Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.
Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.
Search the Community
Showing results for tags 'java'.
Found 3 results
Hello World, Using Java to create a simple program. It is to have adjustable trailing stops (hence title) 1. Create Initial Trailing Stop. 2. If the price goes up 50% between the Entry and Target, the trailing price needs to adjust to 50% of what it was. Example: Say an Initial trail is at .40 it will need to adjust to .20 automatically. 3. Lastly when the Target price is reached. The trail is once again adjusted to a mere .05 Figured using If/Else Statements is a must. What other functions would you recommend to use? Thanks to all. Cheers and Happy New Years!
AlgoTrader is based on Complex Event Processing (CEP) using Esper and therefore accommodates strategies that cannot be programed with procedural programming languages. CEP is a very good technique to get started with algorithmic trading. With this technology time-based Market Data Analysis and Signal Generation are coded in EPL (similar to SQL) statements, whereas procedural actions like placing an order are coded in plain Java Code. The combination of the two provides a best-of-both-worlds approach and accommodates strategies that are predominantly time-based and therefore cannot be programed with traditional procedural programming languages. Also, the total amount of code is usually much smaller, even for complex strategies. AlgoTrader is not a Chart based Trading Platform (like Tradestation, MetaTrader or NinjaTrader). It does not have drag-and-drop functionality and hundreds of indicators. It is our belief, that successful strategies are based on economic facts and not on extensive back-testing or chart pattern analysis based on many different technical indicators. Features: Automate Trading Strategies based on Complex Trading Rules Develop, Simulate and Trade multiple Strategies in parallel Multiple Broker Interfaces and Market Data Providers Support for Forex, Options, Futures, Stocks, Commodities & more Support for Synthetic Instruments & Custom Derivative Spreads Several build-in Execution Algorithms Multi-Account Functionality Automated Forex Hedging & Options Pricing Engine Based on Open Source Technology like Esper, Spring & Hibernate Scalable / Low Latency / High Throughput Architecture and much more… There are two versions available of AlgoTrader: An Open Source Version that you can download for free from http://code.google.com/p/algo-trader/ A Commercial Version (with Support and Professional Services) is available from http://www.algotrader.ch
Hello. Long post coming. I’m looking at a solution to execute trading strategies I have in Matlab. I’m considering some options and I would appreciate some feedback on them. I have put the underlying history data in a MySQL database that I load from Matlab or into Java. The ideal situation for me is to have the data in MySQL, have everything related to the strategies in Matlab and have Java do the execution through QuickFIX/J, giving me maximum control over the important connection to my prime broker (who uses FIX interface). This is not HFT and I only trade a few times a day, an execution latency of 100-250ms is not of concern. These are some potential solutions I’ve come up with: 1. Use Matlab for prototyping only and then implement each strategy in Java, both using the common underlying database. This is certainly the most straight-forward solution but becomes really bad if you use any components in Matlab that are not directly available in Java. 2. Use Matlab for both strategies and execution. I have several problems with this. First I have to use a third-party package that I’m uncertain of how well tested it is and furthermore I feel more comfortable with Java handling the execution part. QuickFIX/J has even been recommended by the electronic trading services at my prime broker. 3. Use Matlab as a sort of server that Java queries from time to time (meaning that the controlling process would be Java). I like this option the most but I’m not sure of how to interact the components. Java would be sending inputs such as real-time market data and Matlab would output orders in stocks. Matlab has some startup-time (and data loading time in strategy) so it would be best if the Matlab process was continuously running. Otherwise Java could just start the entire strategy, have it output a file and Java reads the files… Any recommendation on how such communication could work? I’d love to hear how others have solved this problem. Regards, Alexander