Quant strategy development (Python to Tradestation/Multicharts)

The project is to re-write a python algorithmic backtest into a live trading strategy in Tradestation.

The product will need to do the following:

1. Send last X weeks of daily data for 9 futures contracts to Python (continuous futures data)
2. Execute the python script which generates a trade entry decision for two of the instruments.
3. Sends the signals to the tradestation and places the trades on the current futures contract (or continuous futures contract if backtesting).
4. The trade entries will occur Monday at market open for each instrument and trades must exit end of week.
About the recuiter
Member since Sep 16, 2017
Tom Ward
from England, United Kingdom

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