Stock Day-Trading Algo Development
Publicada el 2026-07-29
Descripción de la oferta
I need a custom algorithmic trading application that executes intraday positions exclusively in the stock market. The core logic will blend three data streams in real time—classic technical indicators (moving averages, RSI, VWAP, etc.), key fundamental metrics released during the session, and live news-sentiment scores—so that the system can open, scale, and close trades within the same day. The workflow I have in mind is: • Data ingestion: pull tick-level price feeds and corporate fundamentals, then pipe breaking-news headlines through a sentiment engine. • Signal engine: combine weighted signals from those three sources into clear long/short triggers. • Risk and execution: apply position-sizing rules, hard/soft stops, and route orders automatically to my preferred brokerage API. • Monitoring & override: a lightweight dashboard or CLI where I can watch positions, pause the bot, or adjust parameters on the fly. • Post-trade analytics: export logs for daily review, including P&L, slippage, and hit rate. Please build the code in a widely supported language (Python preferred, but I’m open to C++ or Java if it boosts performance) and structure it so I can tweak indicator weights without rewriting functions. A walk-forward back-test covering at least one year of 1-minute data is required before we go live. Deliverables: 1. Fully commented source code with installation instructions. 2. Config file or UI panel for parameter changes. 3. Back-test report (PDF or Jupyter Notebook) showing key metrics. 4. Brief hand-off session to walk me through deployment. If something here needs clarification, just let me know; otherwise, feel free to suggest libraries or broker APIs that fit this day-trading setup.
Skills
Fuente original: freelancer