In Progress

Pair Trading auto trading software for Interactive Brokers api

Need to build in a very cost-efficient a simple program that can trade two stocks , one long and one short (pairs trading) through the interactive brokers API. To give you an idea please take a look at [url removed, login to view], you can download it to get an idea. Also, if you have already built software like this I am open to different GUI as well.

details

1. Must be able to enter two symbols and divide one into the other to obtain its ratio. (Stock A / stock B) and enter a mean/moving average and software will track the pair ratio for extreme standard deviations from the mean. Mean/moving average must be customizable for each pair.

2. information/data shown on page will be current standard deviation, % from mean,relative strength of ratio, relative strength spread between the two stocks. Would like correlation and co integration if possible, would be good to have but not necessary in version 1.0.

The lookback period for mean, relative strength, correlation and co integration must be customizable and settings saved so I dont have to keep entering settings when software loads.

3...stop loss. ability to set stop loss by % loss of trade or dollar loss. Remember one trade = 2 stocks.

4.. Entry. Must be able to tell software to enter by dollar amount. EXAMPLE... Enter 3000.00 dollars per leg. Software will calculate the shares needed per leg and send order that will be the closet to 3000.00 dollars.

More details attached as they were too long...

Preference will be given to programers who can show me work they have done in the feild already and who understand pairs trading. Also must be able to clearly understand English.

Also forgot to mention that entry should be able to enter on a set threshold of % from mean as opposed to standard deviation. a chart of % from mean would be helpfull in determining the extreme values of at least 80% threshold. You can see what a chart of % from mean looks like at pairslog.com accounts are free. its all the way at the bottom.

software must be able to run multiple instances of itself at same time with different settings and be able to connect to interactive brokers simulation paper trading account to run simulations before a strategy goes live.

This is additional info regarding entry and exit techniques for the pairs trading auto trader/ statistical arbitrage software needed. Please forgive me for the crude drawing but it can give you some idea af the settings I would need. The layout does not have to be exact but everything must be properly labeled.

thank you

Nick

Evner: PHP, Software Arkitektur

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Om arbejdsgiveren:
( 1 bedømmelse ) Flushing, United States

Projekt ID: #7910023

19 freelancere byder i gennemsnit $749 på dette job

meet2amitvw

Let's discuss over freelancer Personal Message Box for the proper estimation of cost and time. I am myself developer so you will directly work with me. No mediators. No managers. No subcontractors. see my recent Flere

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seekdeveloper

Hi, I have read your post and understood your requirement. I have great experience in handling /PHP/MySQL/Wordpress/Magento/Joomla/Drupal/AngularJS/node.js/HTML5/CSS3/Java/Python/Django/Javascript/iOS/Android/Sym Flere

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shibin123sl

Hello, We gone through project description you are given for developing software to trade two shares. We are professional website design and development company operating from India and UK. We have eig Flere

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scriptphp87

Hello, my portfolio: [login to view URL] I'm a professional programmer for web programming with php language to build the system website, Besides, I'm also expert in MySQL , HTML,HTML5,CSS, JS I'm always to Flere

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JoomlaVogue

Hello Sir, First of all, we would like to tell you how we will initialize the project with you. According to your project description, our team would like to discuss with you, to get more understanding of the Flere

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prashushinde9

I want to discuss this project with you further, let me know the best suitable time for you to schedule the meeting, Feel free to message me at any time, i used to be online 14 hrs in a day on this website so probably Flere

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esalem

Hi, I am Forex trader and also MQL4 programmer in addition to VB,C#,C++,MQL4 programming languages. I developed many EAs and indicators for MetaTrader in addition to one project to integrate MetaTrader with Excel to Flere

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phpdeveloper100

Ready to make complete autotrader system with complete ratio [login to view URL] etc all as per descrbed. ---------------------------------------------- We have 6+ years experience team members and we have done more th Flere

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cpp2048

Thank you for the details specification. I have worked a lot on building custom trading tool for many brokers as well as worked on to connect directly to the stock exchange (NSE). I also worked on IB's data path to rer Flere

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drudev

A proposal has not yet been provided

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eriklevinn

Hello, my name is Erik, I'm interested in your job post as Freelancer. In my portfolio page, you can see my latest projects (iOS/Android/Website development skills). I can share more apps while interviewing.. I h Flere

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phpstrikers

We have experience with broker API and we can easily make it as p-er your [login to view URL] also have knowledge of Pair Trading auto trading [login to view URL] have reviewed your job details extremely carefully and we analyzed t Flere

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bhavishya

I am guy from investment banking domain . I have around 8 year of development experience in investment banking and have experience in writing low latency program for trading . I have good knowledge on interactive br Flere

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jshapen

Предложение еще не подано

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OriolAM

Hey, I am interested in the project. I have previously worked with and implemented the models of pairtradefinder.com. I am familiar with the different cointegration models and also in how to find cointegrated stocks an Flere

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wyliechan

Excel using Interactive Brokers IB API I have done this before. Login to IB TWS. Launch Excel sheet. Click a button and watch it trade.

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lklose

Hi I have created an auto-trading app for IB for my own use, which I can adapt to meet your needs. Besides trade automation it also has a very powerful backtesting engine. Is that something you're interested in?

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Cybertrixz

Hi, we are a Chennai based company having 4+ Years of experience in developing and implementing database driven web application products. Please find list of products we have developed and implemented successfully: Flere

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SpidersCrawl

A proposal has not yet been provided

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hpa5579270ca02c5

Hello fellow interactive brokers account holder! I actually have a lot of experience with the IB API, but I use a python wrapper instead of their java one. Please get in touch because I can really help you!

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