steve
2010-12-10 22:00:36 UTC
To Open source or Not?
Hi Smalltalkers...
I have a standalone smalltalk application/package that I wrote to
connect to Interactive Brokers Trader Workstation using the Socket API.
(I essentially rewrote the socket code supplied by IB Socket API C++
example).
I have used it to day trade stocks and futures in simulation mode.
it never went into production for two reasons.
1. Platform was never stable enough to trust live.
2. Strategies were never profitable enough.
So, it is maybe 90% complete.
Recently I fired it up and got the message from IB that the socket
interface was out of date and needed to be upgraded. Yecch!
(admittedly it was a few years ago).
I prefer to spend my time and energy working on my strategies and not as
much time fooling with the infrastucture.
I would be willing to open source this code if there was some interest
in collaboration.
Features:
1. Can trade Stocks and Futures. (probably can support options and
forex without much additional work).
2. Run a multiple strategies simultaneously. (only one strategy per
contract/stock).
3. Calculates a few technical indicators: SMA, RSI etc.
4. Builds 1-minute or 5-minute bars from tick data as received, adds to
historical bars as built.
5. Main window has tabs for rolling status messages, orders, executions,
positions, strategies, account updates, etc. similar to the look under
IB TWS.
6. Supports Limit, Stop, Trailing Stop and Bracket orders etc.
7. Does NOT support any backtesting.
8. Attempts reconnection after connection disruption or midnight server
restarts.
I would probably not include my strategies.
Is there any interest out there for something like this?
Thanks for any feedback.
Thanks,
Steve
(to contact me privately do a Google search for TradePerformance)
Hi Smalltalkers...
I have a standalone smalltalk application/package that I wrote to
connect to Interactive Brokers Trader Workstation using the Socket API.
(I essentially rewrote the socket code supplied by IB Socket API C++
example).
I have used it to day trade stocks and futures in simulation mode.
it never went into production for two reasons.
1. Platform was never stable enough to trust live.
2. Strategies were never profitable enough.
So, it is maybe 90% complete.
Recently I fired it up and got the message from IB that the socket
interface was out of date and needed to be upgraded. Yecch!
(admittedly it was a few years ago).
I prefer to spend my time and energy working on my strategies and not as
much time fooling with the infrastucture.
I would be willing to open source this code if there was some interest
in collaboration.
Features:
1. Can trade Stocks and Futures. (probably can support options and
forex without much additional work).
2. Run a multiple strategies simultaneously. (only one strategy per
contract/stock).
3. Calculates a few technical indicators: SMA, RSI etc.
4. Builds 1-minute or 5-minute bars from tick data as received, adds to
historical bars as built.
5. Main window has tabs for rolling status messages, orders, executions,
positions, strategies, account updates, etc. similar to the look under
IB TWS.
6. Supports Limit, Stop, Trailing Stop and Bracket orders etc.
7. Does NOT support any backtesting.
8. Attempts reconnection after connection disruption or midnight server
restarts.
I would probably not include my strategies.
Is there any interest out there for something like this?
Thanks for any feedback.
Thanks,
Steve
(to contact me privately do a Google search for TradePerformance)