SnapDragon Systems
Trading Software Solutions
Offering consultancy and software to the financial trading community.


System Testing

If you have a trading strategy or system that you think works but would like it tested out then we can help. By using Trade Station the strategy can be programmed up and back-tested over a large period of data. Before trading any method with real money it's always worth having it checked out first. We have a large archive of historic data available for testing and we are registered Trade Station Easy Language Experts. We can also use our experience to make suggestions for improvements to strategies

System Research

We also do a lot of research into new trading strategies including work for large hedge funds. There is currently more than $300 million traded on systems that we have researched. We can work in a variety of ways including with Trade Station, Excel or standalone bespoke software.

Bespoke Programming

We have done many bespoke programming projects: for example real-time data feed processing, using third party trading API's, automating trading strategiesetc. Typical languages used would be Windows C++ or Excel VBA though we can work with a variety of platforms

General Consultancy

I am able to combine my experience as professional Windows C,C++ programmer with knowledge of the financial markets and my numerical and theoretical analytical ability to be able to offer financial software consultancy on a wide variety of subjects. Below I have listed some of the many projects that I have done in the past.

  • Automated Trading Software I have worked with a variety of different trading platforms including Interactive Brokers, OandA, GFT, HotSpot, and worked on automating a wide variety of different trading strategies.
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  • Dynamic Optimisation Project This involved designing a DLL within TradeStation to optimise dynamically over a rolling historic window of data and to use the optimal paramters from this for walk-forward real-time trading. This dynamic optimisation would then be repeated at pre-defined intervals.
  • Neural Networks I designed and programmed a neural network for trading the bond futures market
  • Genetic Algorithm System Optimisation optimising an intra-day trading system over 5 years of 1 minute bar data using genetic algorithms to determine the parameters.
  • Exotic Option Pricing Software I worked on writing option pricing Excel add-ins for a major city financial software company. This included working with a user programmable option payoff function.
  • Data Feed Handlers I have worked with a wide variety of data feeds over the years, extracting prices from many sources
  • Multiple System backtesting Software. I wrote software for back-testing mutliple systems being simultaneously traded with complex money management rules.
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    Adam Hartley's current Curriculum Vitae.

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