Creating Your Own Software

Hello folks.

My question is the following:

If I want to write my own programs to go against a large database, how exactly would I go about doing it?

For example, if I want to identify patterns - locate all stocks that tend to rise on Mondays, stocks that tend to fall after 3 consecutive up days, stocks that fall in the morning and rise in the afternoon, etc.,

1) What programming language would I use?

2) How would I obtain the data and how much would it cost? I know services like Yahoo are free for basic historical data, but in this case, you would not know the particular stock.

Thanks in advance. :cool: :cool: :cool:

AZD
 
When I used to swing trade, I used quotes plus. It was very easy to program and they showed you how. Now if you are talking about daytrading I can't help you.
 
Hello,

With Java you can choose among several open source programs.

They are some they access Yahoo! quotes, like EclipseTrader I think.



There is a new Google Group, JavaTraders.

http://groups.google.com/group/JavaTraders

The purpose of this group is to exchange : ideas and techniques for using
Java in trading,
news and tips about open source trading softwares using Java,
news about trading softwares using Java.


Here a list of Open Source Java Trading Softwares.

SFL Java Trading System Enviroment
http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse

The SFL Java Trading System Enviroment is a java application built on KISS
principle (Keep It Simple,Stupid) and its aim is to provide a fast and
platform indipendent infrastructure to develop and execute trading systems.

EclipseTrade
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/

Stock exchange analysis system, featuring shares pricing watch, intraday and
history charts with technical analysis indicators, level II/market depth
view, news watching, automated trading systems, integrated trading. Based on
Eclipse RCP framework.

JSystemTrader
http://www.myjavaserver.com/~nonlin...stemTrader.html

JSystemTrader is a fully automated trading system (ATS) that can trade
various types of market securities during the trading day without user
monitoring.
All aspects of trading, such as obtaining historical and real time quotes,
analyzing price patterns, making trading decisions, placing orders,
monitoring order executions, and controlling the risk are automated
according to the user preferences.
The central idea behind JSystemTrader is to completely remove the emotions
from trading, so that the trading system can systematically and consistently
follow a predefined set of rules.

Matrex
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/

Use Matrex, the un-spreadsheet, instead of spreadsheets when working with
vectors (e.g. database data, charts) and matrices. The perfect desktop tool
for mathematical, statistical models and complex calculations. Adapters to
matlab, scilab, octave, R.

AIOTrade
http://sourceforge.net/projects/humaitrader
http://blogtrader.org/

AIOTrade (formerly Humai Trader Platform) is a free, open source stock
technical analysis platform built on pure java. Its pluggable architecture
is also ideal for custom features extending, such as indicators and charts.
It Requires JRE 1.5.0+.

Merchant of Venice
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/

Venice is a stock market trading programme that supports portfolio
management, charting, technical analysis, paper trading and genetic
programming. Venice runs in a graphical user interface with online help and
has full documentation.

Market Analysis System
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/

System for analysis of financial markets using technical analysis. Includes
facilities for stock charting and futures charting, as well as automated
generation of trading signals based on user-selected criteria. Operates on
both daily and intraday data.

Open Java Trading System
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/

The Open Java Trading System (OJTS) is meant to be a common infrastructure
to develop (stock) trading systems. There are four parts: gathering of raw
data over the internet, recognition of trading signals, a visualisation
module and trading with banks.

Data Visualizer
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/

Modular environment for graphical visualization of stock market type data
 
Quote from Tintin92:

Hello,

With Java you can choose among several open source programs.

They are some they access Yahoo! quotes, like EclipseTrader I think.



There is a new Google Group, JavaTraders.

http://groups.google.com/group/JavaTraders

The purpose of this group is to exchange : ideas and techniques for using
Java in trading,
news and tips about open source trading softwares using Java,
news about trading softwares using Java.


Here a list of Open Source Java Trading Softwares.

SFL Java Trading System Enviroment
http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse

The SFL Java Trading System Enviroment is a java application built on KISS
principle (Keep It Simple,Stupid) and its aim is to provide a fast and
platform indipendent infrastructure to develop and execute trading systems.

EclipseTrade
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/

Stock exchange analysis system, featuring shares pricing watch, intraday and
history charts with technical analysis indicators, level II/market depth
view, news watching, automated trading systems, integrated trading. Based on
Eclipse RCP framework.

JSystemTrader
http://www.myjavaserver.com/~nonlin...stemTrader.html

JSystemTrader is a fully automated trading system (ATS) that can trade
various types of market securities during the trading day without user
monitoring.
All aspects of trading, such as obtaining historical and real time quotes,
analyzing price patterns, making trading decisions, placing orders,
monitoring order executions, and controlling the risk are automated
according to the user preferences.
The central idea behind JSystemTrader is to completely remove the emotions
from trading, so that the trading system can systematically and consistently
follow a predefined set of rules.

Matrex
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/

Use Matrex, the un-spreadsheet, instead of spreadsheets when working with
vectors (e.g. database data, charts) and matrices. The perfect desktop tool
for mathematical, statistical models and complex calculations. Adapters to
matlab, scilab, octave, R.

AIOTrade
http://sourceforge.net/projects/humaitrader
http://blogtrader.org/

AIOTrade (formerly Humai Trader Platform) is a free, open source stock
technical analysis platform built on pure java. Its pluggable architecture
is also ideal for custom features extending, such as indicators and charts.
It Requires JRE 1.5.0+.

Merchant of Venice
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/

Venice is a stock market trading programme that supports portfolio
management, charting, technical analysis, paper trading and genetic
programming. Venice runs in a graphical user interface with online help and
has full documentation.

Market Analysis System
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/

System for analysis of financial markets using technical analysis. Includes
facilities for stock charting and futures charting, as well as automated
generation of trading signals based on user-selected criteria. Operates on
both daily and intraday data.

Open Java Trading System
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/

The Open Java Trading System (OJTS) is meant to be a common infrastructure
to develop (stock) trading systems. There are four parts: gathering of raw
data over the internet, recognition of trading signals, a visualisation
module and trading with banks.

Data Visualizer
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/

Modular environment for graphical visualization of stock market type data

Thanks for the posting.

Where does the actual historical data come from? Is it free? If not, what is the cost?

Is there any other language/tool besides JAVA?

Thanks,

AZD
 
Quote from hoodooman:

When I used to swing trade, I used quotes plus. It was very easy to program and they showed you how. Now if you are talking about daytrading I can't help you.

Thanks. I will investigate their website.

AZD
 
Quote from Hook N. Sinker:

SQL is useful for probing large databases.

Can you recommend some open source programmable front ends or shells that can be used with SQL or MySQL for the layperson to learn from? Or at least start with the front end and have a programmer code in the respective custom criteria and scans?
 
I know your question was "if you wanted to write your own program" but I'd offer up that AmiBroker should be able to handle what you want.

If you want to see all stocks that go up on Monday, go down on Friday, go up on Monday by x% on x volume, etc. you can build your own criteria and scans within their language and platform w/o buldiing the platform itself.

The end of day program is < $200 (I think) and the yahoo end of day data is free.

I have tested a ton of things out and for end of day scanning I think it's best.

Mike
 
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