Imported from previous forum
[ original email was from Jim Hunt - jim@marketing-dreams.co.uk ]
AlgoTrader have recently announced a new open source algorithmic trading platform. AlgoTrader is an automated trading system that can trade any type of security on any market available through Interactive Brokers and/or the FIX protocol (real soon now!). All aspects of trading such as obtaining market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. The new platform uses the Esper complex event processing engine, and is based on Java SE 6.0, Spring, and a Model Driven Architecture.
An initial version of AlgoTrader is now available Open Source at http://code.google.com/p/algo-trader/
Features of the system include:
- Automates trading strategies based on trading rules (using Esper EPL)
- Automated execution via different broker interfaces
- Backtesting and simulation of trading strategies based on historical data
- Portfolio tracking & performance measurement
An initial version of the system has just been released. However, there are still a lot of things on our feature wish list, including fully fledged FIX support. For this, we are looking for people to participate. Please let us know, if you are willing to volunteer in helping with the overall architecture and development of the system.
Please contact us at: http://groups.google.com/group/algo-trader