JSystemTrader (Java/IB)

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

  1. catie

    catie

    Hi,

    I followed the instructions at http://groups.google.com/group/JavaTraders/files pdf instructions but I don't think it works for JSystemTrader version 5.11 on Eclipse since I have 503 errors still. Has anyone tried to install JSystemTrader 5.11 or the latest version on Eclipse? What could I have been doing wrong? I tried this several times with the same results. Below are some of the errors I see.

    Is there another location for instructions for installing JSystemTrader on Eclipse or NetBeans? Where do most people run JSystemTrader?

    I tried the instructions here several time, but also with no success. I keep having many errors.
    http://www.myjavaserver.com/~nonlinear/JSystemTrader/UserManual.pdf

    Has anyone successfully installed JSystemTrader 5.11 or the latest version on NetBeans 5.5 or Eclipse 3.2? If so, what were the steps you used? Why is it so difficult to install this thing?Thanks much.

    Catie:(
     
    #61     May 20, 2007
  2. chvid

    chvid

    I made an ant build file to get project up and running without an IDE. Get Apache Ant and put the attached file - renamed to build.xml - in the root of the structure you unpacked from the zip file.

    Type "ant run" to compile and run it.

    Type "ant dist" just to compile it.

    Cheers.
     
    #62     May 20, 2007
  3. chvid

    chvid

    Here is the build script
     
    #63     May 20, 2007
  4. catie

    catie

    Hi Chvid,

    Thanks for your help, but I cannot view your script. Could you email it to me? I will try your method. Thanks much.

    Catie
    catiehor@gmail.com
     
    #64     May 21, 2007
  5. bigboy1

    bigboy1

    Hello Nonlinear,

    Well, still trying to add foreign exchanges for backdata. Had version 4.13 up and running where you included a compiled jsystemtrader.jar file and all I had to do was modify a path or two in a different file and up and running. Unfortunately the jsytemtrader.properties didn't exist then. The newer builds don't have the precompiled jar file so after 4 hours screwing around trying to set up a sdk of java and netbeans trying to download gigabytes of developer crap, it's still not running. PLEASE include a jsystemtrader.jar file of v 5.11 and include a link please. It would be MUCH appreciated. Sure liked the old makeJsystemTraderJAR.cmd stuff.

    THANKS!
    bigboy
     
    #65     May 23, 2007
  6. You don't really need jsystemtrader.jar file to run the app. Just make sure that your classpath contains the directory where the compiled classes are. I realize many people have setup problems, but it's a one time deal. You are welcome to post at http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1179884639&file=/2/40281.html -- that's the main JST thread, and I can provide better support there.
     
    #66     May 23, 2007
  7. SunTree

    SunTree

    I have read through just 1/2 the thread, sorry if this is repetitive.

    I think it would be good to get IB(!) interested in initially maintaining the project on SourceForge or Apache. Their responsibility can be just testing on new JDKs and testing for compatibility with newer versions of IB. All tests can be automated by IB, no big deal. The contributions will be done by community. Birds eye view......

    Yet, it would be nice to have ability replace the broker build in for the future. IB would still greatly benefit either way.
     
    #67     May 24, 2007
  8. When hell freezes over, I should think. I cannot see IB getting involved in this - I'm sure they have plenty of work for their development staff already.

    Testing IS a big deal. To start with who would write and maintain the test plan ?
     
    #68     May 24, 2007
  9. SunTree

    SunTree

    >>>Testing IS a big deal.
    Depends on goals. IB should just keep an eye on the project, rest of the job is up to community.

    >>>To start with who would write and maintain the test plan

    I will.
    I have outlined a minimal scope:
    1) new JDKs
    2) new version of IB
    3) run few basic test systems (already created) on static set of data, make sure they perform as expected
    Done.

    It should take 1 week or less for 1 person to setup tests. Even if 1 month. Peanuts. IB will get much more out of it. They can make it a part time effort for 1 person.

    Many companies choose to support opensource to drive their agenda, nothing new.
     
    #69     May 24, 2007
  10. JSystemTrader version 6.01 is now available:
    http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html

    A major addition in this release is the support for scaling in and out of positions. As everything else in JST, this works with backtesting, optimization, and actual trading (demo, paper trading, or real account).

    The strategy performance chart uses the new annotation to reflect variable position size. For every trade, there is a colored circle with a number inside. The color of the circle indicates the position side (green=long, red=short, yellow=flat). The number indicates the number of contracts/shares held. For example, on the attached chart, the following sequence of trades can be seen:

    1. Bought 3 at 10:00, net position = 3
    2. Sold 2 at 10:05, net position = 1
    3. Sold 1 at 13:40, net position = 0
    4. Bought 3 at 14:25, net position = 3
    5. Sold 3 at 15:40, net position = 0
     
    #70     Jul 9, 2007