What are the advantages of switching platforms/languages between strategy development and implementation?

External question — Quantitative Finance Stack Exchange Author: Tal Fishman Original post: https://quant.stackexchange.com/questions/1479 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I am interested in coding a medium frequency (trading over minutes to hours, holding for days to weeks) quantitative trading strategy and trading it with Interactive Brokers. I have seen many people here mention that they use Matlab (or R, SAS, etc.) for strategy development/backtesting, but that they would prefer to program the execution code for live trading in C++/C#/Java. What are the advantages of re-coding the strategy into a lower-level language and/or the disadvantages of maintaining the same platform for strategy development and implementation? My thinking is that keeping the same platform allows one to easily incorporate updates and improvements to the strategy over time, whereas the IBrokers package and various commercial Matlab tie-ins to IB's API make it feasible to communicate directly with IB from the development platform. Is there something I am missing here? Have others tried this?