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How can I use Algoquant as a tick simulator?

Home 21090308 Forums Applications Trading Strategies (Algo Quant) How can I use Algoquant as a tick simulator?

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  • #1945
    dprasadp
    Member

    Hi,
    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.
    Thanks,

    #2239
    Ryu
    Member

    AlgoQuant out-of-the-box does not read from MySql directly. For each source, you will need to write an adapter for it. There are many examples in the source. See for example:
    http://www.numericalmethod.com/trac/numericalmethod/browser/algoquant/core/src/main/java/com/numericalmethod/algoquant/data/historicaldata

    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.

    #2240
    dprasadp
    Member

    Hi,
    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?
    Thanks

    #2241
    Ryu
    Member

    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.

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