I´m new to Algoquant.
I keep financial offline data on MySql database.
1) I want to know if I can read the data from MySql and run a tick by tick decisions from an external program (e.g. VC++)
and send trading orders to Algoquant, run tick by tick, get an alert for example when the balance of all open trades is more than a certain value, calculate something outside of Algoquant and continue the simulation.
2) If it can be done, what is the recommended way to do it.
I am not sure why you want to send signal from an external program (e.g., VC++) instead of coding inside AlgoQuant. If you really need to do so, you will need to create a new event handler for it, e.g., to listen to a socket.
Thank you for your answer.
When you run the simulation in Algoquant, can you refer to the total balance for example and other indicators that I want to calculate in run time in order to decide if to close a trade or to change Stop loss or Get profit of a trade or trades?
Yes, AlgoQuant is designed to simulate signals/indicators/strategies. As long as you implement your indicators properly, then you can “host” them in a simulator to decide to trade/take profit/stop loss. There are many examples in the AlgoQuant source. Please take a look.