In this lesson, we download historical data using Zorro. Zorro supports several data vendors out of the box, such as FXCM, Oanda, AlphaVantage, and Quandl, but today, we will investigate how to download data from any documented REST API. To demonstrate this, we will connect to the REST API by Darwinex. (This API is in beta, so …
An Introduction to the DTC Protocol
6 commentToday, 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, …
Reading an HTTP Stream Using C++ Boost Beast
0 commentsToday, we will read a real HTTP stream from Oanda’s REST API using C++ code. We will not parse the JSON snippets but simply print them to the console. Design Objectives We will be write a streaming app: In native C++, as a Console app. Connects to Oanda v20 API to stream live market data …
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Custom Trading System 1: Rapid Prototyping to Live Trading
0 commentsThis 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 …
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Welcome to VitalTrades.com
0 commentsIn this blog, we will discuss all things related to: Algorithmic Trading and Indicators Network Programming, API’s, and Protocols Machine Learning Financial Markets Risk Management and Position Sizing Personal Finance Book Reviews On occasion, I might even sell some software. As a matter of fact, I am a freelancer programmer and a vendor of trading …