Idle, Long, Short, Wait for Enter, Wait for Exit
“Idle, Long, Short, Wait for Enter, Wait for Exit” are the five states of an algorithmic trading software. I’ve modified the code structure to be able to accept any kind of strategies in a plugin form. I can plug or unplug a strategy at anytime without stopping the main program. The concept of software “hotplug” is very important when you deal with Real Time Market Data. The next step is to add Dynamic Intruments to the strategies.
Categories: Algorithmic Trading