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G-Bot Installation

By jaguar1637 3260 days ago Comments (17)

Hi dudes

I got this challenge today, means to install the G-Bot on my VPS. Rather difficult. THis VPS from Giga-International is running on Windows Server 2008 SR2 64 bits. Why  G-Bot ? because it's an open project able to fetch ticks datas , here, directly from IB (Interactive Brokers).

 This program belongs from the list provided by this website : http://www.traderslaboratory.com/forums/tools-trade/11086-open-source-trading-platforms-master-list.html

What is G-bot ?

Tom : it's just an hedging tool. It helps spreading risk.

Me: Is  G-Bot able to detect cycles of price reaction ?

Tom : nope..  doesnt care ... about these optical illusions
 it just  grab money when it can and when it can not, it hedges !!!

Which softwares are necessary to install this software ?

- Windows 2007 or 2008

-   Net Framework 4.0:   FRAMEWORK (release 4 , in my configuration the .NET 3.5 was necessary to be installed with Tool Manager)
http://www.microsoft.com/downloads/details.aspx?FamilyID=9cfb2d51-5ff4-4491-b0e5-b386f32c0992&displaylang=en  

-  Microsoft Visual C++ 2005 SP1 Redistributable Package (x86):
http://www.microsoft.com/downloads/en/confirmation.aspx?familyid=200B2FD9-AE1A-4A14-984D-389C36F85647&displaylang=en 

- JAVA (for my special configuration, JAVA 64 bits was necessary to launch the tools)

What is necessary to install G-BOT ?

To know the Mac Address =< for this, there is a little app (that needs .NET) http://www.datatime.eu/public/gbot/FindMAC.exe

A copy request for G-BOT => http://www.datatime.eu/public/gbot/#copyrequest (w/ the name, login, MAC ADDRESS)

 IB TWS and Gateway:
http://download.interactivebrokers.com/download/tws40_install.exe           

 Interactive Brokers API (always use the latest beta release):
http://www.interactivebrokers.com/download/InstallAX_967.exe

ACTION LIST: (once your system configuration is made)

  • Install tws40_install.exe
  • InstallAX_967.exe
  • (and the Release.rar sent by Tom Gastaldi )

Comments

  • jaguar1637 3260 days ago

    # ----------------------

     # EXAMPLES OF SPOT FOREX

     # ----------------------

    AUD.USD CASH IDEALPRO  #

    EUR.USD CASH IDEALPRO  #

    GBP.USD CASH IDEALPRO  #

    NZD.USD CASH IDEALPRO  #

    # other examples (non USD currencies, use separate instances)

    USD.JPY CASH IDEALPRO  #

    EUR.JPY CASH IDEALPRO  #

    GBP.JPY CASH IDEALPRO

    AUD.JPY CASH IDEALPRO

    CAD.JPY CASH IDEALPRO

    CHF.JPY CASH IDEALPRO

    NZD.JPY CASH IDEALPRO

    USD.CAD CASH IDEALPRO  #

    EUR.CAD CASH IDEALPRO  #

    AUD.CAD CASH IDEALPRO

    GBP.CAD CASH IDEALPRO

    EUR.AUD CASH IDEALPRO  #

    GBP.AUD CASH IDEALPRO

    USD.CHF CASH IDEALPRO  #

    EUR.CHF CASH IDEALPRO  #

    GBP.CHF CASH IDEALPRO

    EUR.GBP CASH IDEALPRO  #

    AUD.NZD CASH IDEALPRO

    USD.HKD CASH IDEALPRO

    USD.SGD CASH IDEALPRO

    USD.SEK CASH IDEALPRO

  • JohnLast 3259 days ago

    This product is amazing. 

    I see a trend that is coming, that more and more traders will get into the millisecond trading and that will make it as all the other market frequencies.

    What do you think about this aspect?

  • JohnLast 3258 days ago

    Is it possible for you to run it in demo mode with free market data?

  • jaguar1637 3258 days ago

    Yes, this is the aim. To fetch the datafeed from Interactive brokers and display the ticks by G-Bot. This tool is quite huge

  • jaguar1637 3250 days ago

    A message from Tom


    Here, enclose a G-BOT update. See links below for download.

