Support Board
Date/Time: Thu, 03 Jul 2025 11:26:29 +0000
Post From: Execution architecture questions
| [2021-02-19 23:56:49] |
| User5044343 - Posts: 68 |
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I'm looking for feedback on what would be the ideal way to integrate signals into Sierra. There is a system that generates signals every second. They are not HFT - a few hundred ms delay is fine. Would like to see these signals on a chart + have Sierra route them for execution. There are also "levels" that would be needed to be shown in Sierra as well. As I understand it a study could be created to pull in these signals and view them. Question 1: Does the study need to poll for this data ( from a db, url, file ) or can it be pushed to Sierra say via a websocket? Question 2: Would it be better to create a fake "instrument" and stream data to a DTC server ? Would prefer to stream vs constant polling for delay/performance reasons. Question 3: Should the signal viewing, and execution of trades based on signals be separated ? Execute the trades by submitting orders via websockets to the DTC Server vs a study that reads signals and fires off buy/sell signals. Question 4: If a study is used for trade execution based off of signals would that mean a strategy can be backtested in Sierra? |