Strategy Runner API - Development Guide
Strategy Runner API is a C++ Strategy-Oriented API, for rapid development of reliable trading strategies with virtually unlimited degree of complexity and flexibility of strategy. The basic concept of strategy development with Strategy Runner concept is eventoriented approach, which allows you to take immediate actions once trading event occurs, i.e. notification about order being filled, canceled, position opened, indicators threshold is reached, time expired, etc.
The way the strategy is define and executed follows closely the natural way in which a human trader would go about his or her trading day manually.
The strategy execution model works as following. During trading period, strategy can register for different kind of trading events through Strategy Runner framework. In addition, strategy keeps number of callback functions for each event type. When an event occurs, Strategy Runner triggers call of the corresponding callback, assuring propagation of the strategy execution.
In this document we introduce basic concepts of strategy development with Strategy Runner API, describe how to develop trading strategies with Strategy Runner API, and show how virtually any trading method can be translated to easily readable C++ code with the help of Strategy Runner API.
ST2DevelopmentGuide.pdf