trading results As for Rithmic's R Trader Pro and any other software they typically have free trials -- direct message me and I'll provide a link if you don't find one via search. Hopefully the development time won't be too exorbitant. Is there documentation available that describes how such customizations are actually accomplished in SC? I would like to take a look to get an idea of how involved this might get if we go with SC.
SC's C++ ACSIL library is extremely well documented and designed. If you download SC, and look in the C:\SierraCharts\ACS_Source\ folder there's files with the ACSIL for all the built-in SC studies. (I typically just open the whole folder in VS Code, as one's own custom study file is also saved in that folder. This is the easiest way to help the auto-complete find relevant ACSIL structures/constants/etc.) To get a feel for ACSIL see this example trading system here: Example ACSIL Trading Systems ACSIL docs are here: Table of Contents | (Advanced Custom Study/System Interface and Language (ACSIL)) ACSIL functions for sending a HTTP GET/POST request are here: 1. sc.MakeHTTPRequest() 2. sc.MakeHTTPPOSTRequest() Date Time Of Last Edit: 2022-03-16 23:32:06
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