I’ve temporarily set aside using NinjaTrader and went on to Visual Studio to develop my own trading signalling engine, which I’m calling Euclid.
I’m starting with developing a web service suite that will take care of downloading the feeds from Yahoo! and compute the indicators using TA-Lib.
The initial indicators I’m setting are as follows:
- SMA (20, 50 and 200)
- RSI (5 and 14)
- MACD (12-26-9)
This project is going to be developed on WCF. It will use Entity Framework to communicate with the database, and will be done Code First so that the source doesn’t need to have any SQL scripts accompanying it.
The signalling engine that will be built on top of this will use Workflow Foundation for the rules to generate the signals.
I’m calling the engine Euclid Core, and it will be released with GPLv2 license on Codeplex. A sample will be hosted on AppHarbor.