AlgoTrader is an automated trading system (ATS) that can trade any type of security through InteractiveBrokers or a FIX Broker. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated. The system is based on Java SE 6.0, Spring, Esper and a Model Driven Architecture.
AlgoTrader is available Open Source through
http://code.google.com/p/algo-trader/Features of the system:
- Automate Trading Strategies based on Trading Rules (using Esper EPL)
- Automate Execution via different Broker Interfaces
- Backtest und simulate strategies based on Historical Data
- Portfolio Tracking & Performance Measurement
An initial version of the system has recently been released. However, there are still a lot of things on our feature wish list. 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