A COM interface for Matlab

I have an existing automated forex trading algorithm in Matlab that must be integrated with my online broker. The broker uses a COM interface to permit automated account management. This includes, but is not limited to, receiving quotes on the price of a certain stock, option, or currency, and executing trades of said instruments. Matlab has a COM interface that does not support some of the variant types used by the broker’s system. For this reason a solution must be built that will allow an automated Matlab algorithm to monitor the prices of one or more instruments, and execute trades when necessary. Others have solved this problem by developing a Visual Basic project which acts as a COM client to Matlab’s COM server. The VB project gets quotes from the broker and relays them to the Matlab algorithm. The Matlab algorithm monitors the prices relayed from the VB project and signals the VB project to buy and sell when appropriate. I require a solution that will allow my Matlab algorithm to interact with the broker. More information on the broker’s SDK can be found here: [login to view URL] The broker provides many fully written samples of code from a number of languages that can get price quotes and execute orders. So, that work is already done. What remains is the development of a Matlab interface. This could be a VB project which acted as the middle man between Matlab and the broker. The VB project would have to be able to deliver price data to Matlab at high speed (>10Hz) and accept buy signals from Matlab that it would then pass onto the broker. A “Matlab only?? solution seems more desirable, however I am not sure that it is possible given that Matlab does not support some variant types used by the broker. Bidders can access the SDK of the broker (MB Trading) here: [login to view URL] Registering for a demo account will be necessary to complete the project, it is free. ## Deliverables 1) Provide a solution which allows Matlab to autonomously trade with the broker, be it directly or indirectly, at a reasonable speed (>10Hz). This method must provide price data to Matlab and accept order request from Matlab which it can then pass onto the broker. A bonus of 50% of the bid price will be given to the coder who can deliver a Matlab only solution. 2) A sample .m file (with good comments) utilizing the solution from 1) to monitor and store price data from the broker and execute trades by itself on a demo account, the mechanism it uses to determine when to order is unimportant. 4) Documentation describing the solution clearly to someone non-proficient in VB or COM. ## Platform Windows XP, Matlab R2007a