JSystemTrader (Java/IB)

Discussion in 'Automated Trading' started by nonlinear5, Sep 26, 2006.

  1. This seems to be a bad link. I get a page not found error. I am interested in having access to the source code. In return I promise clear and useful feedback. Where do I find the sourcecode?
     
    #41     Nov 24, 2006
  2. #42     Nov 24, 2006
  3. The JSystemTrader discussion spans over two big threads on the Interactive Brokers' discussion forum:

    JSystemTrader I:
    http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1162937872&file=/2/37888.html

    JSystemTrader II:
    http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1162937651&file=/2/38821.html

    The entire source code and the related files that make the JSystemTrader distribution can be downloaded from:
    http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
     
    #43     Nov 24, 2006
  4. JSystemTrader version 3.13 is now available. Fixed all the reported problems in "Virtual TWS". For those who have not read the IB discussion threads, here is a short summary.

    JSystemTrader can run in 4 different modes:

    1. Real money account.

    2. Simulated (paper trading) account.

    3. Virtual TWS, prices are generated using a "random walk" model. In this mode, no actual TWS is running. Instead, JSystemTrader simulates TWS by sending prices and order executions. This mode is intended as a test case to check the meachanics of autotrading.

    4. Virtual TWS, historical test. In this mode, no actual TWS is running either, but the prices are loaded from a file containing historical data. This mode is intended to back test the coded trading strategies.
     
    #44     Nov 27, 2006
  5. bigboy1

    bigboy1

    Is it possible to integrate jsystemtrader with the email notification of tradestation for automated trading with Tradestation coded strategies??

    Since I code in easylanguage rather than Java, I'll ask the question.

    Thanks for any help!

    Bigboy
     
    #45     Dec 4, 2006
  6. I don't want anything to do with Tradestation.Thanks for your efforts and keep up the good work.
     
    #46     Dec 4, 2006
  7. JSystemTrader version 4.02 is released. Known problems have been addressed.
     
    #48     Dec 13, 2006
  8. JSystemTrader 4.05 is released.

    Changes in this release:

    -- added a P&L line to the strategy performance chart (see pic below). The cumulative P&L (in contract points) uses the right axis of the price chart. The line is white. This makes it possible to visually evaluate the P&L over time for total return, drawdowns, and consistency. More quantitative measures (such as profit factor) are coming up in the next release.

    [​IMG]
     
    #49     Dec 19, 2006
  9. #50     Jan 1, 2007