[erlang-questions] Re: trading systems

Joel Reymont <>
Thu Oct 1 19:23:11 CEST 2009


On Oct 1, 2009, at 6:06 PM, Artur Matos wrote:

> Things might be better now there is the new FFI interface and such,

Is there a new FFI interface? If you are talking about loadable BIFs
then I would very much like to make use of it.

> Of course you might have a different set of requirements - this might
> not apply to you if you just want to implement a simple trading bot,
> and have another system in place for managing orders, executions,  
> etc...

The platform I'm thinking about is rather simple. Consider  
EasyLanguage (EL)
for example [1]. This is a Pascal-like language, the Basic of trading
languages judging by popularity. It's the language used by  
TradeStation [2].

It's a neat and very capable language but using it requires you to  
babysit
your desktop. You cannot put EL on the server for unattended but  
monitored
trading. The language itself does not have heavy-duty statistics or  
anything
of the sort. It does have a bunch of technical indicators like moving  
averages.
In fact, most if not all the indicators are implemented in EL rather  
than built in.

I have already written compilers from EL to C# in Haskell, OCaml and  
Lisp [3].
I plan to write yet another compiler, this time in and to Erlang. I  
then plan
to sell this "black box" execution system to brokerage houses and  
enable them
to offer a value-added service to their clients.

Server-side (co-located?) execution does not need any graphics or  
charting,
although a web interface would come in extremely handy.

[1] http://lambda-the-ultimate.org/node/2201
[2] http://www.tradestation.com
[3] http://groups.google.com/group/topdog/browse_thread/thread/d5fd8feac8e68331

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