    DOWNLOAD 
    ===============
    Folio Algorithmic Trading Platform [changed]
    G-BOT:  http://www.datatime.eu/public/gbot/G-BOT_2012_06_14.rar

    Tickdata capture/store utility [changed]
    TickGrabber:  http://www.datatime.eu/public/gbot/TickGrabber_2012_06_14.rar

    a G-BOT wallpaper (not changed):
    http://www.datatime.eu/public/gbot/G-BOTWallpaper.jpg   [use "stretch" mode]

    ===============

    Note: if the above links do not work within your email client, paste them directly in your browser
    (or try right clicking and choosing "open in new window").

    from Tom "I am currently carrying out a real $$$ test on ETFs to examine use of the bot with relatively small capital. See the journal on ET: http://www.elitetrader.com/vb/showthread.php?s=&postid=3518329#post3518329  "


                    ** Changes or new features since previous build **
                   
    - Modified cointegration folio balancing, to allow unlock when hedging level reaches exposure level [thanks to James, Canada, for helpful discussions and testing]
    - Added a global measure of exposure [thanks to Mike, Sydney, for suggesting this]
    - Added a checkbox on start page to allow avoiding SMARTrouting (STK would use the primary exchange if unchecked) [thanks to Ben, NY, for pointing this out]
    - Refined cointegration computations
    - Slightly delayed volatility use, to allow a more meanigful packet recalibration
    - Refined quick info (now in graphics mode, autoresizing, and allows multiple messages in place without repopping)
    - Added some new games (under testing)

      Bugfixes:
    - Tickgrabber: corrected port switching (got disabled in previous update)


    If you keep your symbol file in the G-BOT folder, here is a fresh copy of an updated symbol file (added some symbs: check them out)
    http://www.datatime.eu/public/gbot/G-BOT_Symbs.txt


    Thanks all for the outstanding continuos suggestions, support, testing, trading and features requests which  have made this platform so robust, user oriented and effective, and allow continuing grow steadfastly in this direction.

    --------------------------------------------------------------------------------------


    -------- VERSION COMPATIBILITY -------------------------------------------------------------------------------------------
    Compatible with previous update. PREVIOUS SESSION CAN BE RESTORED. (Games are automatically replaced on session restore.)
    Do not try to reload old *.game.txt files (obsolete game files can be deleted)
    If you still have the old files you can delete them and let the current files be recreate when g-bot starts up:
    G-BOT_Symbs.txt, RND_Instr.txt
    --------------------------------------------------------------------------------------------------------------------------

    Tested with:
    IB Trader Workstation and IB Gateway (tested with latest: Build: 926.5):
    http://download.interactivebrokers.com/download/tws40_install.exe


    API ver. 9.67  (NOTE: OLDER API *CANNOT* BE USED: THEY CAUSE CRASH)
    http://www.interactivebrokers.com/download/InstallAX_967.exe


    Install notes ( *REMOVE* THE OLD VERSION! before installing this one and check the build date, after install!):
    http://www.datatime.eu/public/gbot/Installation.htm


    Manual and strategy notes:
    http://www.datatime.eu/public/gbot/manual.htm
    http://www.datatime.eu/public/gbot/strategies.htm


    The G-Bot Algorithmic Trading Platform Project
    http://www.datatime.eu/public/gbot/


  • JohnLast 3249 days ago

    I think that this G bot is a GREAT TOOL. I am very happy that this project exists.

    I was interested in the strategy about the order clouds and price corridors. And that reminds me about the open orders clustering related with the public order flow accumulation at psychological places.

    Indeed that is incredibly interesting but still the problem is that it is API related with very specific brokers.

    So definetely this is not for the large public and amateur traders.

  • JohnLast 3249 days ago

    I still try to figure out the strategy but I can't yet. This project needs to be monitored very closely. Jaguar many thanks to you for bringing this information to us.

    And many thanks to the project developper Tom Gastaldi for developping and sharing this project.

  • jaguar1637 3210 days ago

    Someone post this: What do you think about ?

    It is an interesting question, should we or not try predicting short term prices? And naturally, its corollary and a requirement: it there anything to predict?

    The reasoning behind Oleg and Peter's arguments do sound reasonable. There are major forces at play which should have a hard time not leaving traces. We should see (detect) their footprint amid the stampede. However, the major players have also learned camouflage; have learned to slice and dice their orders for retail consumption to different venues. They will use quote stuffing without hesitation, iceberg orders, sweeps orders, shorts and even naked shorts. They will play many instruments at the same time, arbitrage and hedge positions. They will use the tools at their disposal to go undetected. And if you see a footprint, it might not be theirs.

