Trading System

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From: 程式交易聚寶盆


列舉國際的交易平台:
C#目前沒有太多公開源碼的交易平台,但因為是目前微軟主推的開發語言,且卷商開發的報價元件和下單元件都是Window技術,所以整合容易。

    TickZoom
    http://www.tickzoom.org/
    Engine Features
      * All short term bars update for every tick change.
      o That includes second bars, minute bars, hour bars, tick bars, range bars, and volume bars.
      * Longer term bars update every minute.
      o Those include session, day, week, month and year bars.
      * The engine can process an unlimited number of ticks due to streaming technology.
      * TickZOOM consumes less than 100 megabytes of memory.
      * Run a portfolio of custom strategies against the same instrument.
      * TickZOOM offers total time frame freedom.
      o Use up to 64 different bar intervals in any combination within the same strategy.
      o That includes range, volume, change, tick, point and figure, second, minute, hour, day, session, week, month, and year bars.
      * Strategies that you write can run without change during any of the engine operating modes.
      * Control of all features including charting have programmatic access.
      * TickZOOM engine operating modes:
      o Historical test
      o Market replay
      + Choose any per bar or per tick acceleration speed
      o Optimization
      + Standard exhaustive optimization
      + Genetic optimization
      + Create your own
      o Real time mode.
      + Runs with real time charts so can see the engine working
      + Test against your demo account
      + Or run live account to start making money!
      o Algorithmic Trading mode
      + Runs as a Windows Service without GUI or charts.
      + Writes performance stats to HTML format and chart image to file.
      + Stays connected 24/7, hands free
    Charting
      * Comes with a reference GUI and charting but you can make your own.
    Algorithmic Trading Server
      * Runs the engine as a Windows Service for hands-free algorithm trading.
    Execution & Quote Server
      * Executes trades ordered by the algorithm server.
      * Collects broker tick data to file and feeds it to the algorithmic server in TickZOOM format.

    Custom Strategies
      * Easily incorporate built-in or customized money management and exit strategies.
      * It reports all major industry statistics on system performance.

    Optimize Strategies
      * Use dual or quad core during optimization for 2 X or 4 X speed.
      * Genetic Algorithm optimization included.

    EasyLanguage
      * Custom strategies benefit from EasyLanguage-like features built-in:
      o This makes it relatively simple to convert existing EasyLanguage code.
      o And makes it much easier to create new custom strategies.

    AmiBroker
      * Custom strategies benefit from AmiBroker-style features:
      o There's a straightforward procedure to convert from AmiBroker code.
    Software Architecture
      * It's a clean modular interface and design so you can extend, add-on, and make plug-ins.
    Quality and Testing
      * Uses automated regression testing for greater reliability and fewer bugs.

    TickZoom的功能強大,其實細看,蠻適合計量回測和自動交易,也少了很多不必要的介面,同時也提供EasyLanguage的轉換。

    TradeLink
    http://code.google.com/p/tradelink/
    * Re-trade the day just ended
    * Automate your trading
    * Back-test strategies at ~100,000 ticks/sec
    * Alert you to market behavior
    * Build your dream trading platform, one tool at a time.
    是不是可以把TradeLink和TickZoom兩個平台整合成台灣的開放源碼主要交易平台 :P

Java是最多公開源碼交易平台,但因為卷商開發的報價元件和下單元件都是Window技術,所以整合上是一個難題。

Marketcetera Trading Platform
由Shasta創投出4百萬美金成立,功能強且複雜,可以使用Fix Protocol,也可以處理演算法交易。這個軟體感覺上是要瓜分商用的演算法交易市場。目標客群是鎖定法人和避險基金等。

EclipseTrade
功能完整,接近卷商的看盤軟體,感覺是Java交易平台裡,人氣比較旺的,軟體架構是由Eclipse Framework開發,易於版本控制、修改等。

其他的交易平台
資料來源:http://groups.google.com/group/JavaTraders/web/-2
AIOTrade
http://sourceforge.net/projects/humaitrader
http://blogtrader.org/
AIOTrade (formerly Humai Trader Platform) is a free, open source stock technical analysis platform built on pure java. Its pluggable architecture is also ideal for custom features extending, such as indicators and charts. It Requires JRE 1.5.0+.

Auge
http://sourceforge.net/projects/auge
http://auge.sourceforge.net/
Auge is an easy-to-use financial portfolio management application. Auge will help you monitor and analyze your stock and mutual fund positions, providing powerful insight into your entire investment portfolio.

Data Visualizer
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/
Modular environment for graphical visualization of stock market type data

CCAPI2
http://www.activestocks.eu/?q=node/1
http://www.activestocks.eu/
The open source finance library on the net.
A java library for automated stock trading, sub fields of financial engineering and automated financial instrument analysis. A java financial library. The CCAPI It is also a algorithm trading application framework.CCAPI is the premium open source java library for developing stock exchange related applications on the net.Various common indicators, methods for creating charts and direct trade interfaces to selected brokers are available for your fingertips.

EclipseTrade
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/
Stock exchange analysis system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, automated trading systems, integrated trading. Based on Eclipse RCP framework.

JSystemTrader
http://www.myjavaserver.com/~nonlinear/ ... rader.html
JSystemTrader 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 historical and real time quotes, 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 JSystemTrader is to completely remove the emotions from trading, so that the trading system can systematically and consistently follow a predefined set of rules.

Market Analysis System
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/
System for analysis of financial markets using technical analysis. Includes facilities for stock charting and futures charting, as well as automated generation of trading signals based on user-selected criteria. Operates on both daily and intraday data.

Marketcetera
http://trac.marketcetera.org/
http://www.marketcetera.com/
Marketcetera LLC is building a new software platform committed to providing fast, flexible and reliable securities trading tools to financial services professionals. Our mission is to make world-class order-management and risk-management software available and affordable to individuals and to institutions of all sizes. Marketcetera focuses on building the key trading functions that are common to all organizations, thus freeing our clients to concentrate on proprietary trading algorithms and other specialized software that provide a competitive advantage.

Matrex
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/
Use Matrex, the un-spreadsheet, instead of spreadsheets when working with vectors (e.g. database data, charts) and matrices. The perfect desktop tool for mathematical, statistical models and complex calculations. Adapters to matlab, scilab, octave, R.

Merchant of Venice
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/
Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation.

Open Java Trading System
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/
The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop (stock) trading systems. There are four parts: gathering of raw data over the internet, recognition of trading signals, a visualisation module and trading with banks.

Oropuro trading system
http://sourceforge.net/projects/oropuro
http://www.oropuro.org
Complete technical analysis & trading system, full set of features: retrieve, analyze EOD stocks data; manage multiple portfolios; technical analysis & graphical rendering; neural networks for generation of trading signals; support trader community,

SFL Java Trading System Enviroment
http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse
The SFL Java Trading System Enviroment is a java application built on KISS principle (Keep It Simple,Stupid) and its aim is to provide a fast and platform indipendent infrastructure to develop and execute trading systems.

TrueTrade
http://code.google.com/p/truetrade/
http://groups.google.com/group/TrueTrade-Gen
http://groups.google.com/group/TrueTrade-Dev
TrueTrade is a framework for developing, testing and running automatic trading systems. It is intended to provide support for a wide range of orders, financial instruments and time scales. It provides tooling for backtesting the strategy against historical data, and a separate tool for running the strategies in live mode. Strategies currently require some Java coding experience, though this may change at a later date.
It is currently in pre-alpha mode and should not be used against a live trading account.

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This page contains a single entry by philipz published on November 26, 2009 10:29 PM.

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