IB plugin blackbox

Discussion in 'Automated Trading' started by james2hunt, May 10, 2011.

  1. This should be interesting when complete. A black box that trades via charts using an inference engine (Rules engine Drool) should be very flexible.

    All free IB TWS/MsSQL/ e.t.c java

    http://www.youtube.com/watch?v=nxPX4AvpaNI

    James
    :)
     
  2. Nice work.

    Have you considered some back testing?

    p.s. Interested to know which charting component that is.
     
  3. The charts are JFreeCharts
     
  4. GATT

    GATT

    video removed ?
     
  5. Yes building that now. Will use data from the database and just replay the chart. So I have a testing interface to replace TWS API same functionality but orders will fill at their price when a candle range fore fills the orders price.

    good enough for testing as I only trade liquid stocks.
     
  6. What about GUI tools for Java? Anything drag & drop out there, or would you say the C# IDE tools are easier?
     
  7. LeeD

    LeeD

    So are the charts in TWS itself.
     
  8. I'm going to assume that Timberhill does not use TWS in any way to make markets... JFreeCharts or not.
     
  9. That is a correct assumption.
     
  10. Swing has full drag/drop not sure why you need that ? I've used it in a previous projects for JTrees e.t.c

    So I have the back testing coded but have run into problems thread wise. Mainly with the persistent layer and Entity Manager. Should have that working this week. Note there are at least 2 threads per symbol you are trading + the UI thread and broker interface thread. Then there are listener threads that run for error handling.

    It failed running 20 symbols at once with a second delay on each candle. Runs fine in real time with 20 symbols but the test facade cuts out the broker delay.

    Currently my approach is to persist at the thread level so each thread has a session context.

    James
    :)
     
    #10     May 22, 2011