mkoistinen / jbooktrader

A Java ATS for market-depth-based trading strategies

JBookTrader

This project was originally hosted at the now deprecated Google Code
service: https://code.google.com/p/jbooktrader/

JBookTrader 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 market prices, 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 JBookTrader is to completely remove emotions from trading, so that the trading system can systematically and consistently follow a predefined set of rules.

The features include strategy back testing, optimization, market data recording, and real time trading via the Interactive Brokers API.

JBookTrader is written in Java and is intended for software developers. It is not an "off-the-shelf" product that can be installed and run. Instead, JBookTrader provides a framework for developing automated trading systems and requires a certain amount of programming knowledge and experience in Java. If you are not a software developer or if you don't have much experience programming in Java, JBookTrader is probably not for you.

Before you start working with JBookTrader, please read the JBookTrader User Guide and the documents located in the /docs directory of the distribution.

jbooktrader's Issues

Ability to stop forward-testing or trading one strategy without affecting other strategies

Currently, you can set any number of strategies forward testing or trading, but you cannot stop one of them without stopping all of them.

Allow the selection of the number of contracts to trade at run-time

I'd like to be able to determine the number of contracts to be traded by a strategy at run-time, rather than re-compiling the strategy.

Enable catastrophic stop loss

(originally by eugene.kononov)
There should be a way to set a stop loss order every time the position changes. It would serve as a protection against events such as loss of power, ISP failures, etc.

Is this still safe to run?

Hi Martin,

I have just came across JBookTrader from groupsio ibkr which sent me to old project site on Google and then here. I am wondering if JBookTrader is still safe to run? I am assuming it connects to TWS to place orders etc.

Also, someone posted about a module for JBookTrader (IBSnap) that would read pcap data to bypass TWS (for reading streaming market data), and I am wondering if that is something JBookTrader does now or if you know if IBSnap or other similar libraries exist that can achieve the same? https://groups.google.com/g/jbooktrader/c/kLFUOMRzoVo/m/auz6-2JPsgoJ

Thanks,