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TRADING ALGO USING PYTHON FOR INTERACTIVE BROKER TWS

We'd need some help in writing in Python a simple Forex/Futures trading strategy (which is simple and already well defined) so that the IB API of Interactive Brokers could automatically send to market buy and sell orders on various currency pairs following a basic set of trading rules to be written as mentioned on Python.

This algorithm takes about 5-6 key inputs, including futures tickers, number of seconds to track (S), number of std dev to trigger or stop a trade, position size (ideally, should have the last inputs as default)

- Needs to connect to an Interactive Brokers (IB) account through API (can use IB Gateway or IB TWS)

- starts tracking real-time data for the futures when turned on or at assume 8am NY time and downloads prices real time keeping track of the few data points,

- next step is to compute moving averages over different horizons (1 week, 1 month, 100day, 200day, 12mth etc) using the 4pm closing data points

- every second it will make a couple of calculations using the MAs or the last few days's pricings on the two pricing arrays including simple math and standard deviations and with the most current data point, a simple calculation will trigger a Short/Long trade

- when there is a Short/Long new position triggered, it needs to place that order for IB to execute immediately. There should be a switch using which user can decide if trades are meant to be automatically executed or just sent as limit orders.

- Strong checks need to be built to ensure in case of software or market data errors multiple orders are not sent causing unwanted trades

- once trades are done there should be a mechanism to track the trade wise P&L and portfolio P&L for a take profit or stop loss level

Compétences : Marchés Financiers, Python

Voir plus : writing interactive, writing in math, writing for profit, using in writing, trade pricing, take two interactive, take - two interactive, std that starts with c, std algorithm, set of pairs, algorithm writing software, algo data, interactive broker java api day trading, automated trading interactive broker vb, interactive broker webservice, send order mt4 interactive broker, interactive broker instaquote, mt4 interactive broker api, interactive broker mt4 bridge, metatrader interactive broker interface, interactive broker web service, metastock interactive brokers tws

Concernant l'employeur :
( 0 commentaires ) Singapore, Singapore

N° du projet : #8512971

6 freelance font une offre moyenne de $250 pour ce travail

gonvaled

I have implemented a trading bot recently (for a different broker - Oanda). The strategy was based on candles or prices, and was able to automatically trade different securities / currencies in parallel. It was based Plus

333 $ USD en 3 jours
(2 Commentaires)
3.5
Ravi1G

HI I am very good at algorithm and data structure I am good at python too I can write your software (I have done a project on Moving average too [url removed, login to view] Plus

166 $ USD en 10 jours
(0 Commentaires)
0.0
jonincanada

Have you checked out Quantopian? Great for Python, trading & backtesting. You'll basically get what you pay for here. The more features needed, the more effort required. I can get you going on this though, no pro Plus

277 $ USD en 3 jours
(0 Commentaires)
2.3
VnBestSolutions

Dear Sir. We claim to get it done perfectly for you EXACTLY in the way you want it - Kindly give we a chance and we will prove myself - Ready to prove our words, let's get it done right away and I mean RIGHT AWAY !! Plus

252 $ USD en 3 jours
(0 Commentaires)
0.0
consultantcae

Hi, I am Sourabh Jain, I am interested in the project. I have written my own scripts for algorithmic trading on zulutrade based on RSI, MA cross, Bollinger band etc. I have also written thinkorswim scripts for a clie Plus

250 $ USD en 5 jours
(0 Commentaires)
0.0
Mindex

My undergraduate thesis was on quantitative trading so I know the underlying concepts pretty well. Being a computer science major and having built various software systems before I think ill be able to deliver you the Plus

222 $ USD en 7 jours
(0 Commentaires)
0.0