I've done this in the past. Are you talking a grey/black box system? The best place to start as a programmer is probably with Tradestation easy language. htt

I've done this in the past. Are you talking a grey/black box system? The best place to start as a programmer is probably with Tradestation easy language. https://www.tradestation.com/trading-technology/tradestation-platform/extend/easylanguage https://www.tradestation.com/trading-technology/tradestation... http://en.wikipedia.org/wiki/EasyLanguage http://en.wikipedia.org/wiki/EasyLanguage It all depends on how complex your algorithms are.