You are using an out of date browser. It may not display this or other websites correctly. You should upgrade or use an alternative browser. Discussion in ' Automated Trading ' started by nonlinear5Sep 26, Log in or Sign up. Its not about the battle of the system, but the problems associated with a platform which is tied directly to money. Losers will look for blame everyone else and you will be first escapegoat!
Read about thethreats of jsystemtrader and lawsuits. There are some very good posts EARLIER in that thread which warn about litigations and other possibilites. But, unfortunately, the posters were shunned away.
Well, let there be a battle between the two free platforms! Could you please elaborate If I don't get this correct. As far I understand there is the "main program" - the base strategy class, that for example downloads data and provides this data to the "users' class", and after that sends generated orders to the broker. Then there is another class where the user can program his system rules, and indicators calculated on code data that main class provides. This class processes the data and sends orders, based on system rules, in a specific form to main class that sends orders to broker.
This class is somewhat like writing the code in charting software language amibroker, tradestation, in metasotck It would be a good time for me to dust off my Java-knowledge and try this! I have a few more questions, if you don't mind. Are all types of orders supported? How about trailing stops, is this something I would have to program myself or is it included already in the software?
Are you running the software on windows or linux? Do you know if it will run without problems on linux? I might be interested in running the software on linux, since it might be a more stable platform, which of course is important for AST. You may also be interested in participating in the Source Discussion on the IB's discussion board.
List of changes in this release: Strategy Performance Charts that show prices, indicators, and executions Virtual TWS, which is a historical quotes and execution generation engine which replaces TWS. That is, you don't need to have TWS running, and you don't even need to be connected to the Net, and yet you can develop, run, and test JSystemTrader.
The usefullness of the Virtual TWS is doubled by the fact that in that mode, the execution follows exactly the same code path as it does while JST is connected to actual TWS. Sample strategies fixed and documented better Other improvements Your comments, suggestions, and bug reports are welcomed. Link to JSystemTrader discussion on IB's board http: A few more releases of JSystemTrader have been made.
It's now in version 3. As a reminder, JSystemTrader is open source framework for Java developers for implementing automated trading systems source IB's API. The relevant discussion is at http: Code is a cumulative list of changes since the last time I code Sample Strategies -- added MultiIndicator. One hour time difference bug fixed Time Refactoring. There were multiple places where the annoying conversion from seconds to milliseconds took place.
Now it's in one place only. Virtual TWS would not work with German regional options in Windows XP. This fix code work anywhere on the planet. In case the unintentional connection to a real not simulated TWS is made, Jsystemtrader will ask you to confirm that you are about to trade against a real account. JST retreives the account number via the API call and determines that the account is real if the first symbol in the account number is not letter "D".
That is, I am making 2 distinct assumptions here: If either of these assumptions is wrong in your case, please let me know. This letter-coding is just a guess on my part about how IB encodes account numbers. Renamed a few internal member variables for clarity and simplified the Model-View-Controller setup.
No more holiday handling. Removed the "holiday" handling from the MarketCalendar. It's too complex to handle it with various exchanges, not jsystemtrader mention different countries. JST is perfectly capable of handling the trading without being aware of the holidays, since it checks if the quote history is up to date before making a trade.
Quote history now differentiates between "MIDPOINT" and "TRADES" and validates the quote history accordingly. Strategy implementation can and should now specify the "whatToShow" parameter. It was hardcoded to "TRADES" before, so FOREX strategies would not work. Better HDMS error handling. Fixed the code in the error so source JST will properly handle the "HMDS connection attempt failed" message.
This is to address the problem that Joseph and I experienced on Oct 18, described in this thread: However, I can't validate the fix until this source can be reproduced. JSystemTrader is now in version 3. A significant addition in this release is the ability to test the coded strategies against the historical data. JSystemTrader Discussion in Interactive Brokers forum: You must log in or sign up to reply here.
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