Recent content by james2hunt

OK I've tuned the 5 min gap bar strategy and tested against 9mths of gapping stocks. i.e. over 1200 possible positions Results are: Batting 51% Simple Sharpe ratio 1.76 i.e. wins 51% of the time and makes 1.76 times what it looses. Not bad for a simple strategy Ran it using an...

entry would be 101.01 and stop would be 99.99

So I've automated and tuned the following strategy that I use on gapping sticks each morning. it wins 50% of the time and has a sharpe ratio in the 1.8+ range (see attached spreadsheet). My question is can anyone think of a better way to control the stop outs other than using Vwap? I use...

OK I've updated the videos to show the latest version. First video shows the features the second one now just shows how to create a strategy. The schema has changed to allow the same position to be traded using multiple strategies. Back testing now uses 1min bars to replay your specific...

I have an open source platform this gives you an idea of how to build a system that is fine for trading at the 5sec bar + level with real time bid/ask/last price. https://code.google.com/p/trade-manager/ Java based using mySQL DB standard hibernate JPA for DB access. Swing gui with simple...

Download this https://code.google.com/p/trade-manager/ then you should be able to download your 1min data for 6mth. You have to let the app run this by giving it your contract and each tradingday for 6mths (can import via a csv file see /db dir for examples). It will run for along time as...

I have the basis for an Algo platform its java but only has apis for Yahoo data and IB TWS (data and trading). Any broker can be used you just need to build the interface. See the broker package. https://code.google.com/p/trade-manager/ Would be a good start for what you are doing. For...

Nice set of libs could be linked in simply. Quite easy to do. So far I have just added them as requested. In my app you just need to define the parms in the CodeType/CodeValue table. Then a series and object for the series. The series contains the function to calc the values based on live...

Usually its port 3306 is not free and on install that was the default. Most errors you can google to find a solution as MySQL install straight forward.

Version 2.11_04 build now has a feature that allows you to back test one time frame and replay the bars on a lower time frame this gives a more realistic back test. So if you run the Get Broker Data against IB TWS you can write your strategy to say trade on 1hr bars and say retrieve 1 week...

Does anyone still have a single cpu pc ? anyone who is a serious trader well anyone really is running multi cpu machine usually 4-8. Thread limitation is becoming a mute point. That coupled with the use of SSD drives has made performance a thing of the past. As I'm not trading on...

For back testing I do throttle the threads using the SwingWorker that limits threads to 10 so the Whole app is runing around 25 total threads when back testing. When trading live the threads are not limited. So if you are trading 10 symbols app is running a thread for each strategy, the main...

Please read the Home page. Its Java and has been tested on Linux and Windows. All strategies, data, app run their own threads i.e. there is a data thread, a thread for indicators, each strategy is running in its own thread, then the app is running as the main thread. This applies to live...

OK updated the UI made it simpler in this version. See vids for 2.9 version. http://code.google.com/p/trade-manager/ Anyone any ideas for new features e.t.c.