Budget: Up to $10K USD. Prefered hourly rate - up to $50 per hour. Maximum 10 hours to learn.
I am looking for a professional C# programmer to help me figure out and build an algo bot that works with Lightspeed trader platform.
You also need C++ knowledge as API samples are written in C++.
Program will be written in C#, .NET Framework 4.7.2. No other technologies will be considered. Full source code will be provided to me at any time via Github. No 3rd party custom DLLs. Only API DLLs if any. No encapsulation either. Every line of code will need to be shown to me and I need to be able to re-compile this on my end at any time.
Minimum learning curve, I prefer candidates that spend 90% of time coding and 10% or less on learning. If you never created algo bots, sorry, not for you.
API documentation will be provided. This is a really cool project. You need to be a super programmer and have skills in building trading apps.
You need to understand how to implement patterns. Need to understand what is momentum and what creates the momentum - for example imbalance between supply and demand and how to identify it with algo.
We will be implementing the following strategies: volume spiking strategy to find the most volatile momentum stocks by looking at parameters such as: float, momentum trading volume, Vwap, moving averages, corporate actions, aggregate bars, catalysts, and more, identify the most trading stocks at the moment and seek entry. You will need to understand Whole & 1/2 Dollar Entries.
I will need to build historical data identifiers, such as ABCD Setup, Pre Market Gap and Go Stocks, Quick Red to Green, Whole Dollar Break micro 1min pullback, 1st 2nd 3rd breakouts, Flat Top Set up, Double Taps, Bull and Bear Flags, Parabolic Squeezes, and more... We will test each strategy separately.
Reading level 2 data, determine which direction is possible, either short or buy. Depending on how many buyers and sellers are on level 2. For example if we are seeking a buy order and we are in the trade, but suddenly there is a big seller on the ask, exit the trade, regardless of the profit or loss. You will need to understand exit indicators, bull and bear flags.
After trade started, look for either exit with loss or profit strategy, for example:
Entry at 3.45, adjust stop to lose no more than 10 cents, double at 3.48, adjust stop to break even, sell half at 3.55, adjust stop to break even, sell half at 3.62, adjust stop to break even, add back at 3.90, adjust stop to break even, double at 3.98, adjust stop to break even, sell at 4.08, adjust stop to break even and so on until trend is down or it exits at the set stop...
You need to understand market orders: Market, Limit, Stop, On Open, On Close, Closing Offset, Add Only, Non Routable, Primary Peg, Midpoint Peg.
More documentation will be provided after I select a candidate and NDA signed.
After selection, we will break each aspect into a contract and assign hours for every task. After we agree on everything, implementation will start.
You will need to get super familiar with Polygon API (developer access) and Lightspeed trader API.
To understand more, see the following:
Brief API Summary - [login to view URL]
RealTick Pro Level 2 Data - [login to view URL]
Getting started - [login to view URL]
Stocks Data API - [login to view URL]
ActiveX API Guide - [login to view URL]
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Answer the following questions when submitting a proposal, proposals without answers will be automatically declined. I will not read it.
1. Explain to me the meaning of VWAP, show me math formula and how you would implement it in code?
2. Explain the process how you would use historical data, bars and identify patterns.
3. What is level 2?
4. What kind of work you did with [login to view URL]
5. Describe your recent experience with similar projects