Automated Trading Software

Hi alfobs,

My future plans? To be honest I didn’t spend too much time thinking about that – but today I do not have any plans to make it open source or commercial. You are just welcome to use it. If you have any suggestions for improvement please let me know. We can discuss everything. If it is of use for other users I will surely implement it as soon as possible.

So what are your points and ideas? What report or function do you miss?

Daniel
 
syswizard,

I am sure that Daniel did not write a million lines of code, and he did not have to. To make a good software it is not necessary. Software must be compact, light on resources and reuse existing libraries as much as possible. The thing is that sometimes you have to spend more time developing a smaller software. From my practice such small but well-designed software tends to be much more robust and in the same time be very open for extensions and modifications. Maybe this is one of the reasons why Tradestation still cannot support portfolio backtesting. They originally did not consider the feature, but now it is too tough to modify those million lines of code without breaking something else. Only external modules could solve this Tradestation issue.

Quote from syswizard:

Well, thanks much....I'll get to that later.
Knowing the incredible amount of time it takes to develop in C/C++, I have to ask you this:
WHY ARE YOU DOING THIS ?
Are you trying to recreate Tradestation's platform for instance ?
My estimate is that platform originally was about a million lines of code (TS2000i). I imagine that has now even grown more with the "online" version (TS8).
More...
 
Daniel,

Please check PM from me regarding my points and ideas.

Quote from TrailingStop3:

Hi alfobs,

My future plans? To be honest I didn’t spend too much time thinking about that – but today I do not have any plans to make it open source or commercial. You are just welcome to use it. If you have any suggestions for improvement please let me know. We can discuss everything. If it is of use for other users I will surely implement it as soon as possible.

So what are your points and ideas? What report or function do you miss?

Daniel
More...
 
Syswizard,
You are right. It really takes a long time to develop a C++ application. I work on TradeProject for about 8 years now. It started as a trading tool for my own usage. Currently the TradeProject counts about several thousand lines of code – I never count.
Looking forward to hear some comments.
Daniel
 
Quote from alfobs:
syswizard,
Maybe this is one of the reasons why Tradestation still cannot support portfolio backtesting. They originally did not consider the feature, but now it is too tough to modify those million lines of code without breaking something else. Only external modules could solve this Tradestation issue.
More...
That's exactly what happened. Bill Cruz had a decision at one point to fix all of the bugs in TS2000i and release it as Service Pack 6. He enlisted a consultant to estimate this effort....which came in at 1 man-year of effort.
It never happened (of course).
 
It just took a bit longer than expected, but now I got the version on the web. I added a classical ‘MA-Crossover’ to demonstrate how to develop a strategy. It also implements a Trailing-Stop and takes care about partially filled orders of the strategy (wonder how other packages manages this problem – any hint is welcome to this issue). So the source is longer than expected – but it works so far. If anyone likes to try it – please use the IB Demo-Account or the Simulation first! I hope you will enjoy TradeProject. Any comments and critics are welcome and feel free to send me a PM or mail. – Unfortunately I didn’t find enough time to make the demo-video as well, but I will work on it!

Here the link to the page: http://www.tradeproject.de/Start.23.0.html?&L=1

Daniel
 
First small video using the English-UI of TradeProject is finished and online. It demonstrates how to setup the application to connect to the IB-TWS and start the classical MA-Crossover strategy which comes with the setup-package.
 
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