Algorithmic Trading System Development
Budget: $250 – $750 USD
I am developing a real-time algorithmic trading system for U.S. equities using the Interactive Brokers (IB) TWS API. The system will operate on 1-minute frequency data and follow these key requirements:
Historical and Real-Time Data Handling:
Load the previous day’s historical 1-minute data to initialize the system.
Calculate and preload simple pre-market features.
Real-Time Feature Calculation:
Stream live price data in real-time.
Perform rolling calculations of features (e.g., moving averages, thresholds) with a buffer for past data to ensure efficient computation.
Trading Logic:
Evaluate conditions based on calculated features to determine buy signals.
Execute trades (market or limit orders) and hold positions for a predefined number of signals.
Implement a trailing stop loss for open positions.
Close any open positions before the market closes.
Key Functionalities:
Modular and clean code architecture for maintainability and scalability (using classes where appropriate).
Support for both market and limit orders, with an option to set limit prices near bid/ask levels.
Currently designed for long positions, with plans to extend to short positions in the future.
System Design:
Avoid simultaneous multiple positions (for now).
Efficiently handle live data streaming, feature calculation, and trade execution.
Ensure all trades and calculations meet end-of-day cutoff.
The project requires an experienced developer with proficiency in Python, Interactive Brokers API integration, and modular programming practices. The system should be optimized for performance, simplicity, and professional coding standards.
Historical and Real-Time Data Handling:
Load the previous day’s historical 1-minute data to initialize the system.
Calculate and preload simple pre-market features.
Real-Time Feature Calculation:
Stream live price data in real-time.
Perform rolling calculations of features (e.g., moving averages, thresholds) with a buffer for past data to ensure efficient computation.
Trading Logic:
Evaluate conditions based on calculated features to determine buy signals.
Execute trades (market or limit orders) and hold positions for a predefined number of signals.
Implement a trailing stop loss for open positions.
Close any open positions before the market closes.
Key Functionalities:
Modular and clean code architecture for maintainability and scalability (using classes where appropriate).
Support for both market and limit orders, with an option to set limit prices near bid/ask levels.
Currently designed for long positions, with plans to extend to short positions in the future.
System Design:
Avoid simultaneous multiple positions (for now).
Efficiently handle live data streaming, feature calculation, and trade execution.
Ensure all trades and calculations meet end-of-day cutoff.
The project requires an experienced developer with proficiency in Python, Interactive Brokers API integration, and modular programming practices. The system should be optimized for performance, simplicity, and professional coding standards.