    At the beginning of the day, just like
    at the end of the day, everyone is holding the bag. All shares are accounted for and in somebody's hands. And should everyone stand pat: no trading, no price change. So the real question might be: who wants to trade today? Who is forced or needs to enter or exit a trade today? And can we see the aggregate of their actions in market prices?

  • jaguar1637 3128 days ago

    Read this http://www.datatime.eu/public/gbot/strategies.htm

    G-BOT is essentially based on the concept of overlaying "order clouds" at different price levels. An "order cloud" is a (dynamic) set of orders which yields a (statistically) profitable scalping action.

    Automatic hedging is essentially achieved by starting multiple order clouds on different layers ("superposition" or "overlay"), as the price moves, in time, through its range.

    An "order cloud" is formed through a set of algorithmic rules - called a "game" - which governs the creation of the orders within the order cloud. A game and a random price process give rise to a random order cloud: as the price moves, we will clearly get 1 realization among the infinite order clouds which are possible with different prices curves.

    A game can have infinite definitions, however we will use only the ones which prove to be statistically effective as to scalping action in a price corridor. The simulator included in G-BOT can be used to study the statistical properties of a game and how the corresponding order cloud is formed.

    As the price sweeps its range, new games have to be started to harvest new scalps which serve the crucial function to compensate for unfavorable vertical movements of the prices (which will cause drawdown of the order clouds which accumulate an excess of positions in an unfavorable direction). Thus multiple order clouds will be defined at different price levels, which we call "corridors".

  • jaguar1637 3128 days ago

    http://www.datatime.eu/public/gbot/MetricsForAlgorithmicTrading.htm

    says very interesting thins about cointegration

    I define such cointegration (or codirection) index  as follows.
    Consider, for each of 2 instruments, a truncated sequence of k last prices taken at an interval of T minutes. Each time, a new price is inserted at the end of the list of prices. If the total length of the list exceeds k (or a given timeframe), we remove the oldest entries, in order to keep fixed the maximum number k of items in the list (or the timeframe considered).

    Denote these 2 lists (the recording times are the same for the two lists) as:

    P1(0), P1(1),   ... , P1(k-1),    (for Instrument 1)

    P2(0), P2(1),   ... , P2(k-1),   (for Instrument 2)

    A simple, but effective, cointegration index, ranging in the interval [-1, 1] can be obtained as:

                      Sum of ( sign( P1(i) - P1(i-1) ) * sign( P2(i) - P2(i-1) ) )
    SCX = --------------------------------------------------------------------
                                                         N

    where, N number of the products considered in the above sum (possibly, k-1), and the sum is taken over the nonnull products (zero's factors that in practice would be rare and irrelevant, could be possibly: considered, skipped, or the result of product defined according to a convenient convention).

    This index will range between -1 and 1. A value of 1 means perfect "cointegration" (they "track each other"); -1 is also a perfect (negative) cointegration. Values near 0 will indicate situations where the 2 instruments are, say, in no cointegration relation:

    -1 ("specular" shapes)  -------- 0 (no cointegration) --------- 1 (similar shapes)

    (The obvious reason why I only consider the sign of the corresponding increments is to make the index more "robust" and insensitive to absolute spread variations, gaps, structural changes, etc.)


    In practice, random instruments will often have | SCX | < 0.1. Absolute values greater than 0.4 may signify already a good cointegration. Around and beyond 0.8 we have a practical coincidence of price curves (or perfect specular shape, in case of negative correlation). 

  • stevegee58 3111 days ago

    I've been an IB customer for years now but I hadn't heard of G-Bot until I came to this site.

    I have a paper trading account with live data linked to one of my live accounts so I'll try this out soon.

  • jaguar1637 3111 days ago

    Hi

    Do you trade on news or, do you use an algorithm ?

  • stevegee58 3111 days ago

    Haha option spreads!

  • stevegee58 3076 days ago

    I just requested a copy of G-BOT for myself.  Should be interesting.

  • jaguar1637 3076 days ago

    Yep,

    I just got an email from Tom, about a new release

    There are games rules, still I don't understand how to deal with. May be you will explain this to me