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Re:A high-frequency trading model using Interactive Brokers ... by jamesmawm on Tuesday June 09, 2015 @10:31PM (#9689730)
Wow, didn't expect my repo to make it this far. It was my first time using Reddit, with the aim of introducing this for research more than actual trading.

Just some thoughts after reading comments:

- I've got a number of Python examples for trading futures, but a third-party app is required as 'the gateway'. Browse on GitHub if you wish: https://github.com/hftstrat/The-Gateway-code-samples

- Backtesting is a topic not to be taken lightly. There are far too many issues to address than just historical simulation. I've written a book covering this topic.

- In my book I've also covered the use of Oanda API with a simple trend-following strategy. Available on Amazon: http://www.amazon.com/Mastering-Python-Finance-James-Weiming...

- Table of contents and source codes used in my book are also available on GitHub: https://github.com/jamesmawm/Mastering-Python-for-Finance-so...

Alright, I'm done with shameless promotion of my links ;p

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