JSystemTrader (Java/IB)

[nonlinear5]

JSystemTrader version 6.19 has been released.

Among other features, JST now fully supports trading, backtesting, and optimization of strategies using sub-minute bars (such as 5-second, 15-second, and 30-second bars). Historical data downloading is also available in JST using two options: IB historical servers and OpenTick servers:

Project Home & Download: http://code.google.com/p/jsystemtrader/
Release notes: http://code.google.com/p/jsystemtrader/wiki/ReleaseNotes
Discussion group: http://groups.google.com/group/jsystemtrader

 

[rickty]

Quote from nonlinear5:

JSystemTrader version 6.19 has been released.

I downloaded the software (thanks) but how do you run it?

Richard

 

[nonlinear5]

Quote from rickty:

I downloaded the software (thanks) but how do you run it?

It doesn't run out of the box, as it's intended for Java developers. If you are one, here is a setup guide:
http://jsystemtrader.googlegroups.c...DQ11rzV1NA_eUTKeiA-yZm0BNrKdAVGH_G2Nm8oss6mPQ

 

[wshacker]

Hi nonliner, just wonder can I import an price history file to run the strategy, also can I use the end of day data instead of the end of day data? Thanks.

 

[pipipig2005]

I tested the JSystemTrader using a paper trading account and found that when I close JSystemTrader and open it again, it does not remember the positions and it starts like there are no positions in IB.

 

[pipipig2005]

From the code I found that a strategy will keep running unless an exception occurs or the program is killed. There is no way to stop a strategy without stopping the program.

 

[jeb9999]

Help with JSystemTrader is available at the JSystemTrader group at Google Groups.

 

[tradelink]

if you want a c# open-source alternative, checkout TradeLink http://tradelink.googlecode.com. It's broker-neutral, supports quoting and algorithmic trading applications and works with IB and Assent presently. It's mainly being used by day-traders, so if you are holding positions overnight we'd welcome your testing help.