I have been looking for the the best open source apps to automate and backtest a very simple strategy with an API to IB TWS. The more I look, the more there are. A common trend among these platforms is that they are never really complete and the documentation is lacking. So I was wondering, is there one that stands out as the most complete, easy to use platform? Is there a consensus among members of this board on what works? Please don't say NinjaTrader, Metastock, tradestation, or Amibroker.
JSystemTrader http://code.google.com/p/jsystemtrader/ Complete open source Java ATS for the IB API. Very easy to implement your own strategy if you know Java. Includes a backtester and optimizer.
Thanks Jeb, I played daround with it for a while. It doesn't look like it will get daily timeframe data. Is there a way of doing this?
Sorry, I didn't know that you wanted the daily time frame. JSysytemTrader was designed for intraday trading. If you are good enough at Java I'm sure that JSysytemTrader can be modified to handle daily time frame data.