Building a Simple Algorithmic Trading Model with Qt and Boost

[davetopper]

I've just finished writing a simple tutorial on how to implement a simple crossover strategy in C++ using Qt and Boost. The article implements a command line based application, but serves as the foundation for doing much more. I hope to write more articles in the near future.

I'm posting it on the Qt forums first in the hopes of getting some input from the community.

http://www.davetopper.com/algorithmic-trading-with-qt-and-boost/

Thanks.

[SGaist]

Hi and welcome to devnet,

Thanks for sharing !

Just one small thing: it's Qt. QT stands for Apple QuickTime which is not what you are using at all.

[davetopper]

@SGaist Hey thanks. You are of course 100% correct. Fixed.

[ODБOï]

hi,
@SGaist said in Building a Simple Algorithmic Trading Model with Qt and Boost:

Just one small thing: it's Qt. QT stands for Apple QuickTime

a question came to my mind, why in .pro file its QT and not Qt ?

QT += charts

[SGaist]

@LeLev All the qmake variables are uppercased

[ODБOï]

@SGaist of course..
THX

[wqking]

What did you use Boost for? I created a rich featured algorithm trading and back testing platform using Qt several years ago, it's also command line application. I mainly used Qt, and some third party library such as ta-lib and some time series libraries, but I didn't use Boost and it's not quite needed IMO.

[VRonin]

@wqking said in Building a Simple Algorithmic Trading Model with Qt and Boost:

What did you use Boost for?

Looks like it was used for boost::circular_buffer. There might be an argument to use boost also to get better numeric precision or to handle statistical distributions