Comment by bproctor

Having wasted 6 years of my life intensively working to create an algorithmic trading system (and failing to make it consistently profitable), what they have here is the easy part. You need a system for discovering strategies. That's were almost all your effort will go. The simulator for backtesting, integrating with a broker, etc. is such a small part of it, if you're serious about it, you're probably better off writing your own.