Free automated trading platform, for IB

Discussion in 'Automated Trading' started by frostengine, Aug 21, 2006.

  1. blowfish,

    You have some good ideas regarding the line drawing, However I do not believe any of those features will be in any of the intial releases, or even if that feature will be included at all. I will keep it in mind and try to think of ways of implementing that.

    Inamic,

    Current versions will use default java icons and images, however as the project becomes more popular, I may get some images donated that I can use to make it look "prettier"..

    Concerning more screenshots, in the next few days I will post some more.
     
    #131     Sep 14, 2006
  2. Hi,

    Just throwing ideas out there :) I hear from others that drawing tools can be one of the trickier things to implement. Perhaps thats why most software makes such a lousy job of them!

    Cheers,
    nick
     
    #132     Sep 14, 2006
  3. Here is a screenshot of an equity curve showing my trade by trade PL for one of the methods I just backtested....This method here does not show a lot of trades on this equity curve, because it was very restrictive method I was testing that did not trade much..... only to show a demonstratiion of this new feature I just finished up....

    The bottom of the chart shows the trade, for example this strategy triggered 50 trades over the backtested period, the left side shows the PL in dollars.

    I am looking for constructive critisim on what you would like to see on the equity curve, basically everytime you run a backtest, this chart will pop up at the end to sort of summarize how the backtest went.. what other information would you like to see either on the chart or somewhere else, will probalbly make some sort of summary screen that also pops up with the chart showing some data... what data would you like to see there?
     
    #133     Sep 14, 2006
  4. I like the idea of a summary window.

    The chart is nice but I would scrap the bars axis and replace it witd date.

    As far as trades summary, I would include the basic trade info.

    date and time of entry signal, d&t of entry, exit d&t, profit or loss of trade, running equity, maybe some other stuff.
     
    #134     Sep 15, 2006
  5. KRSNA

    KRSNA

    Good work. Here's an idea I worked on manually some years ago. Might get you somewhere. Equity bar charts.
    Amazing what you learn from analysing it.

    Bar 1 Open =0
    Bar 1 High = Highest equity of (3) bars
    Bar 1 Low =Lowest equity of 3 bars
    Bar 1 Close = Equity at end of 3 rd trade.

    We all trade price charts with OHLC. What I did was create an equity chart made up of OHLC of last 3 trades. (can be more). Best with a system that generates hundreds of trades. Now you are looking at a chart of your trading system corporation and as long as your system gives buy signals on the equity bar chart, all is well. if it gives a sell signal well maybe switch to sim trading.
    I found that often I could tell that the next trade would be positive, just by analysing the equity bar chart. I would also avoid nasty drawdowns.

    You follow?

    You just use the trading system to analyse the equity chart of your system! LOL.
     
    #135     Sep 15, 2006
  6. lol, I have actually thought of that...... even just using line charts for my equity chart I could see some very familiar techincal patterns existing, such as double tops and bottoms, and such.... it was very interesting to see......... I wonder if that lends more credience to the theories that we are just seeing patterns in random data when we use techincals to trade stocks and such..... or maybe everythign just follows natural paterns... because it did seem to predict draw downs on some of the methods I backtested.....

    Maybe have several methods that you know are good, look at the charts of the PL for each one everyday, and then run only the systems that have bullish patterns on their PL currently and dont run the others that day in the live account instead run those on the sim account until their equity patterns are bullish again...

    ;)
     
    #136     Sep 15, 2006
  7. No one will probably find this of interest, but starting this upcomming week, possibly Monday I will start running an automated system on my LIVE money account. I have a few systems to choose from, but more than likely I will use the one of the PL chart I posted, simply because that method is not a high risk or high frequency trading method. So, I can rest a little easier without worrying about a bug showing up, although in sim trading even with very high frequency methods I have seen no potential problems. But naturally when real money is on the line, at least for the first few weeks you dont want to take any chances. So once I do put it running live with the real money I will post daily PL updates, however, the method I run some days does not generate ANY trades at all....

    May not seem that important to most here, but having it run on a real money account instead of the sim account it has been running on for a long time,is a BIG step in the development of this program.
     
    #137     Sep 15, 2006
  8. Good luck to you for Monday!

    To be honest I dont think I would ever trust an automated system unattanded (not that you suggested un attended). Perhaps if the computer running the whole show was in some triple redundant data centre.

    Cheers,
    Nick
     
    #138     Sep 16, 2006
  9. This sounds like a great idea.
    Can I try it ?

    thanks
     
    #139     Sep 18, 2006
  10. I can not release any betas to the public at this time, but when I can sure you can try it.....

    UPDATE: I have my system running completly automated and unattended today while I am at work. So, hopefully things go ok ;)

    I figure there is no better test than to just let it go, and see what happens.
     
    #140     Sep 18, 2006