TWS IB trading application

Discussion in 'Automated Trading' started by james2hunt, Jun 20, 2011.

  1. This looks interesting. functionality nearly there just need a user friendly interface for writing strategies. Real back testing data.

    Historical data on any TWS supported time frame. 1min-Daily download from TWS and stored. Base time frame is configurable. Current default is 5min bars.
    Charts using JFreeCharts updatable every 5secs, featuring 8/20MA(config), Vwap & Hiekin-Ashi bars. Support for any derived indicator. Save and Print in png format. 5/15/60/Daily roll-up see dropdown on chart tab.
    Back testing Strategies support.
    Manual order creation and transmission to TWS.
    Portfolio Summary/Detail reports with batting and simple sharpe ratio calcs. Click thru to charts. Export reports in csv format.
    Support for Strategies written in java. Next release will feature Drools for strategies i.e user friendly business language to write and maintain rules. Separated strategies for entry and management of positions. Strategies fired on completion of a base candle.
    Import symbols in csv format for daily setup and back testing.