CASE STUDY / 01 · Trading execution
Translating trading behaviour into an event-driven execution workflow — with order-state awareness, exposure checks and staged validation before larger live contracts.
01 / Context
The workflow began with strategies developed and backtested in MultiCharts .NET. I implemented their execution behaviour in C#/.NET using the TT SDK, then worked through TT simulation and staged live testing. The engineering responsibility extended beyond producing a signal: order responses, working orders and positions had to influence what the strategy did next.
02 / Engineering decisions
Used price subscriptions and Time & Sales events in the TT implementations. The market-data input and the order-response path are separate responsibilities: a new price does not by itself establish whether an order was accepted, changed or filled.
Implemented duplicate-order checks using tracked IDs, prices and trading levels, and checked position limits against filled positions plus outstanding orders. A strategy must account for the exposure already reserved by working orders before proposing more.
Implemented event-specific behaviour for order additions/updates, cancellations and fills, including partial fills and rejection/error handling. These responses inform subsequent strategy actions instead of treating submission as the end of the workflow.
Used .NET Core in the test workflow and .NET Framework for live TT execution. Validation moved through backtesting, TT simulation and live micro contracts before larger contracts; application and TT logs supported investigation.
03 / System responsibilities
High-level model of responsibilities. Internal implementation details are omitted.
Submission is an intent. Subsequent events tell the strategy what happened to the order. The case study focuses on the handling I implemented; the diagram abstracts the internal state and SDK details.
04 / Validation & outcomes
Approximately 400 distinct strategies and indicators at the current startup; around 1,300 implementations when branches and variants are included.
The confirmed workflow reached real-money futures execution through TT after simulation and staged live testing.
The count measures implementation breadth. It does not imply 400 live strategies, a profitable track record or a measured latency guarantee.
No strategy logic, trading signals, account data, P&L or latency benchmarks are disclosed.
Diagrams and interactive examples are explanatory models. Employer code, account data and strategy logic remain confidential.
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