Summary – where do we go now?

Congratulations on getting so far in our studies! I know that this chapter was very long, but hopefully not boring. We covered virtually all aspects of developing live trading applications and backtesters, so now, you are well equipped with powerful tools that should help you develop great trading strategies.

Let’s quickly summarize what we learned in this chapter and outline some vistas.

We now fully understand all four essential components of any trading app: receiving data, processing it, generating orders, and controlling their execution.

We are also familiar with the most typical technical issues, such as incorrectly emulating order execution or processing non-market prices, and we also know how to work around them.

Then, we learned how to synchronize multiple threads by using queues and threading event objects, and we know how to make sure that every component of the trading app runs exactly at the expected moment.

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