1)Build it with alert conditions=>
(this is for testing only)
2)Convert it to a spreadsheet trading study=>
(more precise backtesting and small live forward testing)
3)Convert to ASCIL, proper algo achieved=>
(This is all you need, rake-it-in, additional steps are optional)
4)Convert to EXE using DTC protocol=>
(Now you are using the same tech as a proprietary trading firm or hedge fund. Bye bye sierra, this algo interacts directly with the data provider)
Additional considerations starting at step 3 forward:
-Co-location within CME data center
-Pre-cleared risk
-Leased seat at CME
This is totally achievable, just trust the data. Data, data, data!
2