High-Frequency-Trading-Model-with-IB

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Bumps [numpy](https://github.com/numpy/numpy) from 1.16.4 to 1.22.0. Release notes Sourced from numpy's releases. v1.22.0 NumPy 1.22.0 Release Notes NumPy 1.22.0 is a big release featuring the work of 153 contributors spread...

dependabot[bot]

WARNING: Please only use this Algorithm as a test strategy not as a Live strategy .

1

I tested this simple HFT strategy on a small account with IB both on Live Account and Paper Account not Demo Account. Pairs tested: EURUSD & USDJPY on 24 hours...

developeralgo8888

The Volatility value starts printing NANs after several hours or a day. I am not sure if this is due to anything . i am running just the code as...

developeralgo8888

Under main.py is there a way to run multiple pairs at once using the same hftmodel1 below will only run ( EURUSD , USDJPY ). if for example let's say...

developeralgo8888

AttributeError: 'NoneType' object has no attribute 'realizedPnL' immediately after " python main.py" is executed

1

Traceback (most recent call last): File "/home/miniconda3/lib/python3.8/site-packages/eventkit/event.py", line 184, in emit func(obj, *args) File "/developer/Downloads/High-Frequency-Trading-Model-with-IB/models/hft_model_1.py", line 78, in on_tick self.perform_trade_logic() File "/developer/Downloads/High-Frequency-Trading-Model-with-IB/models/hft_model_1.py", line 101, in perform_trade_logic self.print_strategy_params() File "/developer/Downloads/High-Frequency-Trading-Model-with-IB/models/hft_model_1.py", line...

developeralgo8888

Please update Model to use native IB Python package instead of ibsync

2

Please update Model to use native IB Python package instead of ibsync. Reduce complexity by removing unnecessary packages

developeralgo8888

IndexError in is_overbought_or_oversold()

3

I get an index error while trying to run the main.py related to the last_prices_a & last_prices_b: `High-Frequency-Trading-Model-with-IB/test/models/hft_model_1.py", line 208, in is_overbought_or_oversold last_price_b = self.df_hist[symbol_b].dropna().values[-1] IndexError: index -1 is out...

mbronckers

Error when running

1

Hi, when I try running the main.py after including all the libraries this happens: ``` RESTART: C:\Users\Devx86\Desktop\InteractiveBrokers-PairsTrading-Algo-master\main.py Connecting on host: 127.0.0.1 port: 4002 [2020-02-26 19:19:43.100615]started Error 162, reqId 4: Historical...

JayneFrack

index -1 is out of bounds for axis 0 with size 0

6

I am getting this error: Exception has occurred: IndexError index -1 is out of bounds for axis 0 with size 0 in this function: def is_overbought_or_oversold(self): [symbol_a, symbol_b] = self.symbols...

Yonatan19981

Can this be done? I hope so this is awesome work. Thanks Steve H. Stillwater, OK

sharwood88