JSystemTrader Guide

Quick start

Follow this guide to setup JSystemTrader into eclipse.

JST Platform

Here is a short insider-explanation of the JST platform. This will give you the necessary starting point if you want to extend the JST platform:

• com.jsystemtrader.strategy : This package hold all user strategies. This is the only location a JST user need to change. Simply add a new class in this package and you will be able to use it within JST. You can (for example) copy-paste one of the sample strategies and change the ticker, the schedule, the parameters. etc You have to go in Eclipse-source-com.jsystemtrader.strategy-strategy.java to change these parameters.
• com.jsystemtrader.platform.startup.JSystemTrader : This class is used to run JST.
• com.jsystemtrader.indicator : All the indicator (moving average, bollinger's band...) are present in this package. You can add your own indicator by adding a new class in this package.
• com.jsystemtrader.platform.strategy.Strategy : This class is the base class for every strategy.
• com.jsystemtrader.platform.backdata.DownloaderStrategy : A special strategy used to download historical data files from TWS.
• com.jsystemtrader.platform.backtest.BackTestStrategyRunner : This class do all the necessary calls to run your strategy in backtest mode.
• com.jsystemtrader.platform.backtest.BackTestTraderAssistant : This class is simulating your trades when your are in backtest mode.
• com.jsystemtrader.platform.optimizer.StrategyOptimizerRunner : This class do all the necessary calls to run your strategy in the optimizer.
• com.jsystemtrader.platform.dialog.MainFrame : This is the main window, it only show data and fire events. It doesn't contains any business code.
• com.jsystemtrader.platform.model.MainController : This class command the MainFrame and react on his events.
• com.jsystemtrader.platform.model.TradingTableModel : This class handle the strategy's data showed in the MainFrame
• com.jsystemtrader.platform.position.PositionManager : This class is computing the positions, profit and losses of a strategy
• com.jsystemtrader.platform.quote.QuoteHistory : This class hold all the price bars for a strategy.
• com.jsystemtrader.platform.report.Report : This class generate all logs.
• com.jsystemtrader.platform.schedule.TradingInterval : This class allow or not the strategies to trade depends of the time range.
• com.jsystemtrader.platform.trader.Trader : This class do the interface with TWS. It send orders, receive bar prices, etc...
• com.jsystemtrader.platform.util.PropertiesHolder : This class is used to load items from ressource/JSystemTrader.properties.
• com.jsystemtrader.platform.util.PreferencesHolder : This class is used to reminds form fields, window positions, etc... and automatically reload them at the next run of JST.

Want to contribute?

JST is missing documentation. FAQ, howTo and guides would help the community.

Checkout the SVN repository http://jsystemtrader.googlecode.com/svn/trunk/ and send us your patch on http://groups.google.com/group/jsystemtrader. A GuideToCheckoutWithEclipse is available.

We especially appreciate work in the following areas:

• multi contract support
• multi timeframe support
• bookdata support
• STOP order and eventually other order type support
• TWS portfolio synchronization
• Swing or EOD capabilities
• other broker support
• JUnit integration
• command line support