Introduction to Real-Time System Design

Developing trading systems is a very personal activity, and opinions vary widely regarding what is the best approach. Most of the solutions presented here were developed by Herman van den Bergen. They may not be compatible with your personal preferences and you are encouraged to explore other alternatives more suited to your own trading style before deciding on a possible solution. To develop a Real-Time Automated Trading (RT/AT) system, you must have a trading system to automate. If you haven’t developed one yet, you may find some ideas in the Research and Exploration or Trading-Systems categories.

Modular design, readability, and simplicity of the system code are desirable to facilitate future maintenance. Posts in this category will progress through the various phases of developing a Real-Time Automated system.

Edited by Al Venosa

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