SFL Java Trading System Enviroment / News: Recent posts

25 May 2006


I am coding the quotes manager in order to get an automated method to update your DB.
The first example is already available in the CVS, see YahooFetcher that extends QuoteFetcher.
As soon as possible I will post some UML diagrams in order to give some details about the possibility to implements other custom providers.

For any info or tips don't hesitate to write me.

Posted by sfl 2006-05-25

10 Feb 2006

I am working on a new architecture, trying to get the project more powerfull and flexible.
Starting from release 0.43 the system has a new architecture and the project consists in three separated parts:

1) TSM ( Trading Systems Manager )
A part that contains GUI and that is able to manage trading system, reports etc...

2) TSF ( Trading Systems Framework )
This is the core engine framework of sfljtse projects, it has been divided into different layers... read more

Posted by sfl 2006-02-10

Oct 18 2005


I am heavily busy in this period and I have not many time to spend, however I recorded down every idea and modify to do. I will back soon!!!!! In the meantime I am avaible for comments,critics and any sort of suggest!

have a nice day!

Posted by sfl 2005-10-18

24 Sept 2005


Framework can now works with both signals long and short correctly. I am working on html reports.
Almost ready for releasing version 0.42 ;)


Posted by sfl 2005-09-23

19 Sept 2005

I've just released version 0.40 in CVS.
Cut and past my TODO list:

- check commissions and slippage on stats
- calc Sharpe Ratio
- split Long and Short trades with Consecutive win/los
- Cover/Short signal
- htmlized reports
- equity report
- system test ( long/short )
- alarm class to executing TS + overview architecture


Posted by sfl 2005-09-19

28 July 2005

A first binary package has been released but I have a lot of work to do to obtain a full-working release.
So, give a look to this release but do not think to run any working trading system or stuff like that!

I am working on new importing engine with XML file configuration.

Any ideas are welcomed!

Stay tuned

Posted by sfl 2005-07-28

27 July 2005

Loading configuration from XML files, this means you do not need to recompile to change system properties.

Sources are avaible on CVS.

Posted by sfl 2005-07-27

15 July 2005


I've extended Account class, a lot of work must be done in this area,
Portfolio,Trade and TradeList structure have been changed, IPortfolio has been deleted because it was useless.
New class Stats with some basic statistics has been added to project.

see ya!

Posted by sfl 2005-07-14

10 july 2005

Hi everyboy!

I am working on first system architecture, it includes Portfolio managment and a simple method to manage trade's positions and portfolio's equity. No gui has been designed at this time.
Next step will be focused on a pseudo-working trading system and its statistics, a new class Statisitcs will be implemented soon, it will contain some parameters usefull to understanding the goodness of a system such as Sharp Ratio, W/L percentage, profit factor etc etc... read more

Posted by sfl 2005-07-09