Automated AFL

Closed Posted Apr 20, 2012 Paid on delivery
Closed Paid on delivery

Project Description:

1. Perform an exploration @ market open and throughout day, using Interactive Brokers data feed.

2. Prioritize watch list by "PositionScore" (based on daily indicator) to reveal the top # of candidates based on current price vs. prior day close.

3. Submit long entry limit orders based on x% of Prior day close. ( ideally OCA orders).

4. Once x number of executions are filled, DO NOT submit new entries.

5. Exit all positions at market close

Financial Markets

Project ID: #1577994

About the project

2 proposals Remote project Active May 25, 2012

2 freelancers are bidding on average $675 for this job

ankurparikh

Hi, I have done my Masters in computer science from University Of Massachusetts. I have been working as quant developer and financial software developer since 20 months. I have build my own strategies on Interac More

$1100 USD in 18 days
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