AlgoTraderAlgoTrader Documentation

Chapter 1. Introduction

The AlgoTrader Quick Start Guide is based on the AlgoTrader 30-day trial provided either via Amazon AWS or via an installer, both of which can be requested from our sales team.

The AlgoTrader 30-day trial version includes a fully functional AlgoTrader installation as well as the following example strategies:

There is also a simple Python strategy in the examples sub-directory python-strategies, which shows how to use AlgoTrader as a market data supplier and execution engine for a Python strategy through WebSocket and REST interfaces.

Since AlgoTrader 5.1 it is also possible to fully integrate a Python Strategy with AlgoTrader and to make use of all the AlgoTrader strategy services directly (including backtesting) through Py4J, as highlighted in Section 4.3, “Adding Strategy Logic in Python”.

The AlgoTrader 30-day trial version contains the following pre-installed components:

In addition you will also need a modern browser and if you want to visualise the backtest results, MS Excel. To run strategies in a more productive manner, we also recommend using the Interactive Brokers Gateway instead of the pre-installed Trader Workstation. The workstation however also lets you see your orders and positions at IB.

Warning

It is prohibited to reverse engineer, decompile, disassemble, or copy any parts of the AlgoTrader 30-day trial