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Highlights from
Automated Trading with MATLAB - 2012

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Automated Trading with MATLAB - 2012


Stuart Kozola (view profile)


31 Aug 2012 (Updated )

Files from the Automated Trading webinar showing X_Trader and QuickFIX/J integration.

function startBanzai(configFile)

global banzai
% Copyright 2010-2012, The MathWorks, Inc.

%% Load in the relevant pacakages
import quickfix.*
import quickfix.examples.banzai.*
import quickfix.examples.banzai.ui.*

%% Start up Banzai
% Set up in MATLAB the example application, Banzai.  This is a order entry
% interface.
banzai.settings = SessionSettings(configFile);
banzai.storeFactory = FileStoreFactory(banzai.settings);
banzai.logFactory = ScreenLogFactory(true,true,true,true);
banzai.messageFactory = DefaultMessageFactory();
banzai.orderTable = OrderTableModel;
banzai.execTable = ExecutionTableModel;
banzai.application = BanzaiApplication(banzai.orderTable,banzai.execTable);
banzai.initiator = SocketInitiator(banzai.application,banzai.storeFactory,banzai.settings,banzai.logFactory,banzai.messageFactory);
banzai.frame = BanzaiFrame(banzai.orderTable,banzai.execTable,banzai.application);

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