Hello Guys.
I have several questions about architecture of making custom trading platform.
I have experience in programming over 5 years (most are Java and Adobe Flex).
6 months ago I have tried to trade by hand and lost around 1000 dollars. After that I clearly understood that next goal in my life is to make a robot for trading. :proud:
Today, I have my own java project for making algorithms and backtesting of them.
I have one algorithm that based on tick-by-tick analysing. I can't reproduce this algorithm by using NinjaScript.
I'd like to make my algorithm to send orders to market.
The question is - how can I do it in Java? Is it possible at all?
I see one workaround by using NinjaScript as order executor - save orders in a text file, read and parse that files in NinjaScript and execute them.
For example I use 10 minutes timeframe.
1. Let's say my algorithm produced two buy signals in the current bar.
2. In a first tick of next bar I save that two signals in the text file of some folder that know NinjaScript too. NinjaScript always check that folders for text files. And if file appears - we read that file, parse it, make orders and remove the file.
What do you think?
Another way is to use Service Bus (like a ActiveMQ).