IBAlgoTrader

Code is released under the MIT License.

This is a project I whipped up to see if an algo trading idea I came up with had any worth (it did not). This is all the code I used to run my strategy. I take no responsibility for any losses incurred should you use any of my code!

For more info check out my site at : kwangbkim.com

Prerequisites:

You need an account over at IB to make all this stuff work. See their docs for getting it set up.

Project Descriptions

Backtest
	- Has some code for backtesting strategies without executing them

Data
	- This project uses a SQLite database.  I've included my database so you can see the data model I was running off of.

IB
	- Most of this code is from the Interactive Brokers API to access their trading platform and data.

Stuff I added
	- com/ib/client/tws/DataMiner
		- used to access IB to get data
	- com/ib/client/tws/Trader
		- not complete, but the idea is to add stuff like executing 
		  trades, getting pnl etc.
	- com/ib/client/util 

Statistics
	- Has some statistical analysis scripts, uses the sqllite database filled from with data from the IB api

Trading
	- Runs the strategy to determine what to trade
	- Also contains the database layer  

Set up

Run MathHelper/build.xml 
	- creates MathHelper/lib/mather.jra

Run SQLiteHelper/build.xml
	- creates SQLiteHelper/lib/sqlitehelper.jar

Run Trading/build.xml
	- creates Trading/lib/trading.jar

Run IB/UpdatePrices to update your database with new prices
Run IB/TrendingStrategy to get a list of what to trade.