Question about Java implementations and frameworks for algorithmic trading, and relevant techniques?

Hiya @2rosy



I want to configure Java for low-latency and high performance to reply to my real-time computing needs in financial markets. May please comment if the answer you mentioned is tailored to my request, please?

Thank you for your contribution.

Tnx and best of luck
yes the links I posted help with java in you realm. specifically off heap management and handling real time reactive messaging
 
yes the links I posted help with java in you realm. specifically off heap management and handling real time reactive messaging
I understand you have Asperger, but your links are not going to help his case
 
JVM is the runtime. Kotlin compiles into same bytecode as Java and runs on JVM. No difference for what you are asking.

Nothing is without failure. Everyone, without exception, faces a possibility of a loss year unless they don't trade at all.

2 orders of magnitude means you are trying to optimize something that takes less than 1 of 100th of total time. Your data delay alone with IB is 250ms.

Even shitty in-memory computation will likely be <20-30 ms. So you change JMV, garbage collector, play with settings, change framework etc. To get that 20 down to what? 10? What's the point if your data alone is delayed by 10-20 times of that. The rest is networking stack, more servers, more routing, more delays by multiple parties. Not really gonna go to details there. Hope it is obvious enough now.

As a retail trader your best chance is with strategies where speed of execution is not critical enough to make anything you asked remotely important.

If I may give an advice - spend some time searching here for the best traders you can find. Then read every single post they did over last couple of months. If you still believe they are legit - go as far back as it takes, read every single thing they wrote, try to find clues and hints. Try to reach out to them directly after that. Show you've put some work in it, ask specific questions. Pick up some solid books with foundations of systematic trading like by Howard Bandy to learn about basics.



Hiya @ValeryN



Thanks for the advice. May I ask about programming and implementation, please? My question is about the Robot you created for trading. Is this Robot have any monitoring feature? e.g. do you see what's going on on trading on the candlestick charts? Do you see your analysis lines going on live alongside the trading decisions made? I mean a window that shows a single chart with a candlestick on and that shows your analysis lines in live over candlesticks? What about TWS, is the TWS-Java-API have any chart window by itself to monitor the trading and strategy live? What about the TWS, if the TWS is showing your strategy live while your Robot is taking trading decisions? I mean like this:
0000.jpg


Thus, could you elaborate if your Robot is drawing lines on a live candlestick chart and indicating position-open and position-close as well? How can I add this feature to a Robot on IB TWS-Java-API, please? Is it possible to see the monitoring of the Robot on the chart on TWS-Java-API? or TWS itself? Is this make sense what I mean?


Tnx and best of luck
 
what do you mean framework of Java? It sounds you have different options. How many frameworks of Java you can choose from?


Hiya @trend2009


Java has many technologies and implementation methods from the Sun-microsystem era, some called frameworks and some technologies, etc

I'm looking for a professional algorithmic trader and Java developer to answer to my post and they may able to shed a light on the concept of my post.

Best of luck
 
sure thing anytime homie
I'm happy for me too, i was nearly about to blow my head off a year ago. chronic pain is no joke


Hiya @stochastix


I'm so happy you succeed at being profitable at an excellent rate of ROI. :thumbsup: May I ask did you developed everything in Java, please? What technologies of java applied to your Robot overall and how do you use them in implementing what section please? Do you implemented a Database and was it for logging or was it for live analysis and decision making or both please? or you rather used a large memory to cache everything in memory with or without Java Database connectivity, please??
If you used IB as a broker for it or was it another broker? Was it TWS-Java-API or Java-FIX-API, please?
I want to implement a monitoring candlestick chart to my Robot with IB, to e able to see how analysis is going on live and how the Robot is doing? Something like below:
0000.jpg


Is the TWS-Java-API naively have this feature to see the trading robot? e.g. I write a Robot that also do trading decisions but part of Robot draw a graph of live analysis(like an indicator or something) on candlesticks chart that as Robot's graphical feature, but it needs Candlesticks live chart to display the analysis on it, this the TWS-Java-API shall have this candlestick window natively or the TWS shall have a feature to display the live Robot's graphical part live on the candlestick chart, please? Could you advise me how shall I do this, please?


Tnx and best of luck
 
yes the links I posted help with java in you realm. specifically off heap management and handling real time reactive messaging



Hiya @2rosy



Thanks. May please comment on how shall I see the live Robot's performance monitoring on the candlestick chart like below, e.g. this is the robot's graphical drawing part, will the TWS-Java-API have native candlesticks window t show me the monitoring section I'm going to implement in my Robot? if not, will the TWS be able to show the monitoring for a live trading Robot like below:
0000.jpg


May please help me implement this feature with IB, please?


Tnx and best of luck
 
What about TWS, is the TWS-Java-API have any chart window by itself to monitor the trading and strategy live? What about the TWS, if the TWS is showing your strategy live while your Robot is taking trading decisions?
No, it is not possible to show your robot trades in TWS. The API is completely separate from TWS. It only uses TWS (or Gateway) to connect to IBKR's servers to receive data or send orders.
 
I am starting to suspect that it's actually a robot posting, nobody could be that naive and clueless!!! oh wait, we are on ET :)
In defense of the person asking the question: in MT4/MT5 is it possible to make it visible what the software does. And those automated trading systems are called "robots" in MT4/MT5. If you don't know any better you would think that all trading packages would provide the same features as MT4/MT5.
 
In defense of the person asking the question: in MT4/MT5 is it possible to make it visible what the software does. And those automated trading systems are called "robots" in MT4/MT5. If you don't know any better you would think that all trading packages would provide the same features as MT4/MT5.


Hiya @HobbyTrading



Thank you. I'm explaining to clarify my point, to highlight my point here, my question is not about running Robot on the TWS(or any trading platform), it was about running Robot as StandAlone Java application on TWS-Java-API by Java-SDK+TWS-SDK is my point here?

As per my knowledge of today, I wasn't aware of this capacity of SDK in MT4(I don't use MT5 much, but I may like to have it). The extend of Robot development on the MT4 is until you create a '.dll' and the whole Robot developed shall be run on the MT4, and MT4 chart window can monitor the progress as like any other trading platforms can do. I shall clarify that MT4 and MetaQuotes can't develop StandAlone-Robot as sophisticated as my plan is, but then whatever is developer, can't be run as StandAlone-Robot, as per my knowledge of today I don't know a way for this to be done in MT4. And as per my knowledge of today, there is not much difference between MT4 and MT5 in terms of the terms of development that I highlighted, is this making sense?



Thank you for your advice, support, and defense, yeay!


Tnx and best of luck
 
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