Interactive Brokers Trader Workstation (TWS) Excel DDE Spreadsheet

Looking for a programmer familiar with the Interactive Brokers Trader Workstation (TWS) API. In particular I need someone familiar with programming in two environments:

- DDE for excel (VBA)

- C++

The idea is to create various macros in excel which ultimately should be able to retrieve data and launch automated orders from / to the TWS on the basis of a set of custom defined parameters / conditions.

The project is to be staged in two differentiated Phases. During Phase I, the program shall be developed in Excel DDE. After running in demo mode and subsequently in live mode, it is envisaged that if the program works well in this environment it is subsequently developed in C++ to speed up execution.

The present request however is only in respect of Phase I but ideally the programmer should have the required skills to be able to assist at a later stage on Phase II. The scope of work of Phase I is envisaged to be the following:

- Excel sheet must allow user to create links with Real Time market information, including:

o Live prices (Bid/Ask/Last)

o Bid/Ask Size

o Market Depth

o Historical data series (tick by tick, bar close, etc.)

o Real time data charts (defining bar sizes)

- Excel sheet must allow user to create links with Real Time Account and Orders Information:

o Account balances

o Orders Submitted

o Orders Pending

o Orders Executed

- Excel must be capable of submitting automated orders or cancelling orders already sent subject to a given set of circumstances (eg. with references to certain cells holding true / false)

Note that a lot of the matters mentioned above are already allowed by the sample spreadsheet provided by the API (so not a lot of value added there), while others are not (eg. auto orders / cancellation – as a matter of fact, the order submission formulae in the sample spreadsheets does not seem to work); these should be the areas of focus.

Ultimately, the purpose is for the spreadsheet to be able to run different strategies in different tabs, and if certain conditions are met within each tab, send new orders or cancel past orders automatically.

It must be fairly easy (basically by changing cells, tabs, etc.) for someone with solid excel formulating skills but limited to none programming skills to change underlyers, conditions, etc. to set up this auto orders functionality in each spreadsheet. Auto orders may imply multiple stocks or futures, pairs of stocks, etc.

Ideally and to the extent that this is permitted by the specific exchange in which a given underlyer is traded, it should be feasible for orders to be made in pairs / conditional upon the execution of other orders (eg. useful in stock pairs trading, where strategy may be market neutral by buying one stock / selling another one for similar notional amount, and user may want either both legs of the trade executed or none).

Spreadsheet should allow user to backtest strategies and trade in demo mode.

Code must be unlocked / provided please.

Habilidades: Programação C++ , Visual Basic

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Acerca do Empregador:
( 4 comentários ) Madrid, Spain

ID do Projeto: #6784234

5 freelancers estão ofertando em média €485 para esse trabalho


I have excellent experience with VBA and C++ as well as TWS. I have been writing trading algorithms as well. I read your description and I believe I can handle it with ease. I am a fast coder and usually write bug free Mais

€526 EUR in 10 dias
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Hello I'm interesting your project very well I'm a Good C++, VBA, Algorithm expert. I m quite well experienced in these jobs. Let's go ahead with me I want to service for you continously. Thanks

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