JSystemTrader version 6.19 has been released. Among other features, JST now fully supports trading, backtesting, and optimization of strategies using sub-minute bars (such as 5-second, 15-second, and 30-second bars). Historical data downloading is also available in JST using two options: IB historical servers and OpenTick servers: Project Home & Download: http://code.google.com/p/jsystemtrader/ Release notes: http://code.google.com/p/jsystemtrader/wiki/ReleaseNotes Discussion group: http://groups.google.com/group/jsystemtrader
It doesn't run out of the box, as it's intended for Java developers. If you are one, here is a setup guide: http://jsystemtrader.googlegroups.c...DQ11rzV1NA_eUTKeiA-yZm0BNrKdAVGH_G2Nm8oss6mPQ
Hi nonliner, just wonder can I import an price history file to run the strategy, also can I use the end of day data instead of the end of day data? Thanks.
I tested the JSystemTrader using a paper trading account and found that when I close JSystemTrader and open it again, it does not remember the positions and it starts like there are no positions in IB.
From the code I found that a strategy will keep running unless an exception occurs or the program is killed. There is no way to stop a strategy without stopping the program.
if you want a c# open-source alternative, checkout TradeLink http://tradelink.googlecode.com. It's broker-neutral, supports quoting and algorithmic trading applications and works with IB and Assent presently. It's mainly being used by day-traders, so if you are holding positions overnight we'd welcome your testing help.