JSystemTrader (Java/IB)

[nonlinear5]

JSystemTrader version 4.13 is now available:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html

• For more realistic back testing, I've added more options to the back testing dialog:
  
  
  
  
  
• Historical data for expired contracts and market indices can now be downloaded with back data downloader:
  
  
  
  
  
• Multiple improvements to strategy performance charts:
  
  
  
  
  
• Added three new back data sets:
  a) ER2 Dec 2006 contract, 2-min bars
  b) ES Dec 2006 contract, 1-min bars
  c) ES Dec 2006 contract, 5-min bars

 

[rickty]

nonlinear,

Have you added stop and limit orders yet? Or do you plan to, anytime soon. If so, it would be a great addition for me (and I may have to start to learn Java).

Thanks for making your ATS available to us all.

Richard

 

[nonlinear5]

Quote from rickty:

Have you added stop and limit orders yet?

Only market orders are supported at this point. However, stop and limit orders are in the pipeline.

 

[nonlinear5]

JSystemTrader version 5.00 is now available:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html

This release marks a significant addition to JSystemTrader: the strategy optimizer. It iterarates through the ranges of all strategy parameters and runs a backtest for each combination. The results are ranked according to the profit factors, as shown below:

 

[nonlinear5]

Version 5.01 is now available. Added more options to strategy optimizer:

 

[juangecko]

Hi,

I am not familiar with APIs, but wanted to know if there is a possibility to a place bracket orders automatically with only entering a price.

For example:

I want to generate a bracket order for the emini SPX future (ESH7) with predifined parameters (+-6) from an entered price. For ESH7
will be + - 6pts from the entered price (1400).

1) The API will ask me a price for the ESH7
2) I type in 1400
3) the Api generates the follwoing orders:

Buy ESH7 @ 1394.00
Sell ESH7 @ 1396.00 (bracket order)

Sell ESH7 @ 1406.00
Buy ESH7 @ 1404.00 (bracket order)

I do not want the stop loss of the bracket order.Is this possible?
How should be one , with VBA? Could someone show me the correct path...

Regards

JB

 

[nonlinear5]

JSystemTrader version 5.04 is now available:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html

Made various simplifications, and included a long data file for backtesting and optimization (5-min ES bars from 1998 to 2006).

The corresponding discussion is at http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?lm=1175225317&file=/2/40281.html

 

[nonlinear5]

Version 5.08 is available. Among the various improvements, I've added an option to remove the weekend/holiday/overnight gaps:

 

[bigboy1]

Hi Nonlinear,

Nice app. I have a request. Can you add the ability to also download tick data for backfill as well as all foreign exchanges??

Thanks in advance!!

bigboy

 

[nonlinear5]

Quote from bigboy1:

Hi Nonlinear,

Nice app. I have a request. Can you add the ability to also download tick data for backfill as well as all foreign exchanges??

Thanks in advance!!

bigboy

IB doesn't provide tick data as backfill. Foreign exchanges can be added to the list in the properties file (JSystemTrader.properties):

# comma-separated list of exchanges
exchanges=SMART,GLOBEX,ECBOT,CBOE,NYSE,NASDAQ,AMEX,NYMEX,LIFFE,IDEALPRO,DTB,SGX,KSE,HKFE