Hi Tradelinik:
Tried tradelink. It was a great work of you.
But, I do not see how to get the source code.
Please advise
Tried tradelink. It was a great work of you.
But, I do not see how to get the source code.
Please advise
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Seeking Open source backtesting engine ??
- Thread starter Elite_Master
- Start date
http://tradelink.googlecode.com
Click source code tab, click checkout
Build instructions can be found on questions page.
Join users list from main page if you have further questions.
Click source code tab, click checkout
Build instructions can be found on questions page.
Join users list from main page if you have further questions.
Tradelink looks good, but are there any open-source backtesting programs written in Java?
TIA
TIA
Quote from tradelink:
I can recommend tradelink... it works with IB as-is, as well as 12 other brokers. It's open source under LGPL and totally free :
Regarding backtesting :
* the tradelink simulator provides full tick-level simulation including l2/depth if available...
* very fast it plays back ticks between 200,000-800,000 ticks/second.
* It will do realistic portfolio playbacks, so it's easy to test basket or arbitrage strategies in addition to single symbol setups
* backtester execution engine supports limit/market/stop orders for fills out of the box
* There are three different off the shelf playback programs included in the package, and if you don't like those you can build you own GUI/app around the HistoricalSimulator component which provides the features above
http://tradelink.googlecode.com
Does IB have tick level historical data going back a long time?
tradelink - could one use your software to trade a large basket of equities from tradestation's radar screen?