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Quant Coding > Price Threshold Trading Robot

Threshold trading robot and back tester

Once again we had the opportunity to work with the Interactive Brokers API, this time through C#. We have built a trading robot that trades futures and FOREX safely based on the client’s defined price thresholds. In addition to this, we are providing the client with the opportunity to test his trading strategies through an interface to R and using the Quantstrat backtesting library in R. This project took us slightly longer than expected, but none the less we worked through all the items and delivered a product that the client was happy with.

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