AlgoTraderAlgoTrader Documentation

Chapter 3. Starting a Trading Strategy

3.1. Starting a Back Test
3.2. Starting Live Trading

This section gives a quick introduction on how to start a trading strategy by discussing the Box example strategy.

To start any of the other strategies please consult the relevant parts in the documentation:

First one needs to start the AlgoTrader Eclipse IDE (Integrated Development Environment) using the Eclipse icon in the task bar.

The back-test in this example strategy runs with CSV files. If you have a historical data provider that AlgoTrader supports, you could also run vs. InfluxDB and would have to load the historical data first by running a HistoricalDataStarter (see Historical Data).

Launch the SimulationStarter-simulate-box by first clicking the downward facing arrow next to the green start icon.

The system will now perform a back test based on historical data

Once the back test has finished, the Excel based back test report will open automatically.

For further information regarding back testing, visit the following chapters in the documentation:

Note

In case the console shows an error message like "Address already in use" this means that there is already an instance of AlgoTrader running. Please check the list of currently running process and stop the existing AlgoTrader instances before starting a new one.

The following sections describes how to use AlgoTrader in Live Trading mode by using Interactive Brokers for market data and trading.

Before starting the strategy in live trading mode, the Interactive Brokers Gateway needs to be started using the API icon in the task bar.

Then select IB API, enter the Interactive Brokers username and password and select Paper Trading:

Once the Interactive Broker Gateway has started, go to Configure / Settings, then select API / Settings, make sure that Read-Only API is disabled and Socket port is set to 4001.

Now launch the EmbeddedStrategyStarter-box by first clicking the downward facing arrow next to the green start icon. This will start the AlgoTrader server as well as the Box strategy and will connect to the InteractiveBrokers Gateway.

Once the system is started up it will automatically open the HTML5 front-end (within the Chrome browser).

Note

In case the frame on the right side of the screen named Box Strategy does not show up, please click Shift + Reload

For further information on live trading, please visit Starting a Strategy in Live Trading Mode

For further information on the AlgoTrader Web Front-end please visit the AlgoTrader documentation regarding the HTML5 client