A C# platform for designing, simulating, and trading algorithms.
V0.1 - First commit. Included Packages:
- Analytics: statistical modelling, signal processing, technical indicator calculation
- MachineLearning: genetic algorithm, experimentation with neural networks
- MarketData: Generic classes for manipulation of time series data
- TradeEngine:
-AccountManagement: Managing trade accounts (simulated and live)
-Strategy: Structure for executing algorithms. Includes various strategies in progress
-MarketInterface: Interface to Broker
-Simulation: Engine for backtesting and performance measurements
-Visualization: For integration with Highcharts and Highstocks in order to visualize data