Sunday, December 20, 2009

List of Open source trading software

For everybody who is interested in topic. List of links below should help to make initial evaluation of available open-source java trading software & related products and also provides some other interesting links. Note, that projects below are not ordered in any particular order.

Groups, forums, communities

Google Group, JavaTraders
http://groups.google.com/group/JavaTraders

Elite trader, the #1 community for active traders of Stocks, Futures, Options, and Currencies.
http://www.elitetrader.com/

Trading software

Marketcetera
Open source platform for strategy-driven trading, providing you with all the tools you need for strategy automation, integrated market data, multi-destination FIX routing, broker neutrality and more.
Looks like is the leader in that list - it's well supported, has lots of capabilities and is active project.
Latest version available at 23.12.2009: 1.5.0 (released 05.2009)
http://trac.marketcetera.org/
http://www.marketcetera.com/

EclipseTrade
EclipseTrader is an application focused to the building of an online stock trading system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, and integrated trading. The standard Eclipse RCP plug-ins architecture allows third-party vendors to extend the functionality of the program to include custom indicators, views or access to subscription-based data feeds and order entry.
Latest version available at 23.12.2009: 0.30.0 (released 07.2009)
http://sourceforge.net/projects/eclipsetrader/
http://eclipsetrader.sourceforge.net/

JSystemTrader
JSystemTrader is a fully automated trading system (ATS) that can trade various types of market securities during the trading day without user monitoring. All aspects of trading, such as obtaining prices, analyzing price patterns, making trading decisions, placing orders, monitoring order executions, and controlling the risk are automated according to the user preferences. The central idea behind JSystemTrader is to completely remove the emotions from trading, so that the trading system can systematically and consistently follow a predefined set of rules.
Latest version available at 23.12.2009:
6.24 (released 09.2008)
http://groups.google.com/group/jsystemtrader

ActiveQuant
AQ is a framework or an API for automated trading, opportunity detection, financial engineering, research in finance, connecting to brokers, etc. - basically everything around trading, written in Java, using Spring. All is published under a usage friendly open source license.
Latest version available at 23.12.2009: ??? Failed to find any possibility to download it or get latest version number, all links to that information are broken.
http://www.activestocks.eu/?q=node/1
http://www.activestocks.eu/

AIOTrade
AIOTrade (former Humai Trader) is a free, open source (under the terms of BSD license) stock technical analysis platform with a pluggable architecture that is ideal for extensions such as indicators and charts. It's built on pure java.
Latest version available at 23.12.2009:
1.0.3a (released 02.2007)
http://sourceforge.net/projects/humaitrader
http://blogtrader.org/

JStock
JStock makes it easy to track your stock investment. It provides well organized stock market information, to help you decide your best investment strategy.
No automated trading support.
Latest version available at 29.12.2009: 1.0.5g (released 12.2009)
http://jstock.sourceforge.net
https://sourceforge.net/projects/jstock/

Merchant of Venice
Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and experimental methods like genetic programming. Venice runs in a graphical user interface with online help and has full documentation.
Latest version available at 23.12.2009:
0.7b (released 04.2006)
http://sourceforge.net/projects/mov
http://mov.sourceforge.net/

Market Analysis System
The Market Analysis System (MAS) is an open-source software application that provides tools for analysis of financial markets using technical analysis. MAS provides facilities for stock charting and futures charting, including price, volume, and a wide range of technical analysis indicators. MAS also allows automated processing of market data — applying technical analysis indicators with user-selected criteria to market data to automatically generate trading signals — and can be used as the main component of a sophisticated trading system.

