Open source trading system.

什么是rtrading system
http://wiki.mbalib.com/wiki/%E4%BA%A4%E6%98%93%E7%B3%BB%E7%BB%9F

http://www.newsmth.net/bbsbfind.php?q=1&board=StockAnalysis&title=%BD%BB%D2%D7%CF%B5%CD%B3&title2=&title3=&userid=&dt=7000

http://www.newsmth.net/bbsbfind.php?q=1&board=Futures&title=%BD%BB%D2%D7%CF%B5%CD%B3&title2=&title3=&userid=&dt=7000

发信人: mistaken (厉兵秣马), 信区: FuturesForex
标  题: 谈谈交易系统
发信站: 水木社区 (Sun Nov 18 20:00:51 2007), 站内

其实大多数人是没有交易系统的,可能很多人不愿意承认,但的确就是事实。我一直就没有自己的交易系统,最近两个月学了一些东西,只能说现在慢慢形成了一些自己的交易思路吧,不敢说是整个系统。

我理解的交易系统主要包括4部分:信号系统,资金管理系统,风险控制系统,心理控制。
1,信号系统:这个可能就是不少人理解的交易系统,它的确很重要,主要解决的问题就是尽量提高下单信号的成功率。我的信号系统在以前的一次周总结中详细说了一下,经过这一段时间的检验,成功率能达到70%以上吧(当然是暂时的,还需要时间不断检验),这个对我来说,已经足够了,以后我是不会再去刻意为了提高这个概率,而去大改这个系统了,可能随着时间会有一些很小的改变,已经够用了。

2,资金管理系统:这个用例子来说明吧,假如本金5000美元,则我单个货币对一般是下0.2-0.3 lot(波动一般的货币对是0.3 lot,波动大的比如gbpjpy则最多0.2 lot),同时交易的最多是3个货币对。只在顺势的时候才加仓。所以30-3000的杠杆,对我来说基本是一样的,就是顺势加仓的时候更高的杠杆可能有更多的空间。

3,风险控制系统:我的每单的止损最多设置为70点,对于波动一般的比如eurusd设置为40点以下,波动大的比如 gbpjpy则为70点以下,所以每单亏损控制在本金的2%-3%之间。上次有个朋友说碰到这种波动大的回调150点,然后又继续原来的趋势怎么办?对我来说,这不是问题,一是我的挂单都是经过计算的,很多跟当前价格相差200,300点,挂不上不会损失什么,挂上了经常回调150点以上只能说明信号系统还需要改进;二是止损就止损了,本来就是计划中的一部分,150点以上目前不在我的风险承受范围之内。

4,心理控制:不要用错误的贪婪和恐惧占据自己的头脑,这个最后表现为纪律,对我来说,一部分交给程序直接执行,我的每一单都有止损,移动止损。另外一部分是:提醒自己永远不追求重仓暴利,每周做单数限制在5单以下,没有机会,就1单也不做,超过5单,再好的机会也放弃。

最后说一下我的系统的一些特点吧:
1,不看不用任何H4以下的图,目前只用D1和H4下单。
2,不看不用任何附图指标,比如macd,rsi,kdj...
3,只采用限价挂单,不用突破挂单和市价单。对于追涨杀跌的信号,挂一个跟市价单相差10-20点的限价单。
4,不抢帽子。
5,不连续盯盘10分钟以上。
6,做盈利目标100点以上的中线为主。上周一单拿了8天以上,不错。
7,不亏就是赚,不要给自己定太高的目标,不要让盈利目标左右自己的操作。
8,这个市场永远不缺的就是机会,最缺的就是理智。


目前主要的精力想花在学习MQL4语言上面,想好好系统学习一下,编一些适合自己策略的EA,也测试过一些EA,不过发现想单纯靠这个自动交易盈利还是很难的。也不追求这个了,就是一些补充吧。因为下单软件,策略有限,比如我很想每笔单子跑30,40点后就用+1止损,然后再根据自己的策略不断移动止损,而不是现在系统中的固定点移动止损。有感兴趣的朋友可以一起聊。

 

There is a new Google Group, JavaTraders.

http://groups.google.com/group/JavaTraders

The purpose of this group is to exchange : ideas and techniques for using
Java in trading,
news and tips about open source trading softwares using Java,
news about trading softwares using Java.


Here a list of Open Source Java Trading Softwares.

SFL Java Trading System Enviroment
http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse

The SFL Java Trading System Enviroment is a java application built on KISS
principle (Keep It Simple,Stupid) and its aim is to provide a fast and
platform indipendent infrastructure to develop and execute trading systems.

