AlgoTraderAlgoTrader Documentation
The purpose of this Strategy is to demonstrate capabilities of AlgoTrader. Do not use it with a Live Trading Account and real Money! The strategy might lead to large losses. Even when modifying or extending the Strategy use caution before trading it Live.
The Strategy is a simple example that places random orders at regular intervals. The Random strategy is used for the AlgoTrader Demo.
The main artifacts needed for the Implementation of a new Strategy are described in Chapter 4, Strategy Development.
The Random Strategy consist of the following artifacts:
/src/main/java/ch/algotrader/strategy/random/RandomService.java
The strategy service class providing the main methods invoked by different Esper statements.
/src/main/java/ch/algotrader/strategy/random/RandomConfig.java
Contains all strategy configuration items
/src/main/resources/module-random.epl
Esper Module containing statements to place and cancel orders as well as update subscriptions once a day.
/src/main/resources/conf-random.properties
Contains parameters used by the strategy (e.g.
positionMax
and
orderMax
)
/src/main/resources/META-INF/esper-random.cfg.xml
Contains variables (i.e. placeOrderInterval
and
cancelOrderInterval
)
/src/main/resources/META-INF/applicationContext-client-random.xml
Contains the Spring Bean definitions for
randomConfigParams
,
randomConfig
,
randomEngine
,
randomService
.
/src/main/resources/db/mysql/mysql-data.sql
Contains the MySQL database records. Needs to be imported into the database before running the strategy with the MySQL database.
To start the Strategy please see the explanations in Chapter 3, Starting AlgoTrader.
To setup the strategy for back testing and live trading on a development workstation please execute the following steps:
Perform a Git clone from the command line:
git clone https://gitlab.algotrader.ch/general/examples.git
Import the projects random
into Eclipse via File
/ Import / Maven / Existing Maven Projects:
To start the strategy in live trading mode on a development workstation please execute the following steps:
load the db-samples script into the MySQL database:
/algotrader-conf/src/main/resources/db-samples/mysql/mysql-data.sql
load the strategy specific scrip into the MySQL database:
/random/src/main/resources/db/mysql/mysql-data.sql
invoke the Eclipse Run Configuration:
EmbeddedStarter-random
To start the strategy in live trading mode on a productive server please execute the following steps:
Copy the following file to the server and make changes as needed:
https://gitlab.algotrader.ch/general/examples/blob/master/random/docker-compose.yml
Invoke the following command inside the directory where the
docker-compose.yml
file is located:
docker-compose up -d
Prior to starting the strategy for the very first time please start the
AlgoTrader server by itself by executing the following command inside
/bootstrap/launch
. this will load the MySQL sample
data
docker-compose up -d mysql ibgateway algotrader