Of Execution

Since I touched very briefly on process separation in my last post, I thought I would quickly mention what actually is running and it's purpose on my auto-trading sever. I suppose setup will have to wait for another day. The first three I mention are always running, while the fourth is manually triggered by myself.

Pricefeed
This process grabs and stores realtime forex price data from Oanda. Currently, I don't have the disk space nor huge desire for long term storage, so I'm writing to csv files on a weekly basis for now. Given the data is available from Oanda with a 2 month rolling delay, there's little need for collection when dealing with the major pair, outside of verifying strategy execution.

Monitor
I monitor all strategies to ensure they are running, and have alerts based upon there actions. I will be alerted if a strategy dies, or if the PL encounters a drastic change, etc. These alerts are sent via email and SMS to my cell phone.

Strategy
Finally, each strategy itself will be running inside it's own process.

Analysis
This I will run from time to time to perform analysis on any strategy log; whether running in live mode or backtesting mode. Essentially it does things like produce statistics of trades, and graphs things like balance, PL, trade timespan, etc.