I am looking to set up an algorithmic trading system, and wonder whether anyone has any advice on how to go about this.
As background, I'm technically competent (Matlab, C, Bash, Linux), and I have been analysing historical end-of-day-data, and have developed a strategy that I'd like to implement.
How do I get from running my computer code each day, which tells me which stocks to buy/sell, to executing those trades?
Let's say I have 50+ symbols that I want to purchase in the morning, but I don't want to manually read them from my computer program, and then click the appropriate buttons in IB/Etrade. As an individual trader (dare I say punter), do I have the option to implement this?
One thought that springs to mind is that I could set up my system to automatically email a list of buy/sells to the broker that I use. Are there online brokers who can take this kind of input, or would I need a human on the other end to interpret the instructions?? If the latter, I would imagine that the small intraday gains would be wiped out by fees...
I am somewhat reluctant to have proprietary software installed on my system, but if there's something out there that is tailored to this sort of thing I'd love to hear about it...