I have a couple of strategies which i wish to automate.
I am a novice in this field, but generally good with algorithms
I would prefer to code in C#/C++, and then integrate it with ninjatrader.
Things i would need to get started
1.) Level 1 tick data.
2.) Getting all the data into variables - mainly bid offer , last price, volume traded and time stamp.
Initially i dont need the strategy to go live, just want to test it on historical data/ paper trade on live data. so latency need not be an issue.
I have a rthmic data connection, and can get past historical data from ninjatrader.
What is the best way to get started, and how can i go about this.
Any help would be appreciated,
Thanks
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