Free automated trading platform, for IB

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

  1. Looks, great. Where would someone like me who has no programing experience go to figure out how to program trades.
    Also when are you looking at releasing it?
    All the best
     
    #81     Aug 29, 2006
  2. I am looking at releasing the first functional betas in just a few weeks.

    As for as someone who has never programmed before, how to learn how to code strategies... I am not sure of any resources off the top of my head on how to do it, but corresponding with the first beta's I will write several tutorials explaining how to do it in my scripting language and what everything in the script means. I will try to write it geared towards people who may not have much programming experience....

    Any thoughts or suggestions how to make the interfaces look better?
     
    #82     Aug 29, 2006
  3. toe

    toe

    frostengine my sudgestion for helping newbies to learn to trade would be to include several example codes of varying complexity and enchourage them to reverse engineer and alter the code. also having a forum to allow users to exchange ideas, educate each other, post code snippets etc, might be worthwhile. of course it may add some work for you but it may also save you time if users are enchouraged to do much of the explanatory work the developer would normally do, in exchange for a free product.

    with the charts may i sudgest some sort of pointer to the entry level of trades, the long bar could get confusing, when i first saw it i thought there was lots of bad data.

    its sounding really interesting frosty, i look forward to seeing it.
     
    #83     Aug 29, 2006
  4. toe,

    Good point about the long bar representing entries. It is a bit confusing. I currently have support for lines, bars, and symbols. Symbols being what you are refering to as a pointer to mark entries. In the charts I provided I just happend to have it using bars, but replacing one line in the script will make it use symbols instead. My goal is to make as many things as possible all be implmented through the scripting language so the end user can look through these scripts and learn how they are working and to change any aspects they do not like.

    Regarding providing several scripts of varying complexity. That is something I am deffinetly going to do. I will provide simple scripts doing things such as the moving crossover method, several other simple methods... a few more complex methods, and I will try to write some tutorials explaining how each are working and what each line in them means. I also HOPE at some point to do the same thign for the default chart script engine, and the trade manager so that anyone wishing to modify those will know WHY each line is there and what its doing. All of these things will not be available with the first beta releases, but are things I hope to do over time. I also hope to set up a website and forum before the first beta release so people can begin discussing scripts and sharing their scripts with others.

    I am fairly confident that the program will be ready for an INITIAL beta to a few select people in a few weeks, but I have to first form an LLC to help protect myself, so that MAY delay the first beta release. Anyone more familiar with the process of forming an LLC please send me a private message, thanks....
     
    #84     Aug 29, 2006
  5. Here is a very tentative screenshot of some of the options you will see on the backtesting piece. To the left you see a list box with all of the tick data captured by the application that you can use for your backtests. You can select either one, or select multipe of those.....

    Then there are 3 options for scripts. One is an initialization script, which you can use to set any default values on variables you want, or to init things such as a chart you may want displayed.

    Then there is a backtesting strategy script, this will be your actual method your trying to backtest.

    In this picture I have a third box which is any utility script you want loaded... this one wil probablly be removed because there is no reason for it... if there are any utility scripts you want to load you can load them inside the init script by just saying:

    script.RunScript(filename)

    Then everything in that script wil be loaded in.. this can be used for loading custom trade manager scripts, or custom indicator scripts, or anything like that you may want to be able to use from yoru strategies so that all of the code for yoru strategy does not have to be in one script file.......

    This interface will probably be redesigned alot, this is just how it looks at the moment, any thoughts for improvements on it??
     
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    #85     Aug 29, 2006
  6. Kohanz

    Kohanz

    jfrost, your project is interesting to say the least. The screenshots look nice.

    As a fellow programmer, I was hoping you could answer a couple of questions for me that I haven't seen answered in this thread (although admittedly I have not read the entire thread):

    1) What language is the application written in?
    2) What are you using to do the charting (if you are using C# or C++, I would be especially interested in what libaries you are using for this functionality)

    Thanks in advance for you answer and good luck with your future work.
     
    #86     Aug 30, 2006
  7. kohanz,

    I am writting this project in Java.
     
    #87     Aug 30, 2006
  8. Does anyone have any possible name suggestions for this tool? Frosty's stock bot just does not seem very creative for a name ;)
     
    #88     Aug 30, 2006
  9. coldmotor
    codemotor
    frostfusion


    :D
     
    #89     Aug 31, 2006
  10. Gonz

    Gonz

    FrostBite :D
     
    #90     Aug 31, 2006