iTrade, XTrader, and TA-Lib

iTrade is an open source (GPL) trading platform written in Python. At present it provides a few indicators on the charts, but these are not configurable (i.e. you can’t specify the period). The only data feed provided (for US markets) is from Yahoo. It also does not presently support the development of strategies, so no backtestings or optimization either, so this is not what I’m looking for.

XTrader is also an open source (GPL2) trading platform, but it is written in C++ rather then Python. This also provides a few configurable indicators and the only data feed provided is from Yahoo. It also does not presently support the development of strategies either.

I found both of these on the website for, which is the home for a C++ technical analysis library. That site has an extensive list of open source projects related to technical analysis, and I did not try them all, just the two above.

At this point I think my best bet will be to write a strategy in C++ that makes use of TA-Lib for common indicators and use opentick as my data feed. Now I just need to determine if the entire app should written in C++ or just the strategies and indicators, with the rest being written in Python. The first thing to determine is how straightforward the opentick official C++ API is versus the unofficial Python API.

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3 Responses to iTrade, XTrader, and TA-Lib

  1. Pingback: 255 times faster then NinjaTrader strategy optimization « Josh Heitzman’s Impersonal Blog

  2. Luis says:

    Did you have any luck with TA-Lib and Python bindings? I’ve been looking to create the python bindings off and on for a bit and may want to give it another go-around soon.

    What kind of trading strategies are you working with?

  3. After writing initially in C++ I found that the runtime to be sufficiently long that Python wasn’t an option, so I never dealt with Python bindings for TA-Lib. I even went so far as to write an optimized version of the indicator I’m currently using due in an effort to get the runtime down.

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