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Messages - algobox

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1
Cyan Spring ATS / Re: Building the server on Mac OS
« on: June 20, 2013, 07:03:33 PM »
just one file cyanspring-src-1.65a\algo\CSTWjars\pom.xml

2
Cyan Spring ATS / Re: When JAVA 7 upgrade?
« on: June 20, 2013, 06:59:21 PM »
We haven't got a plan just yet but I think this software is 99.9% compatible with java7 except only one error which you can fix it yourself.

And don't worry, java 7 is new, there are still lots of production systems running java 6 at the moment. it will probably take quite a few years for people to migrate over to java 7.

-algobox

3
Cyan Spring ATS / Re: Building the server on Mac OS
« on: June 16, 2013, 09:14:18 PM »
Hi Algobox,
Thank you for the prompt reply. I now able to compile the server without problems. The problem no is when trying to run it. The error on the attached terminal screenshot. I also have an error when trying to import the project into Eclipse. Screenshot also attached.
looking forward to some help.
Thanks

You should do mvn assembly:assembly
then run it in the release directory
please follow http://www.cyanspring.com/Build.php
step by step

As for the eclipse maven import, which project did you have problem? did you install maven eclipse plugin?
-algobox

4
Cyan Spring ATS / Re: Building the server on Mac OS
« on: June 15, 2013, 12:34:44 PM »
Thanks for finding out the problem. The build script in 1.65 was updated correctly.
I have released 1.65a to correct this problem. Please download 1.65a and try again(remove 1.65 completely from your computer)

-algobox

5
Hi,

When a strategy is cancelled, it goes into terminated state(you may check this by looking at the state column). We believe(for right or wrong) it should be remained in the GUI for a day so the user can check what he/she has done. If you start the application next day, all terminated strategy should be removed.

-algobox

6
Cyan Spring ATS / Re: Strategy deployment in ATS
« on: June 10, 2013, 11:25:58 AM »
Hi,

1)Yes, all strategies jar files in strategies directory are loaded when server starts up. It is not black box, I would rather call it white box. You are able to monitor the strategy running through CSTW or change it's parameters to alter the strategy behavior in run-time.

2)Please note when the strategies jars are loaded. it is only the strategy classes are loaded(or you can understand this as strategy definition). To create an instance of single-order strategy, you may go to CSTW to click on the '+' button. To create an instance of single/multi-instrument strategy, you need to load it from a XML file. You can find some examples in the templates directory.

3)To trade a stock/instrument, you need to put it in the refdata/refdata.xml. This is defined in server_sim.xml or server_ib.xml depending on which downstream systems you are connecting to. TickManager only manage the tick data persistence and it is not related to the actual trading of the stocks.

I suggest you to follow this page to take a tour on Cyan Spring ATS
http://www.cyanspring.com/demo/Play.php

and do a development tutorial if you want to develop an algo system on top of Cyan Spring ATS
http://www.cyanspring.com/Develop.php?topic=tutorial

I hope the above helps

-algobox

7
Cyan Spring ATS / Re: Dukascopy conectivity
« on: May 25, 2013, 10:08:06 AM »
Hi,

This page contains the information for developing custom adaptors.

http://www.cyanspring.com/Develop.php?topic=adaptors

You may take a look at the following example to develop your own.

com.cyanspring.server.downstream.fix.FixDownStreamAdaptor(sample)
com.cyanspring.server.sim.SimDownStreamConnection(sample)

Cheers

-algobox

8
Cyan Spring ATS / Re: Market data via FIX
« on: May 22, 2013, 10:28:38 AM »
Hi,

1)No, it doesn't support market data from FIX due to the fact that not a lot of vendors provide FIX market data
2)Only FIX4.2

-algobox

9
Cyan Spring ATS / Cyan Spring ATS 1.65 released
« on: May 21, 2013, 12:58:01 PM »
Cyan Spring ATS release 1.65
- added open field in quotes from IB adaptor
- added alert system for strategy to fire alert to GUI
- Terminated strategy now can be deleted from database when system starts up
- CSTW property window now can be sorted on tag column
- added single instrument strategy framework. Rename the previous single instrument strategy to single order strategy.
- fixed strategy end time error.

One of the main features of this release is the new single-instrument strategy framework which allows buying and selling an instrument in one strategy. The previous single-instrument strategy is renamed to single-order strategy which allows only buy or sell of a parent order.

The details can be read here

http://www.cyanspring.com/Strategy.php

10
Cyan Spring ATS / Re: Cyan ATS backtest
« on: May 11, 2013, 01:47:11 PM »
I agree with you on 1) and the article you refered seems to be informative.

Backtest is just some form of simulation and simulation, by its name, has a distance to the real test. There are always some ways to improve it to make it more realistic though.

-algobox

11
Cyan Spring ATS / Re: Cyan ATS backtest
« on: May 09, 2013, 10:00:16 AM »
1) I see what you meant now. The back test will store your order in your example, if the market ask price move to ask as $100, your order will get executed fully or partially depends on the ask size.

2) I can see the need of IB to support lots of order types as a broker. We haven't got any plan to support other order types in the backtest yet which is some large amount of job. We are also unsure how much value it will provide since the platform is used mostly by algorithmic trading which your strategy should (hopefully) works out the price already.

-algobox

12
Cyan Spring ATS / Re: Cyan ATS backtest
« on: May 08, 2013, 10:50:59 AM »
Hi,

Thank you for the kind word :)
1) Could you clarify what does it mean "price goes through target"?
2) At the moment we support limit and market order type for downstream order only. What other order type you would like to see?

-algobox

13
Hi, before you try to build it it eclipse, can you try to build it in command line with maven?
You may refer to the following link for step by step building the platform.

http://www.cyanspring.com/Build.php

-algobox

14
Hi,

From your description it looks like that you may be interested in the Cyan Spring back test framework

Key java classes are

com.cyanspring.server.bt.ExchangeBT
com.cyanspring.common.marketdata.ITickDataReader
com.cyanspring.common.marketdata.QuoteDataReader
com.cyanspring.common.marketdata.QuoteDataWriter

The only issue for you is that they are all java codes, you may need to figure out a way of how to get them working with your C++ program

-algobox

15
Cyan Spring ATS / Re: My log as a cyan spring user
« on: March 26, 2013, 11:49:25 AM »
Hi, Cyan Spring ATS is only compiled and tested under java 6. Could you check your java version?

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