Selling my MATLAB to IG Market auto-trader (120USD or equivalent in EUR, GBP or crypto)

Discussion in 'Automated Trading' started by AndreaG87, Sep 8, 2017.

  1. Hello everybody,
    I am selling my Matlab script for automatic trading with IG market. IG Market offer a free way to connect their data and order stream to matlab. However, I appreciate there are currently no simple on-shelf script available to the general public to do the actual linkage. As I moved to other brokers (using data stream different from IG lightstreamer system) for my daily traiding, I would like to sell my script at symbolic price of 85$ or equivalent in cryptocurrencies, GBP or EUR.

    The script has a in-transmission structure which translates the data-flow in three distinct matrices.

    1) Instruments price time series are collected in a matrix via a synchronous streaming data-link. The matrix is made of bid ask price for each instrument the user decide to subscribe and it is cleared after a certain number of tick (no less than 30.000)

    2) User balance information stream is collected in a separate matrix.

    3) A http REST function gathers user portfolio information inside a matrix. Every row collects information about the currently open positions. Precisely, a) the instrument id b)the number of contracts purchased in the position c) the direction of the position (long\short) d) the instrument price at time of purchase

    4) A matrix collecting parsimonious geometrical properties and frequencies of time series matrix is used to carry over the data matrix properties along the day. The filtration does not grow big.

    The trading section is initiated and kept open only if the following conditions are met:

    1) the data matrix is robustly collected (no empty \ noisy observations)
    2) Internal consistency of portfolio information is matched with stream and http updates at every moment.

    The trading section is sketchy but the following operations are consistently implemented:
    1) Orders can be opened in both directions and contemporaneously
    2) Orders fulfilling some stated conditions can be selectively closed by the algorithm
    3) Conditions based upon user total exposure, P&L, number of total and specific instruments in portfolio are already implemented.

    Trading is quite simple. I am using a learning algorithm based upon statistical information derived from the series geometry (included velocity and trend). You can see a video of the running script here:



    Send me a PM if interested