Pair Trading auto trading software for Interactive Brokers api
$250-750 USD
In Progress
Posted almost 9 years ago
$250-750 USD
Paid on delivery
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 [login to view URL], 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...
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 work for the technical expertise along with reviews & feedback on my profile page.
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 you will get a quick response from my end.
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 reroute the tick data into MT5 server. So I am confident to manage IB's trading APIs too. I hope you will be able to provide their recent APIs doc because I only have their older one which is almost 3 years old. My application will be single file stand alone program and click and run type. few things need discussions though..like point no 5 and 7. Thanks
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 have some questions regarding the job description. Can you let me know your convenient time for the chat?
Thanks for your time.
Erik
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 and execute trades on them. Cheers/
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?
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!