Tag Archives: submitting

Complete Redis NOSQL command driven submitting order to Dukascopy JForex for automated algo forex trading

Complete Redis NOSQL command driven submitting order to Dukascopy JForex for automated Java algo forex trading

Primitive message queue with Redis NOSQL but does work as explained using Java for the Dukascopy JForex API

Please watch this video first

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Dukascopy JForex submitting order Java source code notes

Dukascopy JForex submitting order Java source code notes

Here is what I can decipher where I start here

https://www.quantisan.com/tag/JForex/index2.html

https://www.dukascopy.com/wiki/en/development/get-started-api/use-in-jforex/strategy-tutorial

https://www.dukascopy.com/fxcomm/fx-article-contest/?Creating-Your-First-Strategy-Part=&action=read&id=847&language=en <– best source example for JForex use

Java source code here

https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=82&t=47482

MyFirstStrategy.java line has buy/sell instructions

This seems to have popular examples http://www.programcreek.com/java-api-examples/index.php?api=com.dukascopy.api.IOrder

https://github.com/giowck/jforex-trading-strategies <– most popular from ProgramCreek.com

Github Python and Java (Dukascopy JForex) using Jython

https://github.com/brotchie/pyforex

Jython tutorial to merge Python and Java

As for MongoDB or any NOSQL (like Redis) this is all i could find

https://github.com/caub/jForexWebOrderBook/blob/master/src/main/java/ws/Strategy.java

Another way to for clients to communicate with JForex is through sockets

https://www.dukascopy.com/wiki/en/development/strategy-api/practices/socket-connection

https://www.dukascopy.com/wiki/en/development/strategy-api/practices/socket-channel

Join my FREE newsletter to learn more about how JForex can be helpful for your automated trading

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Just a quick question about R with Arbitrage.

Is for forex?

–>This can be used for any market asset
Apart pay 67 usd, what else more do I need ? I am not R coder. Do you include a basic R training ?

–> We don’t offer any basic R training but you usually just R or Matlab to work on your trading strategy idea. From there, you need to deploy it into a trading platform somehow. I am unsure how you do this but we offer other courses for this:

 

Complete Custom Trading Platform

http://quantlabs.net/academy/buy-our-custom-trading-platform-course-with-source-code/

We offer a complete end to end solution for trading ideas with all component for a trading operation:

http://quantlabs.net/academy/be-an-elite-quant/

Either of these are your best bets as opposed to be ‘nickled and dimed’ to death. It just depends where you are with your development and goals.

 

As for R itself, we use free RStudio as the Integrated Development environment and R.NET package to integrate our custom trading platform. This is not a recommended path due to the slow session imitation from within your .NET application. Matlab is a better path for this.

 

Do I need iqfeed for arb forex?

I would recommend as they have a new menu offering where you can get 40 sources of data globally.
Arbitrage is “one way” arbitrage or “two way/two legs” ? 

I am not sure how you mean by this type of arbitrage. You just look at the spread different between bid/ask. Is this what your are l=eluding to?
Do I need 2 brokers for make arbitrage?

Yes for sure but we only recommend Interactive Brokers. External suggested brokers would be Dukascopy (Java API only) and LMAX (both .NET and Java support). If do you need Java, I would recommend Marketcetera as open source Java platform but that is changed a lot since we looked at it 5 years ago.
How much pips is the target on this systems ?

 

You would need to code these targets yourself but remember all source is included.
My broker give me 2-3 pips in spread, is it possible get oportunities on Arbitrage?

I don’t see it. Who is your broker?

 

Join my FREE newsletter to learn more about items like this 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

My Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders

HI there

As usual, bigger developments keep happening here. This week was no exception as I have done two very powerful demos with Interactive Brokers and Matlab 2013b running together.

Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders – See more at: https://quantlabs.net/blog/2013/10/demo-of-matlab-2013b-with-interactive-brokers-tws-for-submitting-market-orders/#sthash.FxMtXxLS.dpuf

Demos of Matlab with Interactive Brokers TWS historical data and streaming real time market stock data – See more at: https://quantlabs.net/blog/2013/10/demos-of-matlab-with-interactive-brokers-tws-historical-data-and-streaming-real-time-market-stock-data/#sthash.mOx4jdIW.dpuf

These will have a major positive impact for my QuantLabs.net Premium Members! First, I will be able to develop standalone applications for my members. This includes easily creating monitoring for my open positions within the Interactive Brokers TWS  as well as quick market snapshots using their data access, etc. Did I mention you will not need Matlab for all these as they will be standalone applications supplied for FREE as part of my membership?  This gives more reasons why I will be removing public access to it! This is easily the most exciting development in years!

So JOIN NOW

Also, there are 2 more days for the onetime LIVE event  where I will be talking about new automated trading systems components with the London Quant. We will be fielding all questions so maybe the London Quant will reveal some juicy secrets about his highly profitable system. I mean 8 digit profitable. There is nothing out there like this that I have seen. It  is an extremely rare glimpse into one of the most successful trading firms out of the UK but yet unknown . He likes to keep it that way no different than all the other hedge fund/prop shop types. Most successful operators like to keep a very very low profile. We all knew that right?

Register for FREE here:

http://quantlabs.net/register-for-webinar-on-introduction-to-next-generation-trading-with-focus-of-quant-automated-trading-3/

See you online on Monday

Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders

Demo of MATLAB 2013b with Interactive Brokers TWS for submitting market orders

Yes it is here! Sample code from http://www.mathworks.com/help/trading/interactive-brokers-order-workflow.html

Check out more stuff I do with Matlab through my FREE newsletter

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

How to use Matlab simple code for submitting a limit order on a contract. The master of Quant has spoken!

How to use Matlab simple code for submitting a limit order on a contract

There seems to be a new project on the horizon. Here is how the author explains his project:

This is IbMatlab version 0.0.4 (svn revision 327). This release adds very simple code for submitting a limit order on a contract. We have now broken up the demo code into three scripts in order to test the three elementary tools provided:
(1) Historical Data Requests
(2) Market Data Requests
(3) Entering Limit Orders

This looks quite interesting. One comment was posted stating:

ave been trying to build an IB interface class on my own and things were going well, EXCEPT for one thing: when I pass a class method as a callback handler to the activex component, the class can not be destructed afterwards. ‘clear classes’ gives a warning that the class still exists.

I am personally excited to this type of development with Matlab and C++. It makes me feel I am not the only one. This particular project may expand as more and more people are contributing to it. It also very recent meaning it is not like a year old project you find on something like Source Forge. I give this project an A+. Also, this is what Riggster said on his site:

Lately I have been working on writing some matlab functions to connect Matlab and Interactive Brokers via their ActiveX API. Recently I found someone had written some very nice code and posted it at leptokurtosis. You have to create a login to download the code, but that takes about 30 seconds. It is called IbMatlab, and the most recent version he has posted is 0.0.4. The guy that wrote it says that it is rough, but after looking at his code, I would say he is no novice. I just started using his functions a couple days ago, and would be interested to hear what other people think of them.

http://matlab-ib-trading.blogspot.com/2010_11_01_archive.html

Alos, find this project over at:
http://leptokurtosis.com/main/node/15

Once again, I must congrats to all involved in this one. Matlab is once again proving itself as the master in Quant.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!