Latest version available at 23.12.2009:
1.6.6 (released 07.2004)
http://sourceforge.net/projects/eiffel-mas
http://eiffel-mas.sourceforge.net/

Open Java Trading System
The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop stock trading systems. The project's aim is to provide a self contained pure Java (platform independent) common infrastructure for developers of trading systems.
Latest version available at 23.12.2009: 0.13 (released 06.2005)
http://sourceforge.net/projects/ojts/
http://ojts.sourceforge.net/

Oropuro trading system
The software perform the technical analysis of stock or commodity for various markets, manage portfolio definitions and orders. It has the base characteristics of most populars technical analysis software.
The most of information about that project is in Italian language, so it's really hard to dive in it :(
Latest version available at 23.12.2009: 0.2.4 (released 11.2007)
http://sourceforge.net/projects/oropuro
http://www.oropuro.org

TrueTrade
TrueTrade is a framework for developing, testing and running automatic trading systems. It is intended to provide support for a wide range of orders, financial instruments and time scales. It provides tooling for backtesting the strategy against historical data, and a separate tool for running the strategies in live mode.
Latest version available at 23.12.2009: 0.5 (released 05.2007)
http://code.google.com/p/truetrade/
http://groups.google.com/group/TrueTrade-Gen
http://groups.google.com/group/TrueTrade-Dev

(j)robotrader
Robotrader is a simulation platform for automated stock exchange trading. It delivers statistics to analyse performance on historic data and allows comparison between trading strategies.
Latest version available at 23.12.2009: 0.2.7 (released 02.2006)
http://jrobotrader.atspace.com
http://sourceforge.net/projects/robotrader/

SFL Java Trading System Enviroment
At current moment project is inactive. Author suggests to use ActiveQuant instead.

http://sourceforge.net/projects/sfljtse
http://www.sflweb.org/index.php?blog=sfljtse

Related software

TA-Lib: Technical Analysis Library
TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.
* Includes 200 indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands etc...
* Candlestick pattern recognition
* Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET
Latest version available at 23.12.2009: 0.4 (released 09.2007)
http://ta-lib.org/index.html

Tail - A java technical analysis lib
Technical Analysis studies forecasting future price trends with the objective of managea best moment to buy and sell shares. The Tail's target is to develop a Java Open-Source library that abstracts the basic components of Technical Analysis, supplying tools for creation, manipulation and evaluation of strategies to buy and sell.
Latest version available at 15.01.2010:
1.0 (released 12.2007)
http://tail.sourceforge.net/

JessX
JessX Project's main goal is to create a program allowing for the simulation of a financial market with realistic features (such as an order book and realistic orders). Researchers and teachers in Finance may find it helpful in their works.
Latest version available at 23.12.2009: 1.5 (released 05.2008)
http://jessx.ec-lille.fr/

QuickFIX/J
100% Java Open Source FIX (Financial Information eXchange protocol) Engine
Latest version available at 23.12.2009: 1.4 (released 02.2009)
http://www.quickfixj.org/

Auge
Auge is an easy-to-use and very simple financial portfolio management application. Auge will help you monitor and analyze your stock and mutual fund positions, providing powerful insight into your entire investment portfolio.

Latest version available at 23.12.2009:
0.2 (released 04.2007)
http://sourceforge.net/projects/auge
http://auge.sourceforge.net/

Matrex
Advanced spreadsheet.
Latest version available at 23.12.2009:
1.3.8 (released 10.2009)
http://sourceforge.net/projects/matrex/
http://matrex.sourceforge.net/

Data Visualizer
Data Visualizer displays text file stock market type data ("Date,Open,High,Low,Close,Volume,Adjusted Close Price") as Stock Charts, featuring a variation of Japanese "Candlesticks" chart elements.
Latest version available at 23.12.2009: 0.0.1 (released 03.2006)
http://sourceforge.net/projects/dataviews
http://dataviews.sourceforge.net/

Forex Optimizer
Absolutely new revolutionary trade platform, is intended both for beginners, and for the tempered traders of Forex. Beginners can study market Forex, using a simulator, not risking the capitals and not being connected to the Internet. For more skilled traders Forex Optimizer allows to create and optimize trade strategy, not having knowledge in programming to operate (to make trading operations) the real account of the broker. The platform can offer professionals greater functionality for application of the strategy and methods of trade in market Forex.
Latest version available at 08.12.2010: 2.7 (released ??)
http://www.gordago.com/opensource/forex-optimizer/