Writing a simple strategy on Rithmic 220.127.116.11 API platform .
The project include :
1. connecting to rithmic data .
2. getting data info such as high low ( for X minute bars ) bid ask Time@sales ( every time they change ) .
3. compute 2 simple moving average .
4. if one cross the other put Bracket order ( OSO and OCO ) for exit or simple .
5. Tracking the position taking care of partial fill , rejected orders exec .
6. canceling orders after X time.
7. changing stop orders and profit orders .
8. writing indicators .
9. 5 hours explanation the platform and the strategy .