October 16th, 2011, 12:12 pm
The purpose of the project is to provide a framework for automated strategy development, functionally similar to TradeLink, but strictly cross-platform and not based on any proprietary technologies (C#, Java, .Net etc).The user of the software will be able to develop trading agents in C++ using a high-level API, and execute through a retail brokerage.A comprehensive review of existing software is available here.Let's start by examining this existing work. We'll define goals and boundaries that give a high-level view of the project.This is the project planning / feasibility phase of the systems development life-cycle. I would like to carry this out publicly so as to solicit peer scrutiny at every stage.