There was a recent thread on Zipline that had some interest. Would be interesting to have a survey to know if any retail trader has been successful setting up an automating trading system at all ?
I have yet to find the time to do this myself, but my research concluded that Michael Halls-Moore's @mhallsmoore blog project qsforex[0] is the best place to start. I have used Oanda as a broker and found their service to be great. Plus, As far as I know Oanda is the first to the retail market with an open API. Although, I haven't yet used Oanda's API[1] as mentioned in the setup.
Check out quantstart's write ups[2] for the best info on getting started with algo trading.<p>[0] <a href="https://github.com/mhallsmoore/qsforex" rel="nofollow">https://github.com/mhallsmoore/qsforex</a>
[1] <a href="https://www.quantstart.com/articles/Forex-Trading-Diary-1-Automated-Forex-Trading-with-the-OANDA-API" rel="nofollow">https://www.quantstart.com/articles/Forex-Trading-Diary-1-Au...</a>
[2] <a href="https://www.quantstart.com/articles#algorithmic-trading" rel="nofollow">https://www.quantstart.com/articles#algorithmic-trading</a>