francischung / algotrader

This code is licensed under the terms of the GPL version 2. Full license text available in the LICENSE File.

Please note: The original author of this code is attempting to "relicense" this code under a commercial, proprietary license, and so the information here may be incorrect. The links to the Google Code project now do not contain the original source, and the original author has knowingly falsely DMCA'd everyone on Github with a fork of this repository in an attepmt to remove the open source code from the internet.

Click the text of the DMCA which the original author knowingly falsely filed against this repo (and many other repos on Github)

For a copy of the counter notice I filed to protect this open source code from the existential threat

Algorithmic Trading System based on Esper, InteractiveBrokers and FIX

This project is mirror of the AlgoTrader project hosted at http://code.google.com/p/algo-trader

AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.

Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach.

Available features of the system : -Automate Trading Strategies based on Trading Rules (using Esper EQL) -Automated Execution via different Broker Interfaces -Simulate and run several strategies in parallel -Backtest strategies based on Historical Data -Portfolio Tracking & Performance Measurement -Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals

AlgoTrader is based on the following Frameworks and Methodologies Java SE 6 Model Driven Architecture and Code-Generation based on AndroMDA CEP-Engine based on Esper Persistence Framework based on Hibernate Service Oriented Architecture based on SpringFramework

Further Documentation can be found here : http://code.google.com/p/algo-trader/w/list