Want My Automated Trading Platform? With Source?

trading strategies and money management discussion, code, results

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greaterreturn
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Want My Automated Trading Platform? With Source?

Postby greaterreturn » Mon Jan 26, 2009 8:04 pm

Folks, this weekend I released most of the code for the automated trading platform that I built myself and use myself. It's FREE.

It has tons of features for historical testing and deploying to live 24/7 trading.

Anyway, what's so cool about it?

Most people say that it's the speed and performance at processing ticks.

For example you can see a video demo at www.tickzoom.org. It processes 10,000,000 (10 million) ticks in 40 seconds on a Pentium PC using 2 processors. It only uses 100 megabytes of memory to that.

So it never runs out of memory no matter how much tick data you through at it. And further speed enhancements are on their way!

For optimizing it uses quad core or however many processors you have.

Anyway, it only accept tick data for input and then it generates all other time frames you request on the fly.

After testing a strategy on simulation data, you can then flip the switch to run it live. The charting has accelerated replay, real time and other modes.

But it has almost ZERO features for discretionary trading.

So that demo speed above include 9 time frames like yearly, daily, monthly, hourly, weekly, minutes, and a range bar.

The architecture makes it easy to write your strategy code with features added in so C# actually works similar to EasyLanguage or Amibroker Formula Language, etc.

That makes it approachable, I think, for non-programmers. Or that's the intention. If you have issues, just report them, we'll endeavor to make it easier.

Well, there's too much to mention here. I haven't even listed all the features on the site. So if you have any questions, just ask.

Wayne

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FAB4X
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Postby FAB4X » Tue Feb 24, 2009 3:50 pm

WHat is this stradegy about?

greaterreturn
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Postby greaterreturn » Tue Feb 24, 2009 4:13 pm

FAB4X wrote:WHat is this stradegy about?


It's a trading platform rather than a specific strategy.

It's does historical testing, replay, optimization, genetic optimization, has multiple time frames, bar charts, time charts.

Most impressive part of it is the incredible speed at processing historical testing. It tests what take minutes or hours on other platforms in sheer seconds or milliseconds.

Best to check out the site and either watch the speed test video or download the software (free) without any signup and run it to see a demo because it comes with a few months of tick data for the USD/JPY currency pair.

Wayne

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