Quant development: Interactive Brokers API help needed regarding a strategy
From a reader. Can anyone help out Rob? I am not an IB expert which is too early for me tell:
My current API (linking to IB) is not working as well and I also have some historical and live data quality issues. The strategy is not high frequency (maybe 90 stocks every 30; or so) with corresponding stop losses and take profit orders.
Please kindly contact me with suggestions on:
a) Any solutions you have that can link my Matlab code to a ideally a selection of brokers that use a similar protocol, though an API you have developed.
b) Interested on a solution whereby I get live data to run the strategy and send market orders , limit and trailing orders.
c) A solution that is cost effective to start with but can also be scalable in the future if I find financial sponsorship
Many thanks,
Rob
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