There is no decent platform with a ready made connection to MICEX/RTS at the moment. All of them originate in mid-1990's, hence the obsolete APIs, mess with Windows components and so on. They say though that MultiCharts has implemented a connector to this exchange some time ago, however maybe I am wrong and they connected it only with Quik. Nevertheless try to do a search, so far it seems like the only option outside of Quik, Transaq and other legacy platforms.

For US futures and ETF markets there are plenty of possibilities, and it's hard to suggest the best choice in lack of information about volumes, trading frequency, latency requirements, back office requirements and so on. I personally work with a MultiCharts + Interactive Brokers bundle, so far it looks quite reliable for 100% automated trading of "slow" systems and "small" portfolios, say, trading just a dozen times a day on a couple of dozen instruments. Again, there are many other platforms for these markets.

Thanks, guys for your suggestions.

The current system I use allows to built any time frame candles from ticks and there is almost no limitation in coding (C# language).

Guys, are there obvious pitfalls in these platforms (Tradesignal, Trading Technologies XTrader, MultiCharts) which you would prefer not to have? My case is "slow" systems and "small" portfolios (no more than 5-10 entries a day in total).

Try Multicharts. Program strategies using Easylanguage. Will link in to multiple API's and you will receive support in Russian as well as English. www.multicharts.com

We may have an interesting alternative for you www.seertrading.com. Integrated with Interactive Brokers which should have your markets covered. Hope this helps.

I think MC would be a good and reliable solution for your purposes. Be sure to run it on a dedicated server and restart it from time to time as MC is a memory eater and eventually clogs the computer and starts to miss trading signals. In your case a restart may be required every 2 months or so.

Mate our new development might help, integrated with Lmax

Hi Anton, my sister company Quantic, can help, please do get in touch and I can give you details. All the best.

MATLAB. Anything you can dream of you can write/create in MATLAB. http://www.mathworks.com/solutions/financial-services/algorithmic-trading.html

...especially brokers/trading platforms connectivity in MATLAB is the way to go, huh...

To be fair I haven't used other software equivalent/comparable to MATLAB. So I honestly cannot compare it. However, I have been able to do things in MATLAB I have never been able to do in any other platform I have used over the last 16 years - especially with predictive modeling. The two 'potential' drawbacks to MATLAB are that it's somewhere around $2,500 for the software and currently only connects with IB. Hope that helps.

Thanks guys for suggestions.

Has anyone tried open sources to build up his own tailored system? I came across such systems as Quantopian, QuantLib and other sources based on C languages or Python. It seems promising, but requires experienced developers in a team.

Python seems like the best option unless you need ultra low latency and/or a real time system (in the UNIX sense). At least I was able to create a simple system, connect to a data feed using simple http requests and a broker using a socket connection in about a couple of months, and I am not a professional programmer.

IBKR

I develop my indicators in ThinkorSwim and I am looking to automate them in TradeStation.

Even don't try use Easylanguage platforms after using c# platforms, it will awful.

Unfortunately there is few platforms with built in adapters(or open API for adapters) to Moex.

If you want everything for free, the best soft are stocksharp (http://stocksharp.com/). It have adapter for trading and data, for US market (OECTrader for OpenECry,IBTrader for Interactive Brokers, BlackwoodTrader for Blackwood, IQFeedTrader for IQFeed, ETradeTrader for E*TRADE), for Russian market (QuikTrader for Quik, FixTrader for Quik Fix, SmartTrader for SmartCOM, PlazaTrader for Plaza II ,AlfaTrader for Альфа-Директ, MicexTrader for Micex Bridge, TransaqTrader for Transaq).

In our company we use http://www.deltixlab.com/. Professional solution for trading and development. Support cloud solutions. A lot data and trading adapters.

Well, I forgot to mention that we have several connectors to Russian stock market, namely AlfaDirect, ItInvest, QUIK, OSL FIX, QUIK FIX, Finam TRANSAQ, Plaza II . Also we have experience of working with MICEX FIX/FAST .

Hi, you can try another Russian C# platform www.smartquant.com :) We also provide developers to code strategies for you or with you.

@Anton

I am sorry to hear that WealthLab is not the right tool for you. I guess it really depends on what you are trying to do. We actually plan to release/take over an interface for the Russian market (Quick) that would allow you to auto trade. As for testing I can not think of any better platform. If it comes to trading it is perfect for me but lacks the trading on tick level.

I have voiced my opinion about trading at the tick level here many times before. I am not sure if you follow the trap that many others here do.

If we can be of any further help you know where to get us.

Nobody like Ninjatrader?

Anton, I have a Java based system that I'm looking to put together for a good use. It has following capabilities -

1> Linux based distributed platform

2> Structured way to code your strategies in Java

3> MySql based trade logging and reporting

4> Connectivity to number of US exchanges (Nasdaq, ARCA)

5> Connectivity to number of other platforms (Interactive Brokers and few others)

6> Simple UI where you can start/stop/monitor your live trading (with limited graphing capability for any custom parameters you can specify)

7> Simple deployment and configuration using XML

This is a millisecond level system, typically order or trade execution delays ranging around 50 millis.

What I don't have is pretty graphs, so if you use it with IB for example, you'd have to rely on their pretty graphs to watch a stock, etc. This is strictly for executing algo based trading. If this interests you, send me an email or connection request and we can talk.

&Volker.

So as you confirm in your post, all these issues are present. If WL improves there two problems, the application would be much attractive for executions.

I am not sure what two problems you are referring to, if you talk about auto trading at tick level, I would say yes. I can not imagine any commercial back testing software beeing good here.

Any one trying to trade at tick level should get the fastest connection to the exchange and have a standalone software executing the trades. IMO.

But then there will be companies who have a faster connection and will be faster than you and then you lose again. Or you are not getting all the ticks that you see in that testing because they dropped in the real-time feed.

@Volker. My first message just disappeared.

I was writing about two issues:

1. There isn't an inbuilt connector to the Moex (Moscow stock exchange). MC has one. l have come across several third-party solutions, but they are either poorly made or no longer available.

2. The minimal performance time is one second. Sometimes it is just too slow. We work with ticks, so there are no issues with entries/exits on the same bar.

@Anton

1. We might have a solution there soon. We plan to enhance and update one of the available QUICK interfaces.

2. I am not sure how trading with ticks and seconds work in WealthLab. No matter how good or bad it is (or any other software for that matter), I would think you need a customer made program for that.

Anton . . . . Have you considered AmiBroker, written in Poland? Generally viewed as an outstanding value. Dr, Howard Bandy's latest book "Quantitative Technical Analysis" provides a good discussion of model development and integration. In this book machine learning and Python integration are detailed.