On Wednesday, October 23, 2013 7:45:54 PM UTC-4, Eugene Kononov wrote: > > > > When I saw JBT was open source, I thought I would download and build it >> and then make any necessary changes I needed. However, now that I have >> downloaded and built JBT I see that there are many libraries where the >> source is actually not included. Therefore, my intentions may not work >> out, as far as I can tell. Did I get that right? >> > > The entire source base of JBookTrader is open. All of the included > libraries (such as JFreeChart, commons, IB API) are also open source, which > can be found elsewhere. There is no sense to bundle the source code of > these libraries with JBookTrader, since they don't need to be modified for > the purposes of building a trading strategy. > I stand corrected. Thank you for clarifying that. It is a big relief because some of the open-source projects out there are really a means to sell consulting.
> > >> Here is what my goal is: modify the source code to add a new market data >> adapter for real-time market data source other than IB, >> > > This is certainly doable. > > >> and modify the source code to submit orders to another brokerage via my >> new adapter. >> > > This would be much more difficult. There is a ton of things you would need > to worry about when switching over to another brokerage: order handling and > tracking, order executions during disconnections, order sequencing, > rejected orders, partially executed orders, ticker matching, etc. These > things are well tested with JBookTrader and IB, but it took a good effort > to put everything in place and do it right. > I hear you and I'm just exploring at this point. I do have a better API to interface with than TWS, and engineers ready to support me on the other end. I have been trading on a paid platform for years now, and I can tell you I've already seen plenty of bad situations, even when it is done for you. That is why I'm confident, because I think I can do better, and at least when something happens it is in my control. I am a professional software engineer in my day job, just not so focused on Java, but at a certain point code is code. C/C++/C#/Perl and Java (in the past) are all in my background. > > > >> I would hope that the project participants of JBT would encourage new >> broker and data feed adapters to expand the influence of the project. >> >> > The thing is, as the project owner, I am not really after the "expansion". > Think of JBT as my private trading system which I offer as an open source > to community. What I get in return is a collection of good code > contributors, free QA by dozens of people, and new ideas. > Well I hope I can offer some new ideas! I have extensive algorithmic development experience and trading experience. I am evaluating Matlab, Marketcetera, and JBT. I never want to go back to the paid closed source systems I've been on. Way too frustrating when there are silly bugs you can't fix, and they last for years. I also want to do some different types of optimization, and not the kind that results in curve-fitting, but extracts broad market statistics or achieves a profit / risk balance I'm looking for. Anyway, it is really encouraging to discuss these possibilities with other traders. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
