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Trading System Using C#

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Hi

 

I'd like to create a C# or C++ application that generates trade signals and executes thereafter. Sounds simple, but having great difficulty in rounding this altogether.

 

To begin with I'd like to create the application and get live feeds (intra-day).

What do I need to watch out for? I have read on various forums of the quality of intra-day data. Since I'd like to forward test, which would be the best way of doing this?

 

Any suggestions appreciated.

 

Thank you.

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I have now tried NT7 using FXCM.

On simulating the strategy, found its hopeless.

 

Order fill was delayed to the point it was 100% loss on each and every trade.

 

Unfortunately, I seem to have a strategy but not a decent platform.

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