This seems to be a bad link. I get a page not found error. I am interested in having access to the source code. In return I promise clear and useful feedback. Where do I find the sourcecode?
JSystemTrader (Java/IB)
- Thread starter nonlinear5
- Start date
This seems to be a bad link. I get a page not found error. I am interested in having access to the source code. In return I promise clear and useful feedback. Where do I find the sourcecode?
http://www.interactivebrokers.com/cgi-pub/discus/discus.pl
That's the IB board.Jsystem is already on SourceForge since October (which I hadn't understood).
To see the code I think you have to download it?(PC illiterate here).
That's the IB board.Jsystem is already on SourceForge since October (which I hadn't understood).
To see the code I think you have to download it?(PC illiterate here).
The JSystemTrader discussion spans over two big threads on the Interactive Brokers' discussion forum:
JSystemTrader I:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1162937872&file=/2/37888.html
JSystemTrader II:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1162937651&file=/2/38821.html
The entire source code and the related files that make the JSystemTrader distribution can be downloaded from:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
JSystemTrader I:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1162937872&file=/2/37888.html
JSystemTrader II:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1162937651&file=/2/38821.html
The entire source code and the related files that make the JSystemTrader distribution can be downloaded from:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
JSystemTrader version 3.13 is now available. Fixed all the reported problems in "Virtual TWS". For those who have not read the IB discussion threads, here is a short summary.
JSystemTrader can run in 4 different modes:
1. Real money account.
2. Simulated (paper trading) account.
3. Virtual TWS, prices are generated using a "random walk" model. In this mode, no actual TWS is running. Instead, JSystemTrader simulates TWS by sending prices and order executions. This mode is intended as a test case to check the meachanics of autotrading.
4. Virtual TWS, historical test. In this mode, no actual TWS is running either, but the prices are loaded from a file containing historical data. This mode is intended to back test the coded trading strategies.
JSystemTrader can run in 4 different modes:
1. Real money account.
2. Simulated (paper trading) account.
3. Virtual TWS, prices are generated using a "random walk" model. In this mode, no actual TWS is running. Instead, JSystemTrader simulates TWS by sending prices and order executions. This mode is intended as a test case to check the meachanics of autotrading.
4. Virtual TWS, historical test. In this mode, no actual TWS is running either, but the prices are loaded from a file containing historical data. This mode is intended to back test the coded trading strategies.
JSystemTrader version 4.01 is released.
Source code: http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
Discussion thread: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1165545402&file=/2/38821.html
Source code: http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
Discussion thread: http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1165545402&file=/2/38821.html
JSystemTrader version 4.02 is released. Known problems have been addressed.
JSystemTrader 4.05 is released.
Changes in this release:
-- added a P&L line to the strategy performance chart (see pic below). The cumulative P&L (in contract points) uses the right axis of the price chart. The line is white. This makes it possible to visually evaluate the P&L over time for total return, drawdowns, and consistency. More quantitative measures (such as profit factor) are coming up in the next release.
Changes in this release:
-- added a P&L line to the strategy performance chart (see pic below). The cumulative P&L (in contract points) uses the right axis of the price chart. The line is white. This makes it possible to visually evaluate the P&L over time for total return, drawdowns, and consistency. More quantitative measures (such as profit factor) are coming up in the next release.
JSystemTrader version 4.10 is now available:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
Added a historical data downloader. With the downloader, you can get up to 1 year (that's IB limit) worth of back data for any stock, future, and Forex contracts, and save it to a file.
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html
Added a historical data downloader. With the downloader, you can get up to 1 year (that's IB limit) worth of back data for any stock, future, and Forex contracts, and save it to a file.