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I think this is the bone/skeleton I want after. But this is very abstract concept. Is there more detail/actual approach to implement such architecture? Thanks!

Thanks for the tips: Here is my more rudimentary questions given there is a lot of stuffs there, I feel a lot concept maybe very basic in app/system development but still very foreign to me. 1. what is event driven concept, what's the best way to construct process around event driven and how to...

Thanks jharmon, I'm trying to build a fully automated trading system based on Python and have tested different pieces like ib_insync, I'm not from a programming background, so the design of the system seems a bit difficult for me, such as which part a essential of a system and what's the role of...

This type of discussion is really helpful. Can anyone to more extensive discussion of similar topic in this forum?

I want to know details about how a order is placed and position is managed and data is flowed through in a fully automated algorithm Is there any good github project like this?

I mean not from strategy perspective, but from program design/operating perspective. I just start on this route, but very uncertain about what is a good practice. By googling I get some information similar as picture below. Hope someone can help.

I placed order as below, and the price seems alright, but when I check the order submitted in ib, it showing the price is quite different for the limited order. Can anyone help me why? ----code-------------------------------- contract = Future('ES','202009', 'GLOBEX') bracket =...

Yes, I contact help desk and upgrading TWS Gateway solves the issue. Thanks

I have been having this problem in the past 2 weeks, that the connection is established and is able to qualify the contract, but no ticker data is feeding to get the price information at all. I've tried using TWS or API, neither of them will work. Can anyone help me with issue?

I don’t think it’s expensive or cheap, I don’t even think about thinking its expensive or cheap. Just trying to understand why its fair trade for both side.

Thanks for the details, seems it’s always a fairways on the spot, and always not the case their after. I think the environment is just changing rapidly, or one side of the trade is significantly wrong about something.

I check the historical high if a UAL put option price, just wondering who would trade at such extreme prices. Is it purely speculators on both side just trying to gamble, or it is some one really trying to hedge/cover their positions. What’s the rationale could their be? Or its just not...

Just did some research, in the context of IB platform, I think what I want is bracket order implementation, like below. https://interactivebrokers.github.io/tws-api/bracket_order.html

Yes, this is what I want (either a market order or limit order I think), my exact question is how usually this is implemented or code up, do I just do following: if price>xxxx or price<xxxx then sell at market order Is there going to be any problem if doing this way?

Thanks for the advise. If I have a position that I want to close it whenever the price is above or below a threshold, is there any specific way to set up the order so the execution will be robust and easy to understand. I’m thinking of some if else condition and then set up orders, but I can...

Im looking for some existing ways in a automated system how usually and order is generated being tracked and once a position is filled, how it is being monitored for exiting. Just start to explore this aspects, so any thoughts or reference is appreciated. So far it seems to me I need to right a...

The trouble is he is not the only few who have a lot of cash in hand like in 2008 and this time is also not a financial crisis. This round is about sustainable earnings and changes. I expect the more stock market bounces in short run, the harder the recession gonna hit us since there is...

As a retail trader, you do contribute to the society a lot by provide liquidity to the financial market. That's the number one industry of US and yet you take the risk and get paid for it.

what I mean the analytic thought flow. If your analysis is just take 10 steps in sequential order, and running stats package I think R is sufficient and quick. Lets say if your analytics becoming ver complex and you want to make them your own tool box or even a package, I think R is kinda...

R is quick, easy and powerful in terms of pure statistical analysis, but the thought process is pretty linear. Python is a safe bet if your analytic tool tend to grow into a system and being complicated.