November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Disadvantages
Even if the advantages are numerous, we need to consider that this type of event-based system is difficult to code. Indeed, if there are threads in the trading system, we will need to make this thread deterministic. For instance, let's assume the trading system takes care of timing out if an order doesn't get a response within 5 seconds. The best practice to code this functionality would be to have a thread counting 5 seconds and then timing out. If we use the thread in backtesting, the time shouldn't be the real time because when we read the tick, the time will be the simulated time.
Additionally, it requires a lot of handling, such as log management, unit testing, and version control. The execution of this system can be very ...
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