ojts-develop

[Ojts-develop] Re: Commodity and Forex Trading

[Garth L. <ga...@gm...>]

Hi, I'm looking at building a trading system to trade commodities and
futures using end of day data (stored in a SQL DB). How much work
would involved in doing this with OJTS? I am willing to put up a
bounty for features.

I would like :
a. Backtesting (with custom indicators)
b. Portfolio Management

Re: [Ojts-develop] Re: Commodity and Forex Trading

[Christian S. <Chr...@gm...>]

hi,

Garth Lezama wrote:
> Hi, I'm looking at building a trading system to trade commodities and
> futures using end of day data (stored in a SQL DB). How much work
> would involved in doing this with OJTS? I am willing to put up a
> bounty for features.
> 
> I would like :
> a. Backtesting (with custom indicators)
> b. Portfolio Management

OJTS is already able to talk to different SQL DBs. The main prerequisite 
is that this SQL DB has a JDBC driver.

Currently OJTS does not provide the functionality to do automatic 
trading. I put my focus on the data analysis aspect of a trading system. 
OJTS can already work with Portfolios. You can have your custom 
indicators implemented either directly in java or in a scripting 
language which is supported by "Jakarta Bean Scripting Framework":
http://jakarta.apache.org/bsf/
but currently only abcl is really integrated.

I know that the documentation of OJTS is at the moment less than 
exhaustive :) but I hope that until I find the time to complete the 
documentation the code is written clear enough to allow other people to 
make use of OJTS.

 From the web-site:
"The project's aim is to provide a self contained pure Java (platform 
independent) common infrastructure for developers of trading systems."
Therefore I would say that OJTS should be a good basis for what you aim 
to do. Nevertheless you will have to put your own resources (either you 
yourself or somebody you know) into building a complete trading system. 
OJTS will stay to be a framework/common infrastructure/library and not a 
complete trading system.

If you need more help just continue to ask your questions on this 
mailinglist.
-- 
Christian Schuhegger
http://www.el-chef.de/

[Ojts-develop] Re: Commodity and Forex Trading

[Tim T. <tim...@ya...>]

Garth Lezama <garth75@...> writes:

> 
> Hi, I'm looking at building a trading system to trade commodities and
> futures using end of day data (stored in a SQL DB). How much work
> would involved in doing this with OJTS? I am willing to put up a
> bounty for features.
> 
> I would like :
> a. Backtesting (with custom indicators)
> b. Portfolio Management
> 
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Ya,

Ive been working on a system to automate trades with Oanda and I was wandering
if anyone has worked on a system with the made easy guys?

Also, have any of you (doing your own trade systems) come accross a good AI? 
These guys claim to have one, but I have not found out much from them yet:

Has anyone else checked out ..
http://stocktruth.com/?stock=PINKSHEETS&symbol=BKMP.PK ? Do you think they are
legit ... if not ... does anyone else know of another free neural net market
analyser and/OR stock/ForeX AI? - are any of the link off that page stuff that
you guys have looked at?

Thanks,

Tim

Re: [Ojts-develop] Re: Commodity and Forex Trading

[Christian S. <Chr...@gm...>]

Tim Thompson wrote:
> Ive been working on a system to automate trades with Oanda and I was wandering
> if anyone has worked on a system with the made easy guys?

http://jrobotrader.atspace.com/
might go in the direction you are looking at.

otherwise i think that currently
http://blogtrader.net/
is the most advanced open source trading infrastructure.

recently no development was going on in OJTS because of lack of time.

> Also, have any of you (doing your own trade systems) come accross a good AI? 
> These guys claim to have one, but I have not found out much from them yet:

i do not believe in AI, at least not in what most other people 
understand in AI. i believe that the computer can assist you with 
assembling, filtering and further processing of information but in the 
end a human should be in control.

my personal idea of a trading system on top of OJTS was that it should 
work like an expert system which you can ask questions, which normally 
would take you a LONG time to answer yourself manually, and it would 
respond in a few seconds. based on your new insight you ask further 
questions until you know enough to say "buy" this or "sell" that.

i like most bayes networks, which are a kind of AI. the difference to a 
neural net is that you never know what a neural net really learns and 
you cannot understand its internal data structures. a bayes network is 
understandable by a human down to its data structures.

here is a list of books that i found useful to improve my understanding 
of "AI" and analysis techniques:
http://www.el-chef.de/open-java-trading-system/index.html


> 
> Has anyone else checked out ..
> http://stocktruth.com/?stock=PINKSHEETS&symbol=BKMP.PK ? Do you think they are
> legit ... if not ... does anyone else know of another free neural net market
> analyser and/OR stock/ForeX AI? - are any of the link off that page stuff that
> you guys have looked at?

i did not see it before, but it looks interesting. thanks for the 
pointer to this website.

have a nice day,
-- 
Christian Schuhegger
http://www.el-chef.de/