TrueTrade, Java/IB trading & backtesting

Quote from tyro_t:

Yes, you can.

If you would like to hire me to implement your strategies, PM me :D
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Hmm... If the smiley isn't enough, I'll be clearer: don't PM me :) One day I may be looking for contract work, but right now I'm plenty busy with my own trading. Thanks all the same.
 
Congratulations! Tryo.

It's a promising design. Do you have any plan to support other databases? For example, Derby/H2. It can be done by abstract your persistence layer.

Eneratom
 
Quote from eneratom:

Congratulations! Tryo.

It's a promising design. Do you have any plan to support other databases? For example, Derby/H2. It can be done by abstract your persistence layer.

Eneratom
More...
Yes, you can use any database you wish as long as it has a JDBC driver. In the client, run Window > Preferences > Databases, and then enter in your custom JDBC driver, DB URL, user and password. I haven't quite figured out how to add the new JDBC driver JAR dynamically, so even though there is a field to enter this, it has no effect. You'll have to add it to the com.ats.resources/lib, and then edit the MANIFEST.MF to have your jar properly picked up at runtime.

I was initially hoping to use Derby by default, but despite promises of shipping this JAR by default, I can't see that Sun has done anything of the sort. You still have to download the JAR separately and then gather all of the management JARs yourself. Given that, it seemed like MySQL was at least as easy to install, had better management tools, and would probably outperform it.
 
I just posted this to the google groups list but also wanted to get people's opinion here.

-------

Over the next week or so, I'd like to wrap up one of the last major pieces of functionality that I need to complete my own trading strategy. For that, I want to add a StrategyInstrumentSource which will supply a list of instruments for a given strategy at runtime instead of at design time. One popular example would be strategies which trade gaps. The StrategyInstrumentSource would scan and parse several web pages to construct a list of 5-40 stocks which are gapping and then the TrueTrade framework would instantiate all of the required strategies and other support classes to manage them. I think this could be a popular feature and I've had several people request it.

Before I start coding, I'd like to get a better handle on the requirements. If this feature is of use to you, what design features are important to you in StrategyInstrumentSource? E.g.:

* Push/Pull? Should the SIS be polled to return a list of instruments at startup time, or should it manually push a list of instruments as soon as they become available? (I'm leaning towards the push approach since several sources of gappers may not be available for 15-30 minutes after market open and not being able to start TrueTrade until this time would have a negative impact on other strategies.)

* Backtesting integration? How should strategies with a SIS be backtested? Should the strategies have instruments added as usual, but if there is an SIS present then any saved instruments will be ignored? Should the strategy check the SIS even during backtesting? (I'm leaning towards the former just for simplicity.)

* Should the SIS be able to withdraw an instrument at runtime?


If you have any requirements, please go to issue 39 and leave your comments there:

http://code.google.com/p/truetrade/issues/detail?id=39

thanks.
 
Finally got TrueTrade working, though not sure how (kept giving me error when starting). However, my interest is to get realtime data stored in the database. After playing a little with it, and from the forums, not sure how to do it.

Would appreciate if you could tell me how to get TrueTrade to capture "tick" data or even predefined period data (1m, 5m, etc) into the database.
 
How is this project going?

I just did an svn update on a checkout of the main trunk I did a while ago and it is still at revision 149.
 
Installed eclipse, TrueTrade client source and MySQL.

Compiled OK and will run.

However, I was not able to download most IB history data, only current day's history is downloadable. And what's IB's futures symbol format in TrueTrade?
 
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