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If I was in your position I would start to research how I can create a web server is C++ and expose calls to create a REST service. In other words, can you make your code status output to HTTP? From there, the rest should be easy. You would just need to create a GUI that can access REST services, which virtually all modern languages can. You could focus on ...


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In general all the applications of filtering and time series analysis can be included; from the standard periodogram analysis to determine the order of a model to the more complex hidden markov model estimations. An example of the later can be found in Alizera Javaheri's book. In there, he poses the problem of estimating a stochastic volatility problem as ...


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I am currently developing a position keeping system and I am very satisfied with my choice of language/libraries: 1) Pure GUI in C#. C# is very pretty language, and Visual Studio Express is a very good free IDE, where you can spawn all the buttons, lists and inputs you need. .NET is otherwise very versatile library for other stuff (built-in data structures, ...


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If your goal is to just send basic commands, and avoid rewriting you models, I suggest you to create a PID server in combination with a web/JavaScript site as GUI. The PID server monitors the PID’s of the strategies running on the server and executes the commands as they come. The server could consist of a webserver listening on port 8888 with a simple JSON ...


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Have you considered socket programming? if you need 'real time' control http://www.codeproject.com/Articles/586000/Networking-and-Socket-programming-tutorial-in-C If you only want to reset the parameter periodically(like end of the day), you can setup a service and communicate via http/rest/soap. "fetch order and trade history" should be done in a separate ...



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