Over the years we have developed a number of software tools to aid in the creation and execution of automated trading strategies. These are as follows:
- Portfolio Analyzer
This software application takes the historical results of a trading strategy applied across a range of securities and analyses how a trading account would behave for an entire portfolio. Money management and portfolio membership can then be optimized for best results, either manually or using a genetic algorithm approach. The trading strategy can be designed in TradeStation EasyLanguage or using our own proprietary Strategy Development Framework in Smalltalk. - Strategy Development Framework
This is a framework/SDK plugin for the Dolphin Smalltalk programming environment. New trading strategies can be written in the Smalltalk language and the results sent directly to the Portfolio Analyser for evaluation or optimization. Currently swing (multi-day) trading is supported by the framework although daytrading (intraday) strategies will be enabled in future. - Automated Trading Workbench
Strategies developed using the above SDK are allowed to trade automatically by installing them in one or more trading machines. Our Trading Machine Workbench can run multiple strategies, trading in multiple accounts, and may be left to operate largely unattended. Currently we support the Interactive Brokers direct access API, although other interfaces are pluggable with the programming of an appropriate interface.