AlgoTrader Announce a New Open Source Algorithmic Trading Platform

3

AlgoTrader today 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

In the interests of transparency I should point out that I'm a member of the AlgoTrader development team. If you are interested in contributing to the project too then please get in touch.

Filed under Trading Platforms by  #

Comments on AlgoTrader Announce a New Open Source Algorithmic Trading Platform Leave a Comment

November 7, 2012

RB @ 10:24 pm #

I trade via Ninja Trader, can this program apply or is there a version in the works?

November 8, 2012
June 1, 2013

Andy Flury @ 11:48 am #

AlgoTrader is now available as a commercial product (with Support, Professional Services, etc.): http://www.algotrader.ch

The AlgoTrader Enterprise Edition now has many new Features including:
- 3 different GUI's
- Different Broker Interfaces (Native and Fix)
- Support for custom Derivative Spreads
- Several built-in Execution Algorithms
- Support for wide array of security types and asset classes
- Multi-Account Functionality & & Multi-Module Strategies
- Automated Forex Hedging & Options Pricing Engine
- and much more…

The system is still heavily based on Open Source Technologies like Hibernate, Spring, ActiveMQ & AndroMDA. Full Documentation is available:

Also, AlgoTrader is still based on Complex Event Processing (CEP) using Esper and therefore accommodates strategies that cannot be programed with procedural programming languages.

Andy

Leave a Comment

Fields marked by an asterisk (*) are required.

Subscribe without commenting