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Ampanov

Stock trading robot using C++ QT, ZMQ, REST Questrade API, PHP and websocket front end.

Problem :

I learned technical analysis of stocks and options with Tradesmart University and gained a good understanding of securities trading and account management. However my day job makes managing my own trades impractical. I feel an insatiable desire to solve this - so much skill development and potential.

Solution :

Get a computer to do it for me. I created a C++ QT console application, running as a service on Windows or Linux. Via ZeroMQ and a websocket, a web front end is provided. Connection to Questrade data is provided via REST, and the data is stored locally for fast analysis. The C++ service runs a game loop during market hours, monitoring candles in real-time. Buy/sell signals generate a trade candidate, with risk unit and account management parameters automatically computed. Open orders and positions are monitored and stop-losses enforced.

Ongoing development :

Next steps for this project are to apply Machine Learning to the buy/sell signals. Questrade removed the ability to execute order entry via API, so I will be moving the project to Interactive Brokers API as well.

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Personal project : stock trading robot

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