EclipseTrade
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/

Stock exchange analysis system, featuring shares pricing watch, intraday and
history charts with technical analysis indicators, level II/market depth
view, news watching, automated trading systems, integrated trading. Based on
Eclipse RCP framework.

JSystemTrader
http://www.myjavaserver.com/~nonlin...stemTrader.html

JSystemTrader is a fully automated trading system (ATS) that can trade
various types of market securities during the trading day without user
monitoring.
All aspects of trading, such as obtaining historical and real time quotes,
analyzing price patterns, making trading decisions, placing orders,
monitoring order executions, and controlling the risk are automated
according to the user preferences.
The central idea behind JSystemTrader is to completely remove the emotions
from trading, so that the trading system can systematically and consistently
follow a predefined set of rules.

Matrex
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/

Use Matrex, the un-spreadsheet, instead of spreadsheets when working with
vectors (e.g. database data, charts) and matrices. The perfect desktop tool
for mathematical, statistical models and complex calculations. Adapters to
matlab, scilab, octave, R.

AIOTrade
http://sourceforge.net/projects/humaitrader
http://blogtrader.org/

AIOTrade (formerly Humai Trader Platform) is a free, open source stock
technical analysis platform built on pure java. Its pluggable architecture
is also ideal for custom features extending, such as indicators and charts.
It Requires JRE 1.5.0+.

Merchant of Venice
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/

Venice is a stock market trading programme that supports portfolio
management, charting, technical analysis, paper trading and genetic
programming. Venice runs in a graphical user interface with online help and
has full documentation.

Market Analysis System
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/

System for analysis of financial markets using technical analysis. Includes
facilities for stock charting and futures charting, as well as automated
generation of trading signals based on user-selected criteria. Operates on
both daily and intraday data.

Open Java Trading System
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/

The Open Java Trading System (OJTS) is meant to be a common infrastructure
to develop (stock) trading systems. There are four parts: gathering of raw
data over the internet, recognition of trading signals, a visualisation
module and trading with banks.

Data Visualizer
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/

Modular environment for graphical visualization of stock market type data

    Edit/DeleteQuoteComplain
Tintin92
 

Registered: Nov 2004
Posts: 29

 

05-26-07 08:54 PM

Hi,


Here a updated list of Open Source Java Trading Softwares.
From this release, the softwares are sorted by alphabetical name order.

I will try to keep this PDF up-to-date.
The latest release will be available here :
http://groups.google.com/group/JavaTraders
To access this group is free, you only need to register.

How to run the softwares.
To run these softwares you need Java on your PC.
You can find java here :
http://www.java.com
Java is a free software under GPL licence.
All the softwares show in this PDF come with source code.
Sometime you dont need to compile the source code to run the software.
In this case you have just to choose the right release for your OS ( Windows, Linux, etc...).
In other case you have to compile yourself from the source code.
Generally is more easy to compile from a EDI.
There are several free Java EDI.
Eclipse :
http://www.eclipse.org/
or NetBeans
http://www.netbeans.org


AIOTrade
http://sourceforge.net/projects/humaitrader
http://blogtrader.org/

AIOTrade (formerly Humai Trader Platform) is a free, open source stock technical analysis platform built on pure java. Its pluggable architecture is also ideal for custom features extending, such as indicators and charts. It Requires JRE 1.5.0+.


Auge
http://sourceforge.net/projects/auge
http://auge.sourceforge.net/

Auge is an easy-to-use financial portfolio management application. Auge will help you monitor and analyze your stock and mutual fund positions, providing powerful insight into your entire investment portfolio.


Data Visualizer
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/

Modular environment for graphical visualization of stock market type data


CCAPI2
http://www.activestocks.eu/?q=node/1
http://www.activestocks.eu/

The open source finance library on the net.
A java library for automated stock trading, sub fields of financial engineering and automated financial
instrument analysis. A java financial library. The CCAPI It is also a algorithm trading application framework.
CCAPI is the premium open source java library for developing stock exchange related applications on the net.
Various common indicators, methods for creating charts and direct trade interfaces to selected brokers are
available for your fingertips.


EclipseTrade
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/

Stock exchange analysis system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, automated trading systems, integrated trading. Based on Eclipse RCP framework.


