Open Sourcing a Trade-Ideas bot

Discussion in 'Automated Trading' started by AdrianP, Jul 2, 2010.

  1. AdrianP


    A year or so ago I wrote and operated a Trade-Ideas robot but when the strategy died I shut it down and moved to other things. I thought it would be interesting to dust it off, clean it up and release it as open source. It is all C# and runs against Interactive Brokers.

    I have never open sourced a .NET app before and am not totally sure I understand how all the resources & DLLs work, and I don't have a T-I account anymore so testing is more difficult. And just for extra fun, I initially wrote it with a 3rd party data source which I have to rip out and replace with IB so that will have to be tested out.

    If you have some expertise with writing or deploying C# or would like to play with an open source Trade-Ideas robot, PM me or leave a message here. I'll update my progress and problems here.
  2. Drake


    What kind of bot are you talking about? I would be interested. Kind regards
  3. AdrianP


    I put up a project on Google Code:

    The code isn't building properly as I'm battling with some DLL/resource issues but if I can work that out, I should be able to put up some install files within a few days.

    It is a pretty simple (but powerful) bot and defers most of the intelligence to the Trade-Ideas alerts and all backtesting/config to the OddsMaker. Users can define an alert and then specify how the bot should respond - entry, targets, stops, time stops, position sizing, limit pricing, all that good stuff. If you've ever used the OddsMaker, it should be pretty familiar. It even mimics the OM config and if you set up an alert with the OM, you can use your OM settings to create the strategy.

    When I get the build and deploy issues resolved, I'll put up some screen caps and other fun stuff.

    Right now I'm beating my head over the damn .NET. I just moved to 64-bit Win 7 and to make the bot generic I moved it to a new project so all the resources are giving me grief. If anyone has some experience with C# and wants to baby-sit a new build that would be awesome, otherwise you'll just have to wait for me to limp my way through this :)
  4. AdrianP


    I put up a first snapshot of the bot at:

    Looking at it now it seems a bit awkward to add new strategies so I put up a wiki page describing the steps:

    Okay, it seems a lot awkward. What can I say, most of the time was spent running the bot not adding new strategies :)

    I'll take a look at smoothing out some of the rough edges later and will happily look at any submissions if people want to help.

    And be cautious: I made some code changes over the weekend and haven't had much chance to test since the markets have been closed. Should work but definitely don't try this on your live account yet!
  5. DanMitroi


    Adrian, that's a very interesting project. Where are you from? I think we could work together on this.
  6. AdrianP


    Dan - I'm on the West Coast. There's certainly a lot of room for improvement in the UI and I bet we can dream up some more functions.

    If you want to start, try extracting the source (Tortoise SVN works well), building a local copy and poking at it. Most of the interesting code is in BotController.cs. Feel free to grab me via PM or e-mail.