Best Starting Kits for Algo Trading with C#

Photo by Nikhil Mitra on Unsplash

Today, the world is transforming towards automated fashion, including manufacture, cars, marketing and logistics. Personal investment is no exception. At Alpaca, we are pushing this boundary forward so everyone can enjoy the automated investment world.

List of .NET/C# Algo Trading Systems

When it comes to algo trading and automated investment, Python is one of the biggest players in the space, but many experts also use .NET/C# for its high performance and robustness. As we did some research on toolset you might look at to start your algo trading, we wanted to share this list for you.

Overall, the ecosystem has grown so much lately, and many open sources and tools are available for you at low cost, without much equipment.

• QuantConnect

QuantConnect is one of the most popular online backtesting and live trading services, where you can learn and experiment your trading strategy to run with the real time market. The platform has been engineered in C# mainly, with additional language coverage such as python.

Design and trade algorithmic trading strategies in a web browser, with free financial data, cloud backtesting and capital - QuantConnect.com

• WealthLab

WealthLab is another C# platform where you can get the real time price and run your algorithm, if you have a Fidelity account.

Wealth Lab®: Technical Analysis Software & Trading Platform - Portfolio backtesting software, stock charting, strategy scripts and much more...

• NinjaTrader and MultiCharts

NinjaTrader and MultiCharts are also popular choices for different kind of assets with various broker options.

• Trading Software & Futures Broker | NinjaTrader
• Trading Software For Backtesting And Automated Trading | MultiCharts Trading Platform

• OpenSource Projects

In addition to these, StockSharp is an interesting open source project which is tailor for .NET algo traders and broker integrations.

StockSharp/StockSharp

You should also check out Lean which is an open source library developed by QuantConnect, who also uses this library for their flagship service, supporting multiple assets such as stocks and cryptocurrencies.

QuantConnect/Lean

List of Data Library

• Deedle

Deedle is probably one of the most useful libraries when it comes to algo trading. You would run some calculation using Frame and compare data, to get signals.

Deedle: Exploratory data library for .NET

• TALibraryInCSharp

TALibraryInCSharp is a great open source library that bridges TA-lib and .NET world, so that you can calculate common indicators such as moving average and RSI. Combining these libraries, you will get the power of trading tools.

DavidFuchs42/TALibraryInCSharp

• IEX

Now the question is data to calculate those signals on, but if you are talking about US equities, you can leverage IEX’s free data API and there are libraries like IEXTradingApi that makes your life easy for getting the data instantly.

API 1.0 | IEX

• Others

There are quite a bit of .NET libraries out there for proprietary data sources (e.g. for Quandl) too, so you should check it out.

lppkarl/Quandl.NET

Announcing Alpaca’s Official .NET Client SDK

Don’t forget about Alpaca! We are committed to providing the best experiences for many algo traders, and today we are happy to announce that our official .NET client SDK for Alpaca Trade API has been released.

Following our Python SDK, .NET SDK takes advantage of its robustness and high performance, as well as wide coverage of platforms. It is an open source project hosted in GitHub and the prebuilt package is up in NuGet. All the classes and methods are documented for IntelliSense so you can get the references right in your IDE.

alpacahq/alpaca-trade-api-csharp

Here is a snippet of how easily you can place a buy order of a share of Apple.

Alpaca Trade API covers not only retrieving account information and submitting orders, but also allows one to retrieve price and fundamentals information easily. For more details of API, please read our online documents.

Alpaca API Document

Happy algo trading!

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