An Introduction to the DTC Protocol

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Today, we will briefly review the DTC Protocol.  Finally, I will discuss some of my personal experiences with the protocol, as I did author a DTC client DLL plugin for Zorro. Overview The Data and Trading Communications Protocol is an unlicensed public-domain protocol, as developed and published by the engineers at Sierra Chart.  Using this protocol, …

Custom Trading System 1: Rapid Prototyping to Live Trading

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This series of articles is intended as a general guide to designing one’s first trading system, whether from scratch or using some widely available tools. I will place more emphasis on the technical aspects of the implementation rather than the strategy design itself. However, the intended strategy design might affect your final implementation. In this …