Well, I started writing my first strategy in Esper EPL. Not so difficult to reach a "Hello World" happy flow.
But too little documentation for TA-LIB http://www.ta-lib.org . No idea how to customize the parameters of MACD, RSI, STOCH etc to represent 2-minutes candle stick chart.
I think I better source other ways to generate Technical Analysis indicators. Let me hack into AIOTrade's http://aiotrade.com/ code to find out if I can do full customization on those Technical Analysis indicators.
Oh ya, that also bring the hints that I am going to use AIOTrade as my front end for AlgoTrader. Cool?
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