JSystemTrader (Java/IB)

JSystemTrader version 6.04 is now available:
http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html

There are substantial changes in this release:
  • API-9.0.jar has been superceeded by API-9.2.jar. JSystemTrader now uses the latest production version of the IB API.
  • Added mail.jar. This is a Sun-distributed jar which is used by JSystemTrader for emailing notifications. Although the framework has the ability to send emails (see SecureMailSender.java), I have not enabled it yet. The intent is to send emails to a designated address when certain events occur (such as trades). Play carefully with it, as you may send thousands of emails to your box (for example, by accidentally enabling it during historical backtesting).
  • JST doesn't process tickPrice and tickSize events anymore, and it doesn't invoke the onTick() in the strategies. These events were subject to pacing and were inherently inaccurate. Instead, JST now makes use of the newer technology in API 9.2, which allows to capture precise OHLCV values of the 5-second bars in real time. JST uses these 5-second bars to construct longer period bars, as specified by the strategy. Upon the completion of a 5-second bar, JST invokes the onMarketChange() method of the strategy, and upon the completion of the strategy-specified bar, it invokes the onBar() method, as it did before.
  • JST now uses a much more robust event processing model. It was possible before to miss certain events.
  • Time synchronization check now uses the API 9.2 currentTime() method.
  • The charts handle large data sets better.
  • Added two strategies: LoadTest and LoadTestHeavy. The first one trades every minute, and the second one trades every 5 seconds. Both trade non-stop. The intent is to test the JST integrity under high load and various adverse conditions (such as temporary disconnets, no market data, delays in executions, etc).
 
Hi nonlinear,

First of all, I would like to say thank you for your effort in this project. But I have to say, I am waiting a news (with others), when you will report, that stop limit order (and maybe trail order too) is now available in JSystemTrader. I can write myself a program in Java ( if last price less than trigger price then sell market order), but you know, this is not the same thing. If I post a stop market order, it will works on IB server side, independently from my computer status. If I have a power cut in my house because of weather, or my internet provider is out of work for a while, then a posted stop mkt order or trail mkt order to IB server will protect me from being in blind trade.
Again, thank you for your work!

My best regards:

Csaba
 
I maintain a Subversion repository of original's JSystemTrader sources here:
http://jsystemtrader.googlecode.com/svn/trunk/
Different version can be found here:
http://jsystemtrader.googlecode.com/svn/tags/

This repository can help you for:
- submitting your patches/contributions to nonlinear (the author)
- retrieving older version
- check changes
- applying changes from new JST releases in your own branch. I suggest you to use SVK for merging between different SVN repository.
 
nl -

Great work on this project. If you need web hosting for it, let me know as my team are java fiends and love great java software.



Kind Regards,
 
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