JSystemTrader
http://www.myjavaserver.com/~nonlin...stemTrader.html

JSystemTrader is a fully automated trading system (ATS) that can trade various types of market securities during the trading day without user monitoring.
All aspects of trading, such as obtaining historical and real time quotes, analyzing price patterns, making trading decisions, placing orders, monitoring order executions, and controlling the risk are automated according to the user preferences.
The central idea behind JSystemTrader is to completely remove the emotions from trading, so that the trading system can systematically and consistently follow a predefined set of rules.


Market Analysis System
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/

System for analysis of financial markets using technical analysis. Includes facilities for stock charting and futures charting, as well as automated generation of trading signals based on user-selected criteria. Operates on both daily and intraday data.


Marketcetera
http://trac.marketcetera.org/
http://www.marketcetera.com/

Marketcetera LLC is building a new software platform committed to providing fast, flexible and reliable securities trading tools to financial services professionals. Our mission is to make world-class order-management and risk-management software available and affordable to individuals and to institutions of all sizes. Marketcetera focuses on building the key trading functions that are common to all organizations, thus freeing our clients to concentrate on proprietary trading algorithms and other specialized software that provide a competitive advantage.


Matrex
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/

Use Matrex, the un-spreadsheet, instead of spreadsheets when working with vectors (e.g. database data, charts) and matrices. The perfect desktop tool for mathematical, statistical models and complex calculations. Adapters to matlab, scilab, octave, R.


Merchant of Venice
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/

Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation.


Open Java Trading System
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/

The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop (stock) trading systems. There are four parts: gathering of raw data over the internet, recognition of trading signals, a visualisation module and trading with banks.


Oropuro trading system
http://sourceforge.net/projects/oropuro
http://www.oropuro.org

Complete technical analysis & trading system, full set of features: retrieve, analyze EOD stocks data; manage multiple portfolios; technical analysis & graphical rendering; neural networks for generation of trading signals; support trader community,


SFL Java Trading System Enviroment
http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse

The SFL Java Trading System Enviroment is a java application built on KISS principle (Keep It Simple,Stupid) and its aim is to provide a fast and platform indipendent infrastructure to develop and execute trading systems.


TrueTrade
http://code.google.com/p/truetrade/
http://groups.google.com/group/TrueTrade-Gen
http://groups.google.com/group/TrueTrade-Dev

TrueTrade is a framework for developing, testing and running automatic trading systems. It is intended to provide support for a wide range of orders, financial instruments and time scales. It provides tooling for backtesting the strategy against historical data, and a separate tool for running the strategies in live mode. Strategies currently require some Java coding experience, though this may change at a later date.
It is currently in pre-alpha mode and should not be used against a live trading account.

    Edit/DeleteQuoteComplain
curt504
 

Registered: Jan 2006
Posts: 12

 

10-30-07 12:44 PM

Anyone care to update the current status of these or other trading tool / auto trader system trading tools?

Free, open source etc?

tnx curt

    Edit/DeleteQuoteComplain
sfl
 

Registered: Apr 2007
Posts: 2

 

11-20-07 11:53 AM


SFL Java Trading System Enviroment
http://www.sflweb.org/index.php?blog=sfljtse



Hi there,

The SFLjTSE project is no more active, I personally suggest to give a look at the CCAPI, now called ActiveQuant (www.activequant.org).


;-)
thanks
    Edit/DeleteQuoteComplain
mizhael
 

Registered: Nov 2007
Posts: 1268

 

10-12-08 07:42 PM

Any more updates on those Java trading platforms?

Here is my message to the Java Trader google group:

-------------------------

Hi all,

If I want to track 500+ stocks simultaneously and in real time, with 1
second tick data as well as market depth data for each stock, Is it feasible at all using TWS API programming?

Has anybody tried some sort of "high frequency" programming on
InteractiveBroker's account? How's the speed/performance? What are the technical/physical restrictions? Any other brokers that are better than IB in terms of high frequency data monitoring and/or trading?

What's the best open source Java real-time tick level trading platform out there?

I have decent experience with C++ and now turning to Java because I haven't seen much good C++ open source trading platform out there.

I would like to identify the best Java open source real-time tick data level trading platform currently available, with an active body of developers and I would like to contribute to the development of high frequency trading platform.

Thanks!

    Edit/DeleteQuoteComplain
fvmn
 

Registered: Apr 2007
Posts: 19

 

04-18-10 06:51 PM

I'm working on an open source library which could eventually become a trading platform.
This is project's blog: http://crossbow-library.blogspot.com
And source code is available at GitHub: http://github.com/ViliusN/Crossbo

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