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His setup looked remarkably similar to R.G. Niederhoffer https://harvardmagazine.com/2008/09-images/0908-18-002-500.jpg I tried Maestro’s Stealth Trader software when it was still available to the public and never found it to be of much value.

Investing in the Modern Age by William T. Ziemba

The TWS API is simple, but it is missing a lot of pieces for a fully automated system. You need to write your own trade and position management, and real-time PnL/risk. You also need to consider the effect of pending/partial orders on your trading strategy.

Take a look at Log-Periodic Power Law (LPPL) / Sornette.

If anyone is interested to run this system against their own IB paper trading account, I can share the compiled trading engine JAR (restricted to IB simulated account) and provide a VPN connection to my analytics server. Feel free to PM me...

What is the contract? I can give you sample Java code.

I wrote it in Java. There are 3 components - market data server, analytics engine, and trading engine. The components communicate through a RabbitMQ broker and historical data is stored in Hadoop. The trading engine runs a model portfolio (which assumes fills at the bid/ask) and continuously...

Thanks for the comments. I have traded/developed live and the drawdowns (sometimes exceeding -$10k) combined with a relatively unproven system made it a very excruciating process. I will be the first to admit that I have booked huge losses from panic selling. The unusual divergence between the...

Some background: I posted on ET 10+ years ago under a different moniker. In 2011, I handed all of my accounts to UBS due to lack of time, but after the VIX spike in February this year, I knew that I wanted to get back to trading... Subsequently, I spent Feb-June researching and developing an...