JSystemTrader (Java/IB)

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

  1. JSystemTrader version 4.13 is now available:

    • For more realistic back testing, I've added more options to the back testing dialog:

    • Historical data for expired contracts and market indices can now be downloaded with back data downloader:

    • Multiple improvements to strategy performance charts:

    • Added three new back data sets:
      a) ER2 Dec 2006 contract, 2-min bars
      b) ES Dec 2006 contract, 1-min bars
      c) ES Dec 2006 contract, 5-min bars
    #51     Jan 10, 2007
  2. rickty



    Have you added stop and limit orders yet? Or do you plan to, anytime soon. If so, it would be a great addition for me (and I may have to start to learn Java).

    Thanks for making your ATS available to us all.

    #52     Jan 10, 2007
  3. Only market orders are supported at this point. However, stop and limit orders are in the pipeline.
    #53     Jan 11, 2007
  4. JSystemTrader version 5.00 is now available:

    This release marks a significant addition to JSystemTrader: the strategy optimizer. It iterarates through the ranges of all strategy parameters and runs a backtest for each combination. The results are ranked according to the profit factors, as shown below:

    #54     Feb 22, 2007
  5. Version 5.01 is now available. Added more options to strategy optimizer:

    #55     Feb 26, 2007
  6. Hi,

    I am not familiar with APIs, but wanted to know if there is a possibility to a place bracket orders automatically with only entering a price.

    For example:

    I want to generate a bracket order for the emini SPX future (ESH7) with predifined parameters (+-6) from an entered price. For ESH7
    will be + - 6pts from the entered price (1400).

    1) The API will ask me a price for the ESH7
    2) I type in 1400
    3) the Api generates the follwoing orders:

    Buy ESH7 @ 1394.00
    Sell ESH7 @ 1396.00 (bracket order)

    Sell ESH7 @ 1406.00
    Buy ESH7 @ 1404.00 (bracket order)

    I do not want the stop loss of the bracket order.Is this possible?
    How should be one , with VBA? Could someone show me the correct path...


    #56     Mar 5, 2007
  7. #57     Mar 30, 2007
  8. Version 5.08 is available. Among the various improvements, I've added an option to remove the weekend/holiday/overnight gaps:

    #58     May 3, 2007
  9. bigboy1


    Hi Nonlinear,

    Nice app. I have a request. Can you add the ability to also download tick data for backfill as well as all foreign exchanges??

    Thanks in advance!!

    #59     May 17, 2007
  10. IB doesn't provide tick data as backfill. Foreign exchanges can be added to the list in the properties file (JSystemTrader.properties):

    # comma-separated list of exchanges
    #60     May 19, 2007