Request for proposal for Forex Automated trade platform. (stand alone)
I need a stand alone automated trading platform, with a well designed GUI user friendly.
1) Threaded c/c++ ncurses application that can leverage a multi-cpu linux (windows)environment for backtesting and live trading.
2) Fault tolerant to internet outages, power outages the proposed software should be able to pick up where it left off, acknowledge any open trades, and respond accordingly.
3) FIX Protocol – uses quickfix library, can leverage multiple FIX paths to ensure order execution and protective counter trading: to as many brokers as possible to connect to live or demo trading
http://www.quickfixengine.org/
3) Can trade on multiple currency pairs simultaneously.
charting interface for technical analysis
4) Storage of all low level and high level trading and quote information in mysql.
5) Simple c++ strategy interface implemented as a class or object. Strategy interface will have clean hooks to calls in ta-lib, quantlib, and fann. Handoff must include sample strategies demonstrating the use of these three technologies.
6) Backtesting environment should fully automate the process of testing strategy across multiple predefined currency pairs using M1 data, testing multiple values of predefined strategy input parameters with Neural Network hooks.
7) Should leverage existing open source projects like QuantLib and TA-Lib in strategy scripting language: http://ta-lib.org/
http://quantlib.org/
GUI or ncurses required, as long as storage of backtesting and live trading information is stored in MySQL in such a way as it becomes easy to model in Excell or custom PHP/MySQL web app.
9) Full source code and documentation handoff. Immediate support upon request (if new version of quickfix breaks compatibility, etc.)
10) Ncurses client should be separate program from main daemon application, using JSON or similar to communicate, or even FIX if it makes sense or API. Multiple clients should be able to talk to the daemon, having identical information on all clients.
11) The server daemon should be able to trade the same strategy across multiple FIX accounts or paths, understanding that the forex, stock data provided from upstream will be different across brokers, and only trade on each data stream at each broker institution.
12) Incorporation of FANN http://leenissen.dk/fann/ into backtesting and / or forward trading. Good design would result in a bonus. An example of NN application to trading can be found at: http://cortex.snowcron.com/forex_nn.htm
13) Server Daemon should be ROCK SOLID STABLE. That means no cheating or shortcuts when programming it. It should not skip a beat when connections fail to FIX brokers or connections from Ncurses clients. Live money will be used to trade it! It should respond to signals for gracefull exit, restart, and statistics (FIX stats, other stats not available from OS, health status.) An snmp interface would be nice. Daemon should also have three logging levels to syslog daemon . debug log, trade log, and information log. All message go to syslog and mysql.
14. some MT4 indicators will be converted to work with this platform.
15. a charting Template coded in MT4 will be used as the base Template for the charting interface on the platform
16. A Large number of Brokers API to be hard coded into the platform, so that end users can easily enter their account Login and password to easily connect to theri respective brokers, to execute trade orders, as demo or live trading. as well as grab quotes.
Open source project that is similar in design to the proposed program: http://www.activequant.org/ – I do not like java though. feel free to pull ideas / code from it.
Please Only Bid if you have done such Job before, and you have knowledge of meta trader launguage
I do need well design interface for it, very attractive to end users, and the chart display should be well defined for end user liking. as well API to connect to various Brokers, through a simple interface
