Forex Trading Diary #1 – Automated Forex Trading with the OANDA API | QuantStart

I previously mentioned in the QuantStart: 2014 In Review article that I would be spending some of 2015 writing about automated forex trading.Given that I myself usually carry out research in equities and futures markets, I thought it would be fun (and educational!) to write about my experiences of entering the forex market in the style of a diary. Each “diary entry” will attempt to build on all those before, but should also be relatively self-contained.In this first entry of the diary I’ll be describing how to set up a new practice brokerage account with OANDA as well as how to create a basic multithreaded event-driven trading engine that can automatically execute trades in both a practice and live setting.

Source: Forex Trading Diary #1 – Automated Forex Trading with the OANDA API | QuantStart