Hot answers tagged trading-systems
Remember that all back testing is full of lies assumptions. Latency (both line latency and latency internal to the exchanges), adverse selection, market impact (yes, even you have market impact), etc, are all based on assumptions. These assumptions are educated guesses at best, but more often terrible models are used (you always get filled at at mid!) and ...
Edit (2016-06-21): Now with live data/trading integration with Interactive Brokers. It has taken a while but it has finally arrived. backtrader (https://github.com/mementum/backtrader) can do 1 and 3 and is in the process of getting 2 ironed out. A live data feed from IB will make it into the next release (due in the next few days) and it will then be ...
I don't know about the others,but the base for Bloomberg is about 1200/month before any useful real-time data.
I think the best choice for technical analysis with node is node-talib, a wrapper around TA-Lib. We're using it for some projects and it works ok so far. Here's a list of the indicators you get out of the box: AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator ADX Average Directional Movement Index ADXR ...
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