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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…_QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading…_www.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…_Discover why all over the world professional technical analysts and trading system developers use Wealth-Lab software…_www.wealth-lab.com
- NinjaTrader and MultiCharts
NinjaTrader and MultiCharts are also popular choices for different kind of assets with various broker options.
Trading Software & Futures Broker | NinjaTrader_NinjaTrader's trading software & futures brokerage equips traders with an award-winning trading platform & low…_ninjatrader.com
Trading Software For Backtesting And Automated Trading | MultiCharts Trading Platform_MultiCharts trading software for professional traders with advanced analytics, trading strategies, backtesting and…_www.multicharts.com
- 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_Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex…_github.com
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_Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#) - QuantConnect/Lean_github.com
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_Easy to use .NET library for data manipulation and scientific programming_bluemountaincapital.github.io
- 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_TA-Lib Converted To C Sharp. Contribute to DavidFuchs42/TALibraryInCSharp development by creating an account on GitHub._github.com
- 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_The IEX API is a set of services designed for developers and engineers. It can be used to build high-quality apps and…_iextrading.com
- 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_A .NET wrapper built on Quandl v3 REST API, based on .NET standard 2.0 - lppkarl/Quandl.NET_github.com
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_C# SDK for Alpaca Trade API https://docs.alpaca.markets/ — alpacahq/alpaca-trade-api-csharp_github.com
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_This API allows your trading algo to access real-time price, fundamentals, place orders and manage your portfolio, in either REST (pull) or streaming (push) style._docs.alpaca.markets
Happy algo trading!
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