June 19, 2007
Designing Automated-Trading systems can be complicated, and you can expect to spend a significant amount of time debugging your code. You will undoubtedly experience elusive problems that may be due to Internet delays, faulty data (such as low volume data spikes), orders that do not get processed, lack of volume, communication problems, etc. Such problems require you to know how to capture and display transient conditions, such as, for example, how orders are processed and acknowledged.
In real-time trading many events are not completed in a single AFL execution but in a sequence of small steps that are spread out over time and over many chart refreshes (AFL executions). This requires debugging techniques that are very different from EOD programming.
This category covers basic debugging techniques, such as: how to capture transient events, maintain a log, zero in on run-time bugs, display system variables, etc. Developing basic debugging techniques up front will save you significant time later.
Edited by Al venosa