Do you use real-time trading software?

Thanks! Yes for sure. I will soon... in a week or so... be opening a forum discussion on the makeup of the Encog real-time protocol. This will be a socketed connection between Encog and an extension that will be placed inside of programs such as MT or NT. Really want to try to get it so that we make a "driver" once for MT/NT and then most of the machine learning stuff can be done "Encog side" and most of the "indicator and finance stuff" is done by MT/NT. I will be seeking input on the best way to go about that.

By the way, a few initial questions about MT.

1. You extend it in C/C++, right?
2. The way that Encog generally gets hooked into Ninja trader is by creating a special indicator. This gives Encog access to the real-time price data, and then Encog returns some sort of indicator depending on what you are training it to do. Then these indicators are used in automated strategies. Would it be similar on MT5? Would you see this as being some sort of indicator?

I will not add it to this list, since this poll has already been running for awhile. But I while check it out and add it to the potential support list. Really what I am looking to do is create a very standard interface for Encog then"native" drivers for each trading platform.

This is actually next on the list after 3.0. 3.1 will focus on the real time interface and signals. Signals, are very applicable to finance, also to things such as speech recognition. Basically any long, varying length stream of numbers is a signal. There are all sorts of interesting machine learning techniques that can be used on signals.

The interface protocol will be very simple. Little more than a double array with perhaps a time index. The time index helps to sync multiple signals, as well as deal with missing samples/ticks. Once I get closer to actually designing and implementing it I will post something to get feedback and suggestions.

Also look for volunteers to help create drivers for each platform. Ideally the drivers will stay fairly "thin".

Okay that sounds good. I will be beginning on that really soon. I will be posting more on the forum when it begins. Some help on the MT4,5 side would be great.