Back Testing software

Observations:
1) since this c-tool kit is C++ ( trading system ) , we are most likely to do our trading system in C++ rather java .
2) once we have trading system in C++ , it does not make sense to have GUI screens in java (java, c++ 2 systems compile etc.. headache ) , besides we have nice Charts and forms ( free code in C++/.NET )

- COMPANION CD: UNIX/LINUX/WINDOWS XP VERSION: This CD is an updated (2004) version of the original Companion CD (released in 2000). It contains all the basic software, data, etc. as the original Companion CD. The difference between the two versions is that the update was developed specifically to be compatible with UNIX, LINUX, and Windows XP. For example, if you try to compile the old version with GNU C++, or another modern C++ compiler, you will get lots of errors regarding typecasting and a few regarding the use of functions that are not strictly supported by C++ (such as strlwr). In the updated UNIX/XP version, a vast number of typecasts have been added so that the stricter checking done by modern compilers will be satisfied and calls to functions that some C++ compilers do not support have been removed.

- COMPANION CD: UNIX/XP ORDERING INFORMATION. The CD is the same one as the "C-Trader Toolkit" (see that listing for further information). The cost is $79. We send it via snail mail so s&h is $3.50 in U.S., $7.50 outside U.S.



- Iteractive Brokers System Automation Package
If you use Interactive Brokers to execute your trades, and you want to automate your trading system so that it works with the Interactive Brokers TWS API, or if you need some help working with this API, this is the package for you. It includes C++ software that demonstrates how Interactive Brokers clients can write and test trading systems, as well as interface them to the TWS API. The software has been used to write programs that access live data from the Interactive Brokers TWS, as well as to monitor positions and place orders. The software is much faster than TradeStation, and can handle limit orders, as well as market orders, correctly responding to fill information. This software provides a framework for you to write trading rules for automatic and/or semi-automatic trading. The package also includes two hours of consulting (via phone and/or net) by the developer, Jeffrey Owen Katz, Ph.D (asr: so IB pkg must be good broker since Katz wrote and supporting itm, same guy who wrote c-toll KIT above). The consulting can be used to help you get up-and-running and/or for help with backtesting trading ideas using the simulator, which quite accurately mimics the real-time version; we find this invaluable in our own system development efforts. The consulting time can also be applied toward adaptation of the software to your specific trading and development needs.

IB PACKAGE ORDERING INFORMATION. This highly useful package is now being offered for only $249. There are no shipping costs since we send the software by email in a zip format file.

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Interactive Brokers TWS API
- Application Program Interface Software: Program traders may build their own add-on applications in Excel, C++, Java, and Visual Basic with our proprietary Application Program Interface (API), which requires TWS to be running in the background.
- Link to TWS using the TwsSocketClient dll
- click on left menu application programming interface ( API)->C++

- Connecting to Interactive Brokers TWS Using C# .Net -- download source code from this page

Interactive Brokers TWS API Wiki
- see here you have C++ and java Clients
- C language API for TWS http://sourceforge.net/projects/tws-c-api (need to checkout via CVS)
- C++ language API for TWS http://www.trading-shim.org/ with SQL database integration
- Interactive Broker's Discussion Board: http://www.interactivebrokers.com/cgi-bin/discus/discus.pl?pg=topics